Issue Information

• DOI: http://doi.org/10.1002/for.2537
• Published date: 01 November 2019
• Date: 01 November 2019

NOVEMBER 2019 VOLUME 38 NUMBER 7

ISSN 0277-6693

JOFODV 38(7) 621– 732

wileyonlinelibrary.com/journal/for

Forecasting with many predictors using Bayesian additive regression trees

J. Prüse r 621

Pr edicting mul tistage fin ancial distr ess: Refle ctions on sampl ing,

feature and mod el selecti on criteria

U. Farooq and M. A. J. Qamar 632

Ca n urban coffe e consumption h elp predic t US inflation?

A. A. Salisu, R. Swaray and I. A. Adediran 649

Ou t-of-sample vola tility pre diction: A new mixe d-frequen cy approach

Y. Zhang, F. Ma, T. Wang and L. Liu 669

A for ecasting an alysis of risk-ne utral equit y and Treasury volatil ities

A . González-Urteaga, B. Nieto and G. Rubi o 681

Do s tock markets have pr edictive co ntent for exchange r ate movements?

S.-S . Chen and C.-C. Hsu 699

Why d o EMD-base d methods impr ove prediction? A multi scale compl exity

perspective

J. Dong, W. Dai, L. Tang and L. Yu 714

4.1

VOL. 38 NO. 7 pp. 621– 732 JOURNAL OF FORECASTING NOVEMBER 2019

Copyright © 2019 John Wiley & Sons Ltd

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