@inbook {109856,
	title = {Time varying covariances: a factor stochastic volatility approach},
	booktitle = {Bayesian Statistics 6, Proceedings of the Sixth Valencia International Meeting},
	year = {1999},
	pages = {547-570},
	publisher = {Oxford University Press},
	organization = {Oxford University Press},
	edition = {(edited by J.M. Bernardo, J.O. Berger, A.P. Dawid and A.F.M Smith)},
	address = {Oxford},
	author = {Pitt, Michael K. and Neil Shephard}
}
