To cite package stochvol in publications use:

Gregor Kastner (2014). stochvol: Efficient Bayesian inference for stochastic volatility (SV) models. R package version 0.8-4. URL: http://cran.r-project.org/package=stochvol

Gregor Kastner, Sylvia Fr├╝hwirth-Schnatter (2014). Ancillarity-sufficiency interweaving strategy (ASIS) for boosting MCMC estimation of stochastic volatility models. Computational Statistics & Data Analysis 76:408-423. URL: http://dx.doi.org/10.1016/j.csda.2013.01.002

Corresponding BibTeX entries:

  @Manual{,
    title = {{stochvol}: Efficient Bayesian Inference for Stochastic
      Volatility (SV) Models},
    author = {Gregor Kastner},
    year = {2014},
    note = {R package version 0.8-4},
    url = {http://cran.r-project.org/package=stochvol},
  }
  @Article{,
    title = {Ancillarity-Sufficiency Interweaving Strategy ({ASIS}) for
      Boosting {MCMC} Estimation of Stochastic Volatility Models},
    author = {Gregor Kastner and Sylvia Fr\"{u}hwirth-Schnatter},
    journal = {Computational Statistics \& Data Analysis},
    year = {2014},
    volume = {76},
    pages = {408--423},
    url = {http://dx.doi.org/10.1016/j.csda.2013.01.002},
  }