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Structural Vector Autoregressions with Heteroskedasticity: A Comparison of Different Volatility Models

By Helmut Luetkepohl and Aleksei Netsunajev
Publisher: Elsevier BV
Year: 2015
DOI identifier: 10.2139/ssrn.2591392
OAI identifier:
Provided by: MUCC (Crossref)
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