To cite package stochvol in publications use:

Gregor Kastner (2014). stochvol: Efficient Bayesian inference for stochastic volatility (SV) models. R package version 0.8-1. URL:
Gregor Kastner, Sylvia Fr├╝hwirth-Schnatter (forthcoming). Ancillarity-sufficiency interweaving strategy (ASIS) for boosting MCMC estimation of stochastic volatility models. Computational Statistics & Data Analysis. URL:

Corresponding BibTeX entries:

    title = {{stochvol}: Efficient Bayesian Inference for Stochastic
      Volatility (SV) Models},
    author = {Gregor Kastner},
    year = {2014},
    note = {R package version 0.8-1},
    url = {},
    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 Analyis},
    year = {forthcoming},
    url = {},