Griffin, Jim and Steel, Mark F.J. (2008): Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes. Unpublished.
Kalogeropoulos, Konstantinos; Dellaportas, Petros and Roberts, Gareth O. (2007): Likelihood-based inference for correlated diffusions. Unpublished.
Kalogeropoulos, Konstantinos; Roberts, Gareth O. and Dellaportas, Petros (2007): Inference for stochastic volatility model using time change transformations. Unpublished.
Ley, Eduardo and Steel, Mark F. J. (2011): Mixtures of g-priors for Bayesian model averaging with economic applications. Unpublished.
Ley, Eduardo and Steel, Mark F. J. (2011): Mixtures of g-priors for Bayesian model averaging with economic applications. Forthcoming in: Journal of Econometrics
