A quick and superficial Google search:
Old Iranian *zarna- "golden"
(also zaranya?)
Middle Iranian zarnik "golden"; zar "gold"
Then, in Finnic-Ugrian languages:
Komi zarni "golden"
Mansi sorni "golden"
Hanti tarenj "copper"
Mordvin sirne "golden"
So, arany is more then probable old in Hungarian,
predating the arrival of Protohungarians in "Levedia"
and "Atelkuzu" (i.e. in central and western Ukraine).
Also interesting the words obviously related
to argentum and argyros:
Mansi, Hanti ärgen "silver"
Komi irgon "silver"
Cheremis vürgene "copper"
(Hanti and Mansi are the closest languages to
Hungarian)
Authors who dealt with these problems:
Géza Bárczi (linguist, esp. the 1st half of the 20th c.)
Rédei Károly: Uralisches etymologisches Wörterbuch IIII.
Budapest, 19861991 (UEW.)
Benedek, Zalán: A magyar szó etimológiája. Veszprém, 2005
[Etymology of the Hungarian word]
Benkő, Loránd: A magyar nyelv történeti-etimológiai szótára IIV.,
Budapest 196784 (Etymological dictionary, and history of the
language)
Denis Sinor,
The Uralic Languages (Description, History and Foreign Influences)
http://www.schwartzbooks.com/cgi-bin/item/9004077413
Bernát (Bernard) Munkácsi (1860-1937), uralist, turcologue,
orientalist; works on Uralic languages and peoples; and one
book (1901) on Iranian and Caucasian influences/loans in
Uralic languages