Stochastic volatility with leverage: Fast and efficient likelihood inference

@article{Omori2007StochasticVW,
  title={Stochastic volatility with leverage: Fast and efficient likelihood inference},
  author={Yashuhiro Omori and Siddhartha Chib and Neil Shephard and Jouchi Nakajima},
  journal={Journal of Econometrics},
  year={2007},
  volume={140},
  pages={425-449}
}
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