@techreport{oai:repository.dl.itc.u-tokyo.ac.jp:00042864,
 author = {Nakajima, Jouchi and Omori, Yasuhiro},
 month = {Apr},
 note = {application/pdf, 本文フィルはリンク先を参照のこと},
 title = {Stochastic Volatility Model with Leverage and Asymmetrically Heavy-Tailed Error Using GH Skew Student's t-Distribution},
 year = {2010}
}