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Unobserved component models with asymmetric conditional variances.

, and . Comput. Stat. Data Anal., 50 (9): 2146-2166 (2006)

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Unobserved component models with asymmetric conditional variances., and . Comput. Stat. Data Anal., 50 (9): 2146-2166 (2006)Estimation methods for stochastic volatility models: a survey, and . Journal of Economic Surveys, 18 (5): 613--649 (336 12 2004)doi: 10.1111/j.1467-6419.2004.00232.x.