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Quantile forecasts of daily exchange rate returns from forecasts of realized volatility
Clements, Michael P.; Galvão, Ana Beatriz C.; Kim, Jae H. - In: Journal of empirical finance 15 (2008) 4, pp. 729-750
Persistent link: https://www.econbiz.de/10003759766
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Forecasting multivariate volatilities with exogenous predictors : an application to industry diversification strategies
Luo, Jiawen; Cepni, Oguzhan; Demirer, Rıza; Gupta, Rangan - In: Journal of empirical finance 81 (2025), pp. 1-34
Persistent link: https://www.econbiz.de/10015405336
Cover Image
Quantile forecasts of daily exchange rate returns from forecasts of realized volatility
Clements, Michael P.; Galvão, Ana Beatriz; Kim, Jae H. - In: Journal of empirical finance 15 (2008) 4, pp. 729-750
Persistent link: https://www.econbiz.de/10008075046
Cover Image
Quantile forecasts of daily exchange rate returns from forecasts of realized volatility
Clements, Michael P.; Galvão, Ana Beatriz; Kim, Jae H. - In: Journal of empirical finance 15 (2008) 4, pp. 729-751
Persistent link: https://www.econbiz.de/10008880799