Quantile forecasts of daily exchange rate returns from forecasts of realized volatility
| Year of publication: |
2008
|
|---|---|
| Authors: | Clements, Michael P. ; Galvão, Ana Beatriz ; Kim, Jae H. |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 11582637. - Vol. 15.2008, 4, p. 729-751
|