HIGHLIGHTS
- who: RARCH and colleagues from the This Article was downloaded from Harvard University's DASH repository, and is made available have published the article: Multivariate rotated ARCH models, in the Journal: (JOURNAL)
- what: For ease of interpretation, the authors focus only on the smoothness and persistence parameters for gii;t (i.e. the conditional 6 It is worth noting that Engle and Kroner did not impose non-negativity restrictions on the elements of A and B, 1=2 1=2 except for restricting their …rst elements, 11 and 11, to be positive for identi…cation . . .
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