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

C-Tier
Journal: Journal of Empirical Finance
Year: 2008
Volume: 15
Issue: 4
Pages: 729-750

Authors (3)

Clements, Michael P. (University of Reading) Galvão, Ana Beatriz (not in RePEc) Kim, Jae H.

Score contribution per author:

0.336 = (α=2.02 / 3 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

View Full Article View on IDEAS/RePEc

Technical Details

RePEc Handle
repec:eee:empfin:v:15:y:2008:i:4:p:729-750
Journal Field
Finance
Author Count
3
Added to Database
2026-02-08