Identification of structural multivariate GARCH models

Christian M. Hafner, Simone Maxand, Helmut Herwartz

Research output: Contribution to journalArticleScientificpeer-review

Original languageEnglish
JournalJournal of Econometrics
ISSN0304-4076
DOIs
Publication statusAccepted/In press - 2020
MoE publication typeA1 Journal article-refereed

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