Identification of structural multivariate GARCH models

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dc.contributor University of Helsinki, Economics en
dc.contributor.author Hafner, Christian M.
dc.contributor.author Herwartz, Helmut
dc.contributor.author Maxand, Simone
dc.date.accessioned 2019-01-11T15:10:02Z
dc.date.available 2019-01-11T15:10:02Z
dc.date.issued 2018
dc.identifier.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 . en
dc.identifier.other PURE: 119984945
dc.identifier.other PURE UUID: 243cfc43-e111-436c-837c-6b6a4951d959
dc.identifier.other ORCID: /0000-0002-3153-7922/work/52867774
dc.identifier.uri http://hdl.handle.net/10138/290325
dc.language.iso eng
dc.publisher Center for Operations Research and Econometrics (CORE)
dc.relation.ispartof
dc.relation.ispartofseries CORE discussion papers
dc.relation.uri https://dial.uclouvain.be/pr/boreal/object/boreal:201087
dc.rights en
dc.subject 511 Economics en
dc.title Identification of structural multivariate GARCH models en
dc.type Discussion paper
dc.type.uri info:eu-repo/semantics/other
dc.contributor.pbl

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