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

Cite this

Hafner, C. M., Herwartz, H., & Maxand, S. (2018). Identification of structural multivariate GARCH models. (pp. 48). (CORE discussion papers; No. 2018/20). Louvain: Center for Operations Research and Econometrics (CORE).