@article{multivariategarchwithdynamicbeta,
  title = {Multivariate Garch with dynamic beta},
  author = {Matthias Raddant and Friedrich Wagner},
  year = {2016},
  eprint = {1609.07051},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/1609.07051v6},
}