Multivariate Stochastic Volatility Model with Cross Leverage. - Tsunehiro Ishihara; Yasuhiro Omori (COMPSTAT, 2010)

Efficient Bayesian estimation of a multivariate stochastic volatility model with cross leverage and heavy-tailed errors. - Tsunehiro Ishihara; Yasuhiro Omori (Comput. Stat. Data Anal., 2012)

Matrix exponential stochastic volatility with cross leverage. - Tsunehiro Ishihara; Yasuhiro Omori; Manabu Asai (Comput. Stat. Data Anal., 2016)