Before revision:  Moment explosions are also characterized in the case of negatively, where \rho is the correlation coefficient, are shown for } correlated models, and partial results are obtained for positively correlated ones .
After revision:  Explosions of all the moments of order \gamma>(1-\rho^2)^{-1, where \rho is the correlation coefficient, are shown for } correlated models, and partial results are obtained for positively correlated ones .