-1989-The Dynamics of Exchange Rate Volatility A Multivariate Latent Factor Arch Model.pdf
-1991#-mayers-Bivariate Garch Estimation of the Optimal Commodity Futures Hedge.pdf
#1988-Bollerslev, T., R. Engle, and J. Wooldridge-A Capital Asset Pricing Model with Time-Varying Covariances.pdf
-#1990-Bollerslev-Modelling the Coherence in Short-Run Nominal Exchange Rates A Multivariate Generalized Arch Model.pdf
1995-engle and korner-Multivariate Simultaneous Generalized Arch.pdf
---2002 engle DYNAMIC CONDITIONAL CORRELATION –multivariate GARCH.pdf
2002--Y.K. Tse and Albert K.C. Tsui--A Multivariate GARCH Model with time-varying correlation.pdf
etc.