@article{DanielovaZaharievaTW2020BayesianSemiparametric,
  author = {Martina Danielova-Zaharieva and Mark Trede and Bernd Wilfling},
  title = {Bayesian semiparametric multivariate stochastic volatility with application},
  journal = {Econometric Reviews},
  year = {2020},
  volume = {39},
  number = {9},
  pages = {947--970},
  doi = {10.1080/07474938.2020.1761152},
  url = {https://doi.org/10.1080/07474938.2020.1761152},
  note = {Publication status: Published}
}

@techreport{DanielovaTW2017BayesianSemiparameric,
  author = {Zaharieva Martina Danielova and Mark Trede and Bernd Wilfling},
  title = {Bayesian semiparameric multivariate stochastic volatility with an application to international volatility co-movements},
  institution = {Center for Quantitative Economics (CQE), University of Muenster},
  series = {CQE-Working-Papers},
  number = {62/2017},
  volume = {62/2017},
  year = {2017},
  address = {University of Muenster},
  note = {Publication status: Published}
}