Media type: E-Book Title: Identification of structural multivariate GARCH models Contributor: Hafner, Christian M. [VerfasserIn]; Herwartz, Helmut [VerfasserIn]; Maxand, Simone [VerfasserIn] imprint: [Louvain-la-Neuve]: CORE, [2018] Published in: Université catholique de Louvain: CORE discussion papers ; 2018,20 Extent: 1 Online-Ressource (circa 52 Seiten) Language: English Identifier: Keywords: Structural innovations ; identifying assumptions ; MGARCH ; portfolio risk ; volatility transmission ; Graue Literatur Origination: Footnote: Access State: Open Access