@techreport{oai:repository.dl.itc.u-tokyo.ac.jp:00042788,
 author = {Omori, Yasuhiro and Siddhartha, Chib and Neil, Shephard and Nakajima, Jouchi},
 month = {Aug},
 note = {application/pdf, Revised in April 2006, Journal of Econometrics. 掲載予定., 本文フィルはリンク先を参照のこと},
 title = {Stochastic volatility with leverage : fast and efficient likelihood inference},
 year = {2004}
}