Issue Information

• DOI: http://doi.org/10.1002/for.2536
• Date: 01 September 2019
• Published date: 01 September 2019

SEPTEMBER 2019 VOLUME 38 NUMBER 6

ISSN 0277-6693

JOFODV 38(6) 489– 620

wileyonlinelibrary.com/journal/for

A note on the predictive power of survey data in nowcasting euro area GDP

J.-R . Kurz-Kim 489

Fo recasting e conomic indica tors using a cons umer sentiment i ndex:

Survey-based versus text-based data

M. Song and K. Shin 504

In formation con tent of DSGE forec asts

R. C. Fair 519

Pr edictive powe r of Markovian model s: Evidence fr om US recessi on forecast ing

R. Tian and G. Shen 525

W TI crude oil o ption implie d VaR and CVaR: An empirical ap plication

G. Barone-Adesi, M. A. Finta, C. Legnazzi and C. Sala 552

Oi l financiali zation and volatil ity foreca st: Evidence f rom multidimen sional

predictors

Y. Ma, Q. Ji and J. Pan 564

Trading volume and prediction of stock return reversals: Conditioning

on investor types' trading

N. Ülkü and O. Onishchenko 582

An ensemble of LSTM neural networks for high-frequency stock market

classification

S. Borovkova and I. Tsiamas 600

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VOL. 38 NO. 6 pp. 489– 620 JOURNAL OF FORECASTING SEPTEMBER 2019

Copyright © 2019 John Wiley & Sons Ltd

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