To cite stochvol/factorstochvol in publications use:

Hosszejni D, Kastner G (2021). “Modeling Univariate and Multivariate Stochastic Volatility in R with stochvol and factorstochvol.”

Journal of Statistical Software,100(12), 1–34. doi:10.18637/jss.v100.i12.

To refer to the sampling methodology used by the sampler without asymmetry (leverage) please cite:

Kastner G, Frühwirth-Schnatter S (2014). “Ancillarity-Sufficiency Interweaving Strategy (ASIS) for Boosting MCMC Estimation of Stochastic Volatility Models.”

Computational Statistics \& Data Analysis,76, 408–423. doi:10.1016/j.csda.2013.01.002.

To refer to the sampling methodology used by the sampler that allows for asymmetry (leverage) please cite:

Hosszejni D, Kastner G (2019). “Approaches Toward the Bayesian Estimation of the Stochastic Volatility Model with Leverage.” In Argiento R, Durante D, Wade S (eds.),

Bayesian Statistics and New Generations. BAYSM 2018, volume 296 series Springer Proceedings in Mathematics \& Statistics, 75–83. doi:10.1007/978-3-030-30611-3_8.

Corresponding BibTeX entries:

@Article{, title = {Modeling Univariate and Multivariate Stochastic Volatility in {R} with {stochvol} and {factorstochvol}}, author = {Darjus Hosszejni and Gregor Kastner}, journal = {Journal of Statistical Software}, year = {2021}, volume = {100}, number = {12}, pages = {1--34}, doi = {10.18637/jss.v100.i12}, }

@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}, doi = {10.1016/j.csda.2013.01.002}, }

@InProceedings{, title = {Approaches Toward the Bayesian Estimation of the Stochastic Volatility Model with Leverage}, author = {Darjus Hosszejni and Gregor Kastner}, booktitle = {Bayesian Statistics and New Generations. BAYSM 2018}, year = {2019}, series = {Springer Proceedings in Mathematics \& Statistics}, volume = {296}, pages = {75--83}, editor = {Raffaele Argiento and Daniele Durante and Sara Wade}, doi = {10.1007/978-3-030-30611-3_8}, publisher = {Springer}, address = {Cham}, }