@inbook{df48d34e9a3b4013bd64ce85f679059c,
title = "Estimation of Stochastic Volatility Models with Heavy Tails and Serial Dependence",
keywords = "Auxiliary mixture sampler, Error distribution, Linear Gaussian state space models, Serial dependence, Stochastic volatility models",
author = "Chan, {Joshua C.C.} and Hsiao, {Cody Y.L.}",
year = "2014",
month = sep,
day = "29",
doi = "10.1002/9781118771051.ch6",
language = "English",
isbn = "9781118771211",
pages = "155--176",
booktitle = "Bayesian Inference in the Social Sciences",
publisher = "Wiley-Blackwell",
address = "United States",
}