@article{Jacquier2004,
	title = {Bayesian analysis of stochastic volatility models with fat-tails and correlated errors},
	author = {Eric Jacquier and Nicholas G. Polson and P. E. Peter E. Rossi},
	journal = {Journal of Econometrics},
	month = {Sep},
	number = {1},
	pages = {185--212},
	url = {http://www.sciencedirect.com/science/article/B6VC0-4BBMV4K-4/2/40e2e02a3fdb38bb3fcc6cda641ed32c},
	volume = {122},
	year = {2004},
	biburl = {http://www.bibsonomy.org/bibtex/2bcd866a7a2176e0e3e76760ff0a620a7/smicha},
	description = {Journal of Econometrics},
	keywords = {GARCH }
}