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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 organization:	Economics
Publisher:	Center for Operations Research and Econometrics (CORE)
Date:	2018
Language:	eng
Belongs to series:
Belongs to series:	CORE discussion papers
URI:	http://hdl.handle.net/10138/290325
Subject:	511 Economics
Rights:	unspecified
Usage restriction:	openAccess
Self-archived version:	publishedVersion



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