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Clements, Michael P.
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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
Saved in:
2
Quantile forecasts of daily exchange rate returns from forecasts of realized volatility
Clements, Michael P.
(
contributor
); …
-
2006
Persistent link: https://www.econbiz.de/10003395894
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