Identification of structural multivariate GARCH models

Visa fullständig post



Permalänk

http://hdl.handle.net/10138/290325

Citation

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


Filer under denna titel

Totalt antal nerladdningar: Laddar...

Filer Storlek Format Granska
coredp2018_20web.pdf 1.132Mb PDF Granska/Öppna

Detta dokument registreras i samling:

Visa fullständig post