Issue Information

• Published date: 01 March 2020
• Date: 01 March 2020
• DOI: http://doi.org/10.1002/for.2606

MARCH 2020 VOLUME 39 NUMBER 2

ISSN 0277-6693

JOFODV 39(2) 117– 352

wileyonlinelibrary.com/journal/for

Forecasting air pollution PM

2.5 in Beijing using weather data and multiple kernel learning

X. Xu 117

Modeling and forecasting commodity market volatility with long-term economic

and financial variables

D. K. Nguyen and T. Walther 126

Volatility forecasts using stochastic volatility models with nonlinear leverage effects

K. McAlinn, A. Ushio and T. Nakatsuma 143

Volatility forecasting with bivariate multifractal models

R. Liu, R. Demirer, R. Gupta and M. Wohar 155

Model instability in predictive exchange rate regressions

N. Hauzenberger and F. Huber 168

A simple parameter-driven binary time series model

Y. Lu 187

Predictive ability and economic gains from volatility forecast combinations

S. P. Fameliti and V. D. Skintzi 200

Financial market imperfections and profitability: New evidence from a large panel of US SME firms

N. Apergis 220

Forecasting of electricity price through a functional prediction of sale and purchase curves

I. Shah and F. Lisi 242

Predicting loan default in peer-to-peer lending using narrative data

Y. Xia, L. He, Y. Li, N. Liu and Y. Ding 260

Filtering and prediction of noisy and unstable signals: The case of Google Trends data

L. Fenga 281

On the use of power transformations in CAViaR models

G. Tsiotas 296

Predicting exchange rates in Asia: New insights on the accuracy of survey forecasts

F. Kunze 313

Evaluation of current research on stock return predictability

E. Reschenhofer, M. K. Mangat, C. Zwatz and S. Guzmics 334