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• W2003490030 abstract "We use a real-time boosting approach to study the time-varying out-of-sample informational content of various predictor variables (inflation rate, exchange-rate fluctuations, stock market returns and interest rates) for forecasting gold-price fluctuations. While the predictor variables have predictive power, the economic value added of forecasts does not suffice to leverage the performance of a simple trading rule above the performance of a buy-and-hold strategy." @default.
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• W2003490030 date "2014-08-01" @default.
• W2003490030 modified "2023-10-17" @default.
• W2003490030 title "Forecasting gold-price fluctuations: a real-time boosting approach" @default.
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• W2003490030 doi "https://doi.org/10.1080/13504851.2014.925040" @default.
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