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://jda-test.zbw.eu/dataset/f7638b7f-02c8-4901-973a-c11a93ce16fe/resource/eca02c6d-4da3-4209-9e50-6da183332943/download/data_no_d.txt |
| Last updated | November 4, 2022 |
| Created | November 4, 2022 |
