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 >
| Titel: | Identification of structural multivariate GARCH models |
| Författare: | Hafner, Christian M.; Herwartz, Helmut; Maxand, Simone |
| Upphovmannens organisation: | Economics |
| Utgivare: | Center for Operations Research and Econometrics (CORE) |
| Datum: | 2018 |
| Språk: | eng |
| Tillhör serie: | |
| Tillhör serie: | CORE discussion papers |
| Permanenta länken (URI): | http://hdl.handle.net/10138/290325 |
| Subject: | 511 Economics |
| Licens: | unspecified |
| Användningsbegränsning: | openAccess |
| Parallelpublicerad version: | publishedVersion |
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| Filer | Storlek | Format | Granska |
|---|---|---|---|
| coredp2018_20web.pdf | 1.132Mb | Granska/Öppna |
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