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 多变量(G)ARCH模型共变异数设定方式
                  (一)VECH模型 Bollerslev, Engle and Wooldridge (1998), "A Capital
                  Asset Pricing Model with Time-Varying Covariances, " Journal
                  of Political Economy, 96, 116-131.
                  (二)Constain Correlation (CCORR)模型 Bollerslev (1990),
                  "Modelling the Coherence in Short-Run Nominal Exchange Rates:
                  Multivariate Generalized ARCH Approach," Review of Economics
                  and Statistics, 72, 498-505.
                  (三)BEKK模型 Engle R.F. and K.F. Kroner (1995), "Multivariate
                  Simultaneous Generalized ARCH," Econometric Theory, 11,
                  122-150.
                  (四)ADC模型 Kroner and Ng (1998), "Modeling Asymmetric Comovement
                  of Assets Returns," Review of Financial Studies, 11:4,
                  817-844.
                  (五)DCC模型 Engle, R. F., (2002) "Dynamic Conditional
                  Correlation-A Simple Class of Multivariate GARCH Models,"
                  Journal of Business and Economic Statistics,