%0 Journal Article %T Forecasting Methods in Finance %A Allan Timmermann %J - %D 2018 %R 10.1146/annurev-financial-110217-022713 %X Our review highlights some of the key challenges in financial forecasting problems and opportunities arising from the unique features of financial data. We analyze the difficulty of establishing pr.. %U https://www.annualreviews.org/doi/abs/10.1146/annurev-financial-110217-022713