TY  - JOUR
TI  - Multivariate Simultaneous Generalized ARCH
AU  - Robert F. Engle
AU  - Kenneth F. Kroner
JO  - Econometric Theory
PY  - 1995
VL  - 11
IS  - 1
DO  - 10.1017/s0266466600009063
UR  - https://doi.org/10.1017/s0266466600009063
ER  -