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Identification of structural multivariate GARCH models

Year of publication

2022

Authors

Hafner, Christian M.; Herwartz, Helmut; Maxand, Simone

Organizations and authors

University of Helsinki

Maxand Simone

Publication type

Publication format

Article

Parent publication type

Journal

Article type

Original article

Audience

Scientific

Peer-reviewed

Peer-Reviewed

MINEDU's publication type classification code

A1 Journal article (refereed), original research

Publication channel information

Journal

Journal of Econometrics

Parent publication name

Journal of Econometrics

Volume

227

Issue

1

Pages

212-227

ISSN

0304-4076

​Publication forum

60174

​Publication forum level

2

Open access

Open access in the publisher’s service

Yes

Open access of publication channel

Partially open publication channel

License of the publisher’s version

CC BY

Self-archived

No

Other information

Fields of science

Economics

Publication country

Netherlands

Internationality of the publisher

International

Language

English

International co-publication

Yes

Co-publication with a company

No

DOI

10.1016/j.jeconom.2020.07.019

The publication is included in the Ministry of Education and Culture’s Publication data collection

Yes