Quantile forecasts of daily exchange rate returns from forecasts of realized volatility

Michael P Clements, Ana Beatriz Galvao, Jae Kim

Research output: Contribution to journalArticleResearchpeer-review

69 Citations (Scopus)
Original languageEnglish
Pages (from-to)729 - 750
Number of pages22
JournalJournal of Empirical Finance
Volume15
Issue number4
DOIs
Publication statusPublished - 2008

Cite this