Identification of structural multivariate GARCH models

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Hafner , C M , Herwartz , H & Maxand , S 2018 ' Identification of structural multivariate GARCH models ' CORE discussion papers , no. 2018/20 , Center for Operations Research and Econometrics (CORE) , Louvain , pp. 48 . < https://dial.uclouvain.be/pr/boreal/object/boreal:201087 >

Title: Identification of structural multivariate GARCH models
Author: Hafner, Christian M.; Herwartz, Helmut; Maxand, Simone
Contributor: University of Helsinki, Economics
Publisher: Center for Operations Research and Econometrics (CORE)
Date: 2018
Language: eng
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Belongs to series: CORE discussion papers
URI: http://hdl.handle.net/10138/290325
Subject: 511 Economics
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