@article {109131, title = {Multivariate stochastic variance models}, journal = {Review of Economic Studies}, volume = {61}, year = {1994}, note = {Reprinted in "ARCH: Selected Readings," (editor Robert F. Engle), 1995, 256-276, Oxford University Press. Reprinted in "Recent Developments in Time Series," (editors Stephen Leybourne and Paul Newbold), Edward Elgar Publishers, 2003, 135-152. Reprinted in "Stochastic Volatility: Selected Readings," (editor Neil Shephard), Oxford University Press, 156-176, 2005.}, pages = {247-264}, author = {Harvey, Andrew C. and Ruiz, Esther and Neil Shephard} }