Concepedia

On the efficiency of the gold market: Results of a real-time forecasting approach

Christian Pierdzioch, Marian Risse, Sebastian Rohloff

International Review of Financial Analysis · 2014 · 90 citations · 67 references

DOI

Concepts

References

67

R: A Language and Environment for Statistical Computing

R Core Team · 2000 · 353K citations · Full text

, , +10

Mutual Fund Performance

William F. Sharpe · The Journal of Business · 1966 · 3.8K citations

, , +17

The Determination of the Order of an Autoregression

E. J. Hannan, Barry G. Quinn · Journal of the Royal Statistical Society Series B (Statistical Methodology) · 1979 · 3K citations

, , +8

The Stationary Bootstrap

Dimitris N. Politis, Joseph P. Romano · Journal of the American Statistical Association · 1994 · 2.4K citations

, , +13

Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold

Dirk G. Baur, Brian M. Lucey · Financial Review · 2010 · 2.3K citations

, , +13