Alternative Equation Formats

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MathML

r t = H t 1 2 ϵ t H t = D t S t D t D t = [ h 11 , t 0 0 h 22 , t ] h 11 , t = c 11 + a 11 , 1 r 1 , t 1 2 + g 11 , 1 h 11 , t 1 h 22 , t = c 11 + a 22 , 1 r 2 , t 1 2 + g 22 , 1 h 22 , t 1 S t = [ 1 s 12 , t s 12 , t 1 ] s 12 , t = q 12 , t q 11 , t q 22 , t q 12 , t = ( 1 α β ) s 12 + α r 1 , t 1 h 11 , t 1 r 2 , t 1 h 22 , t 1 + β q 12 , t 1 q 11 , t = ( 1 α β ) + α r 1 , t 1 2 h 11 , t 1 + β q 11 , t 1 q 22 , t = ( 1 α β ) + α r 2 , t 1 2 h 22 , t 1 + β q 22 , t 1

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Math as LaTeX Source

\begin{eqnarray*} r_ t & = & H_ t ^{\frac{1}{2}} \bepsilon _ t \\ H_ t & = & D_ t S_ t D_ t \\ D_ t & = & \left[ \begin{array}{cc} \sqrt{h_{11,t}} & 0 \\ 0 & \sqrt{h_{22,t}} \end{array} \right] \\ h_{11,t} & = & c_{11} + a_{11,1} r_{1,t-1}^2 + g_{11,1} h_{11,t-1} \\ h_{22,t} & = & c_{11} + a_{22,1} r_{2,t-1}^2 + g_{22,1} h_{22,t-1} \\ S_ t & = & \left[ \begin{array}{cc} 1 & s_{12,t} \\ s_{12,t} & 1 \end{array} \right] \\ s_{12,t} & = & \frac{q_{12,t}}{\sqrt{q_{11,t}q_{22,t}}} \\ q_{12,t} & = & (1-\alpha -\beta )s_{12} + \alpha \frac{r_{1,t-1}}{\sqrt{h_{11,t-1}}} \frac{r_{2,t-1}}{\sqrt{h_{22,t-1}}} + \beta q_{12,t-1} \\ q_{11,t} & = & (1-\alpha -\beta ) + \alpha \frac{r_{1,t-1}^2}{h_{11,t-1}} + \beta q_{11,t-1} \\ q_{22,t} & = & (1-\alpha -\beta ) + \alpha \frac{r_{2,t-1}^2}{h_{22,t-1}} + \beta q_{22,t-1} \end{eqnarray*}