Issue Information

• Published date: 01 August 2019
• DOI: http://doi.org/10.1002/for.2535
• Date: 01 August 2019

AUGUST 2019 VOLUME 38 NUMBER 5

ISSN 0277-6693

JOFODV 38(5) 375– 488

wileyonlinelibrary.com/journal/for

The total cost of misclassification in credit scoring: A comparison of

generalized linear models and generalized additive models

C. Lohmann and T. Ohliger 375

A modified sequential Monte Carlo procedure for the efficient recursive

estimation of extreme quantiles

S. Neslihanoglu and P. Date 390

The role of jumps in the agricultural futures market on forecasting stock

market volatility: New evidence

F. Ma, Y. Zhang, M. I. M. Wahab and X. Lai 400

Combining expert-adjusted forecasts

D. van Dijk and P. H. Franses 415

Bayesian structure selection for vector autoregression model

C.-H. Chu, M.-N. Lo Huang, S.-F. Huang and R.-B. Chen 422

Measuring large-scale market responses and forecasting aggregated sales:

Regression for sparse high-dimensional data

N. Terui and Y. Li 440

Intermittent demand forecasting in the Enterprise: Empirical verification

M. Doszyn

’ 459

Assessing time series models for forecasting international migration:

Lessons from the United Kingdom

J. Bijak, G. Disney, A. M. Findlay, J. J. Forster, P. W. F. Smith and A. Wis

’niowski 470

4.2

VOL. 38 NO. 5 pp. 375– 488 JOURNAL OF FORECASTING AUGUST 2019

Copyright © 2019 John Wiley & Sons Ltd

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