The diagonal BEKK model with scalar restriction offered a way to model co-movement of the exchange rate
currency of four countries and the result show that the covariance correlation is higher in the case of the European
market (Romanian, Polish and Czech Republic). The lack of normal distribution is still a problem even if it was used
the Bollerslev-Wooldridge robust standard errors & covariance, because the estimator is consistent but not
asymptotically efficient