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 |
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| dc.contributor.author |
Maxand, Simone |
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| dc.date.accessioned |
2019-01-11T15:10:02Z |
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| dc.date.available |
2019-01-11T15:10:02Z |
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| dc.date.issued |
2018 |
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| 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 |
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| dc.identifier.other |
PURE UUID: 243cfc43-e111-436c-837c-6b6a4951d959 |
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| dc.identifier.other |
ORCID: /0000-0002-3153-7922/work/52867774 |
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| dc.identifier.uri |
http://hdl.handle.net/10138/290325 |
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| dc.language.iso |
eng |
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| dc.publisher |
Center for Operations Research and Econometrics (CORE) |
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| dc.relation.ispartof |
|
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| dc.relation.ispartofseries |
CORE discussion papers |
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| dc.relation.uri |
https://dial.uclouvain.be/pr/boreal/object/boreal:201087 |
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| 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 |
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| dc.contributor.pbl |
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