Clements, Michael P. (contributor); … - 2006
WARWICK ECONOMIC RESEARCH PAPERS
DEPARTMENT OF ECONOMICS
Quantile Forecasts of Daily Exchange Rate Returns from …-gaussian Ornstein-Uhlenbeck-based
models and some of their uses in �nancial economics (with discussion), Journal of the
Royal …. Granger
and A. Timmermann (eds), Handbook of Economic Forecasting, Volume 1. Handbook of
Economics 24, Elsevier, Horth …