A boosting approach to forecasting the volatility of gold-price fluctuations under flexible loss-Reference-Cited by-同舟云学术

A boosting approach to forecasting the volatility of gold-price fluctuations under flexible loss

Published:2016-03 Issue: Volume:47 Page:95-107
ISSN:0301-4207
Container-title:Resources Policy
language:en
Short-container-title:Resources Policy

Author:

Pierdzioch Christian,Risse Marian,Rohloff Sebastian

Publisher

Elsevier BV

Subject

Law,Management, Monitoring, Policy and Law,Economics and Econometrics,Sociology and Political Science

Reference68 articles.

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4. Volatility estimation with functional gradient descent for very high-dimensional financial time series;Audrino;J. Comput. Finance,2003

5. Boosting diffusion indices;Bai;J. Appl. Economet.,2009

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