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Constraints sufficient to guarantee the positive definiteness of the conditional covariance matrices are developed, and necessary and sufficient conditions for covariance stationarity are presented. Identification and maximum likelihood estimation of the parameters in the simultaneous equations context are also covered.<\/jats:p>","DOI":"10.1017\/s0266466600009063","type":"journal-article","created":{"date-parts":[[2009,3,10]],"date-time":"2009-03-10T11:39:55Z","timestamp":1236685195000},"page":"122-150","source":"Crossref","is-referenced-by-count":3069,"title":["Multivariate Simultaneous Generalized ARCH"],"prefix":"10.1017","volume":"11","author":[{"given":"Robert F.","family":"Engle","sequence":"first","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]},{"given":"Kenneth F.","family":"Kroner","sequence":"additional","affiliation":[],"role":[{"vocabulary":"crossref","role":"author"}]}],"member":"56","published-online":{"date-parts":[[2009,2,11]]},"reference":[{"key":"S0266466600009063_ref022","doi-asserted-by":"publisher","DOI":"10.1017\/S0266466600011397"},{"key":"S0266466600009063_ref020","doi-asserted-by":"publisher","DOI":"10.2307\/2298013"},{"key":"S0266466600009063_ref014","doi-asserted-by":"publisher","DOI":"10.1016\/0261-5606(91)90031-E"},{"key":"S0266466600009063_ref013","unstructured":"Kraft D.F. & Engle R.F. 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