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Journal of the Royal Statistical Society
(2003)
Publications de l'Institut de Statistique de l'Université de Paris : analyse factorielle des correspondances continues
(1997)
International journal of forecasting
(1985)
Convergence of Markov chain Monte Carlo algorithms
Polson, Nicholas G., (1993)
Stochastic volatility : univariate and multivariate extensions
Jacquier, Eric, (1995)
Models and priors for multivariate stochastic volatility