References Aielli, G.P. (2013), Dynamic conditional correlations: On properties and estimation, Journal of Business and Economic Statistics, 31, 282-299. Baba, Y., R.F. Engle, D. Kraft and K.F. Kroner (1985), Multivariate simultaneous generalized ARCH. Unpublished manuscript, Department of Economics, University of California, San Diego, CA, USA. Bollerslev, T. (1986), Generalised autoregressive conditional heteroscedasticity, Journal of Econometrics, 31, 307-327. Caporin, M. and M. McAleer (2013), Ten things you should know about the dynamic conditional correlation representation, Econometrics, 1(1), 115-126. Duan, J.-C. (1997), Augmented GARCH(p,q) process and its diffusion limit, Journal of Econometrics, 79, 97-127. Engle, R.F. (1982), Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation, Econometrica, 50, 987-1007. Engle, R. (2002), Dynamic conditional correlation: A simple class of multivariate generalized autoregressive conditional hereoskedasticity models, Journal of Business and Economic Statistics, 20, 339-350. Engle, R.F. and K.F. Kroner (1995), Multivariate simultaneous generalized ARCH, Econometric Theory, 11, 122-150. Hentschel, L. (1995), All in the family: Nesting symmetric and asymmetric GARCH models, Journal of Financial Economics, 39, 71-104. Marek, T. (2005), On invertibility of a random coefficient moving average model, Kybernetika, 41(6), 743-756. McAleer, M., F. Chan, S. Hoti and O. Lieberman (2008), Generalized autoregressive conditional correlation, Econometric Theory, 24(6), 1554-1583. Tsay, R.S. (1987), Conditional heteroscedastic time series models. Journal of the American Statistical Association, 82, 590-604. Tse, Y.K. and A.K.C. Tsui (2002), A multivariate GARCH model with time-varying correlations, Journal of Business and Economic Statistics, 20, 351-362.