@article{Jacquier2007,
	title = {MCMC maximum likelihood for latent state models},
	author = {Eric Jacquier and Michael Johannes and Nicholas Polson},
	journal = {Journal of Econometrics},
	month = {Apr},
	number = {2},
	pages = {615--640},
	url = {http://www.sciencedirect.com/science/article/B6VC0-4K421M8-1/2/395eab093047d53a9d50b998e0ab1dc5},
	volume = {137},
	year = {2007},
	biburl = {http://www.bibsonomy.org/bibtex/26c439523a50225118276d0d83d2c42ea/smicha},
	description = {Journal of Econometrics},
	keywords = {Financial econometrics }
}