Identification of structural multivariate GARCH models

Christian M. Hafner, Helmut Herwartz, Simone Maxand

Research output: Working paperDiscussion paperScientific

Original languageEnglish
Place of PublicationLouvain
PublisherCenter for Operations Research and Econometrics (CORE)
Pages48
Publication statusPublished - 2018
MoE publication typeD4 Published development or research report or study

Fields of Science

  • 511 Economics

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