TY - T1 - Identification of structural multivariate GARCH models SN - / UR - http://hdl.handle.net/10138/290325 T3 - CORE discussion papers A1 - Hafner, Christian M.; Herwartz, Helmut; Maxand, Simone A2 - PB - Center for Operations Research and Econometrics (CORE) Y1 - 2018 LA - eng AB - ... VO - IS - SP - OP - KW - 511 Economics N1 - PP - ER -