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)

Original language	English
Pages (from-to)	729 - 750
Number of pages	22
Journal	Journal of Empirical Finance
Volume	15
Issue number	4
DOIs	https://doi.org/10.1016/j.jempfin.2007.12.001
Publication status	Published - 2008

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title = "Quantile forecasts of daily exchange rate returns from forecasts of realized volatility",

author = "Clements, {Michael P} and Galvao, {Ana Beatriz} and Jae Kim",

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T1 - Quantile forecasts of daily exchange rate returns from forecasts of realized volatility

AU - Clements, Michael P

AU - Galvao, Ana Beatriz

AU - Kim, Jae

PY - 2008

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UR - http://dx.doi.org/10.1016/j.jempfin.2007.12.001

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DO - 10.1016/j.jempfin.2007.12.001

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