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
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
No
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