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; ;
Aktam Burkhanov
;
Sirojiddin Abrorov

structural breaks and garch models of exchange rate volatility: re-examination and extension (replication data)

Data and replication information for "Structural breaks and GARCH models of exchange rate volatility: Re-examination and extension" by Akram Hasanov, Robert Brooks, Aktam Burkhanov and Sirojiddin Abrorov, published in Journal of Applied Econometrics, 2024. The data includes README files, statistical data, and software code.

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Hasanov, Akram; Brooks, Robert; Burkhanov, Aktam; Abrorov, Sirojiddin (2024): Structural breaks and GARCH models of exchange rate volatility: Re-examination and extension (replication data). Version: 1. Journal of Applied Econometrics. Dataset. http://dx.doi.org/10.15456/jae.2024199.1106946010

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