英文文献：Multivariate GARCH models-多元GARCH模型
英文文献作者：Annastiina Silvennoinen,Timo Ter?svirta
英文文献摘要：
This article contains a review of multivariate GARCH models. Most common GARCH models are presented and their properties considered. This also includes nonparametric and semiparametric models. Existing specification and misspecification tests are discussed. Finally, there is an empirical example in which several multivariate GARCH models are fitted to the same data set and the results compared.

本文对多元GARCH模型进行了综述。给出了最常见的GARCH模型，并考虑了它们的性质。这也包括非参数和半参数模型。讨论了现有的规范和错误规范测试。最后，通过一个实例对多个多元GARCH模型进行了拟合，并对结果进行了比较。