author = { Hafner, Christian M. AND Herwartz, Helmut AND Maxand, Simone },

title = { Identification of structural multivariate GARCH models },

publisher = {CORE},

keywords = { Structural innovations , identifying assumptions , MGARCH , portfolio risk , volatility transmission , Graue Literatur },

year = {[2018]},

booktitle = {CORE discussion papers ; 2018, 20},

address = { [Louvain-la-Neuve] },

url = { http://slubdd.de/katalog?TN_libero_mab2 }