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~person:"Rohloff, Sebastian"
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Rohloff, Sebastian
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Cointegration of the prices of
gold
and silver : RALS-based evidence
Pierdzioch, Christian
;
Risse, Marian
;
Rohloff, Sebastian
- In:
Finance research letters
15
(
2015
),
pp. 133-137
Persistent link: https://www.econbiz.de/10011553019
Saved in:
2
A Quantile-Boosting Approach to Forecasting
Gold
Returns
Pierdzioch, Christian
;
Risse, Marian
;
Rohloff, Sebastian
-
2015
We use a quantile-boosting approach to compute out-of-sample forecasts of
gold
returns. The approach accounts for model …
Persistent link: https://www.econbiz.de/10014135991
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