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Testing for causality in variance using multivariate GARCH models
Hafner, Christian M., (2008)
Testing for causality in variance using multivariate GARCH model
Hafner, Christian M., (2004)
Testing for vector autoregressive dynamics under heteroskedasticity
Hafner, Christian M., (2002)
Identification of structural multivariate GARCH models
Hafner, Christian M., (2022)