2023-04-132023-04-13https://www.alexandria.unisg.ch/handle/20.500.14171/57681As a weakness, multivariate GARCH modesl are rarely identified in a strict structural sense. This means that we only can derive statstical descriptions of the volatility transmission patterns with little insight regarding the underlying economics. The aim of this project is to propose new identification strategies and to empirically study their properities.MGARCHstructural identificationapplied research project