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 .

Title: Identification of structural multivariate GARCH models
Author: Hafner, Christian M.; Herwartz, Helmut; Maxand, Simone
Contributor: University of Helsinki, Economics
Belongs to series: CORE discussion papers
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URI: http://hdl.handle.net/10138/290325
Date: 2018
Subject: 511 Economics
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