Griffin, Jim and Steel, Mark F.J. (2008): Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes. Unpublished.
Ley, Eduardo and Steel, Mark F.J. (2008): On the Effect of Prior Assumptions in Bayesian Model Averaging with Applications to Growth Regression. Published in: Journal of Applied Econometrics , Vol. 4, No. 24 (2009): pp. 651-674.
