Identification of structural multivariate GARCH models

Christian M. Hafner, Helmut Herwartz, Simone Maxand

Forskningsoutput: ArbetsdokumentDiskussionsartiklarVetenskaplig

Originalspråkengelska
UtgivningsortLouvain
FörlagCenter for Operations Research and Econometrics (CORE)
Sidor48
StatusPublicerad - 2018
MoE-publikationstypD4 Publicerad utvecklings- eller forskningsrapport eller studie

Vetenskapsgrenar

  • 511 Nationalekonomi

Citera det här

Hafner, C. M., Herwartz, H., & Maxand, S. (2018). Identification of structural multivariate GARCH models. (s. 48). (CORE discussion papers; Nr. 2018/20). Louvain: Center for Operations Research and Econometrics (CORE).
Hafner, Christian M. ; Herwartz, Helmut ; Maxand, Simone. / Identification of structural multivariate GARCH models. Louvain : Center for Operations Research and Econometrics (CORE), 2018. s. 48 (CORE discussion papers; 2018/20).
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Hafner, CM, Herwartz, H & Maxand, S 2018 'Identification of structural multivariate GARCH models' CORE discussion papers, nr. 2018/20, Center for Operations Research and Econometrics (CORE), Louvain, s. 48.

Identification of structural multivariate GARCH models. / Hafner, Christian M.; Herwartz, Helmut; Maxand, Simone.

Louvain : Center for Operations Research and Econometrics (CORE), 2018. s. 48 (CORE discussion papers; Nr. 2018/20).

Forskningsoutput: ArbetsdokumentDiskussionsartiklarVetenskaplig

TY - UNPB

T1 - Identification of structural multivariate GARCH models

AU - Hafner, Christian M.

AU - Herwartz, Helmut

AU - Maxand, Simone

PY - 2018

Y1 - 2018

KW - 511 Economics

M3 - Discussion paper

T3 - CORE discussion papers

SP - 48

BT - Identification of structural multivariate GARCH models

PB - Center for Operations Research and Econometrics (CORE)

CY - Louvain

ER -

Hafner CM, Herwartz H, Maxand S. Identification of structural multivariate GARCH models. Louvain: Center for Operations Research and Econometrics (CORE). 2018, s. 48. (CORE discussion papers; 2018/20).