Joanna J. J. Wang, Jennifer S. K. Chan, S. T. Boris Choy. Stochastic volatility models with leverage and heavy-tailed distributions: A Bayesian approach using scale mixtures. Computational Statistics & Data Analysis, 55(1):852-862, 2011. [doi]
@article{WangCC11,
title = {Stochastic volatility models with leverage and heavy-tailed distributions: A Bayesian approach using scale mixtures},
author = {Joanna J. J. Wang and Jennifer S. K. Chan and S. T. Boris Choy},
year = {2011},
doi = {10.1016/j.csda.2010.07.008},
url = {http://dx.doi.org/10.1016/j.csda.2010.07.008},
tags = {systematic-approach},
researchr = {https://researchr.org/publication/WangCC11},
cites = {0},
citedby = {0},
journal = {Computational Statistics & Data Analysis},
volume = {55},
number = {1},
pages = {852-862},
}