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Structural breaks and GARCH models of exchange rate volatility

David E. Rapach, Jack K. Strauss

Journal of Applied Econometrics, 2008. DOI 10.1002/jae.976

Has this study been replicated?

The atlas records 1 replication of this study. Recorded outcomes: 1 successful.

Replications

• Structural breaks and GARCH models of exchange rate volatility: Re‐examination and extension, Hasanov et al. (2024). Outcome recorded: successful. Our analysis verifies and broadly aligns with the results obtained in the original study. View paper

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