@techreport{oai:repository.dl.itc.u-tokyo.ac.jp:00042876, author = {Ishihara, Tsunehiro and Omori, Yasuhiro}, month = {May}, note = {application/pdf, Revised version of CIRJE-F-690 (2009) and CIRJE-F-700 (2009), forthcoming in Computational Statistics and Data Analysis., 本文ファイルはリンク先を参照のこと}, title = {Efficient Bayesian Estimation of a Multivariate Stochastic Volatility Model with Cross Leverage and Heavy-Tailed Errors}, year = {2010} }