The authors are grateful to Samuel Borms, Peter Carl, Dirk Eddelbuettel, Laurent Fastnacht, 
Flix-Antoine Fortin, Richard Gerlach, Lennart Hoogerheide, Eliane Maalouf, Brian Peterson, and Enrico Schumann.

The authors acknowledge Google for financial support via the Google Summer of Code 2016 and 2017
project "MSGARCH", the International Institute of Forecasters (IIF, https://forecasters.org), Industrielle-Alliance, 
FQRSC (Grant # 2015-NP-179931) and Fonds de Donations at the University of Neuchtel, Switzerland, and Calcul Qubec for computational support