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Structural breaks and GARCH models of exchange rate volatility: Re-examinatio...
Data and replication information for "Structural breaks and GARCH models of exchange rate volatility: Re-examination and extension" by Akram Hasanov, Robert Brooks, Aktam... -
Robust inference under time‐varying volatility: A real‐time evaluation of pro...
In many forecast evaluation applications, standard tests as well as tests allowing for time-variation in relative forecast ability build on...
