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person:"Martell, Terrence F."
~person:"Asai, Manabu"
~person:"O'Connor, Fergal A."
~person:"Risse, Marian"
~person:"Rohloff, Sebastian"
~subject:"Forecasting"
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Martell, Terrence F.
Asai, Manabu
O'Connor, Fergal A.
Risse, Marian
Rohloff, Sebastian
Pierdzioch, Christian
10
Gupta, Rangan
9
Gillas, Konstantinos Gkillas
4
Karmakar, Sayar
3
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Aye, Goodness C.
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Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
1
International journal of forecasting
1
International review of financial analysis
1
The North American journal of economics and finance : a journal of financial economics studies
1
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ECONIS (ZBW)
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1
Forecasting volatility and co-volatility of crude oil and gold futures : effects of leverage, jumps, spillovers, and geopolitical risks
Asai, Manabu
;
Gupta, Rangan
;
McAleer, Michael
- In:
International journal of forecasting
36
(
2020
)
3
,
pp. 933-948
Persistent link: https://www.econbiz.de/10012497080
Saved in:
2
Fluctuations of the real exchange rate, real interest rates, and the dynamics of the price of gold in a small open economy
Pierdzioch, Christian
;
Risse, Marian
;
Rohloff, Sebastian
- In:
Empirical economics : a journal of the Institute for …
51
(
2016
)
4
,
pp. 1481-1499
Persistent link: https://www.econbiz.de/10011647138
Saved in:
3
A quantile-boosting approach to forecasting gold returns
Pierdzioch, Christian
;
Risse, Marian
- In:
The North American journal of economics and finance : a …
35
(
2016
),
pp. 38-55
Persistent link: https://www.econbiz.de/10011672283
Saved in:
4
On the efficiency of the gold market : results of a real-time forecasting approach
Pierdzioch, Christian
;
Risse, Marian
;
Rohloff, Sebastian
- In:
International review of financial analysis
32
(
2014
),
pp. 95-108
Persistent link: https://www.econbiz.de/10010461517
Saved in:
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