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Inference with non-Gaussian Ornstein–Uhlenbeck processes for stochastic volatility
Griffin, Jim E., (2006)
Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes
Griffin, Jim, (2008)
On the Effect of Prior Assumptions in Bayesian Model Averaging with Applications to Growth Regression
Ley, Eduardo, (2008)