@article{econhot_econhot-cited-c50f0fc91b3c5a9d,
  title = {Multivariate Simultaneous Generalized ARCH},
  author = {Robert F. Engle and Kenneth F. Kroner},
  journal = {Econometric Theory},
  year = {1995},
  volume = {11},
  number = {1},
  pages = {122-150},
  doi = {10.1017/s0266466600009063},
  url = {https://doi.org/10.1017/s0266466600009063}
}