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

Forecasting MethodologyVolatility ModelingMultivariate Stochastic VolatilityFinancial EconomicsAsset PricingFinanceEngineeringEconomic ForecastingBusinessEconometricsQuantile ForecastsForecastingStatisticsTime Series EconometricsHigh-frequency Financial Econometrics