Identification of structural multivariate GARCH models
Year of publication
2018
Authors
Hafner, Christian M.; Herwartz, Helmut; Maxand, Simone
Organizations and authors
University of Helsinki
Maxand Simone
Publication type
Publication format
Monograph
Audience
Professional
Peer-reviewed
Non Peer-Reviewed
MINEDU's publication type classification code
D4 Published development or research report or studyPublication channel information
Journal/Series
CORE discussion papers
Parent publication name
Publisher
Center for Operations Research and Econometrics (CORE)
Issue
2018/20
Pages
48
Open access
Open access in the publisher’s service
Yes
Open access of publication channel
Fully open publication channel
Self-archived
Yes
Other information
Fields of science
Economics
Publication country
Belgium
Internationality of the publisher
International
Language
English
International co-publication
Yes
Co-publication with a company
No
The publication is included in the Ministry of Education and Culture’s Publication data collection
Yes