Karanasos, Menelaos - Department of Economics and Related Studies, University …
The purpose of this paper is to examine the variance-covariance structure of GARCH models that have been introduced in …, we analyze the second moments of the sum of GARCH models examined in Karanasos, Psaradakis and Sola (1998), the … multivariate GARCH models presented by Bollerslev, Engle and Wooldridge (1998) and Bollerslev (1990), the component GARCH models …