%0 Book Section %B Bayesian Statistics 6, Proceedings of the Sixth Valencia International Meeting %D 1999 %T Time varying covariances: a factor stochastic volatility approach %A Pitt, Michael K. %A Neil Shephard %B Bayesian Statistics 6, Proceedings of the Sixth Valencia International Meeting %7 (edited by J.M. Bernardo, J.O. Berger, A.P. Dawid and A.F.M Smith) %I Oxford University Press %C Oxford %P 547-570 %G eng