@techreport{oai:repository.dl.itc.u-tokyo.ac.jp:00042181,
 author = {Ishihara, Tsunehiro and Omori, Yasuhiro and Asai, Manabu},
 month = {Aug},
 note = {application/pdf, 本文フィルはリンク先を参照のこと},
 title = {Matrix Exponential Stochastic Volatility with Cross Leverage},
 year = {2011}
}