Data_no_d.txt
Creators:
David E. Rapach
;
Jack Strauss
From the dataset abstract
We investigate the empirical relevance of structural breaks for GARCH models of exchange rate volatility using both in-sample and out-of-sample tests. We find significant evidence of...
Source: Structural breaks and GARCH models of exchange rate volatility (replication data)
Metadata
| Field | Value |
|---|---|
| Format | text/plain |
| License | CC-BY 4.0 |
| URL | https://journaldata.zbw.eu/dataset/0601e089-df9c-4c62-a023-e364f05db0bb/resource/c008dd2d-20ba-44c2-aa9d-293f558c21c4/download/data_no_d.txt |
| Last updated | November 15, 2022 |
| Created | November 15, 2022 |
