Original language | English |
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Pages (from-to) | 729 - 750 |
Number of pages | 22 |
Journal | Journal of Empirical Finance |
Volume | 15 |
Issue number | 4 |
DOIs | |
Publication status | Published - 2008 |
Quantile forecasts of daily exchange rate returns from forecasts of realized volatility
Michael P Clements, Ana Beatriz Galvao, Jae Kim
Research output: Contribution to journal › Article › Research › peer-review
81
Citations
(Scopus)