Some popular multivariate GARCH models such as BEKK and DCC have been criticized for the nonexistence of the corresponding stochastic processes and (if I interpret that correctly) the following meaninglessness of the parameter estimates; see e.g. McAleer (2019a) and McAleer (2019b). I wonder what are some multivariate GARCH models that do not suffer from such problems and have been shown to be fundamentally sound. References would be appreciated.
According to two broad surveys (Bauwens et al, 2006; Silvennoinen & Teäsvirta, 2009) of multivariate GARCH models, there are plenty of candidates to choose from. I am interested in which ones among them, or among newer ones, I could use with a clean conscience (from the statistical perspective).
References:
- Bauwens, L., Laurent, S., & Rombouts, J. V. (2006). Multivariate GARCH models: a survey. Journal of Applied Econometrics, 21(1), 79-109.
- McAleer, M. (2019a). (Non-) Existence, Mathematical (IR-)Regularity and (Non-) Asymptotic Properties of the Full BEKK Dynamic Conditional Covariance Model. Journal of Risk and Financial Management, 12(2), 66
- McAleer, M. (2019b). What They Did Not Tell You about Algebraic (Non-) Existence, Mathematical (IR-) Regularity, and (Non-) Asymptotic Properties of the Dynamic Conditional Correlation (DCC) Model. Journal of Risk and Financial Management, 12(2), 61.
- Silvennoinen, A., & Teräsvirta, T. (2009). Multivariate GARCH models. In Handbook of Financial Time Series (pp. 201-229). Springer, Berlin, Heidelberg.