HOSSZEJNI, D.; KASTNER, G. Modeling Univariate and Multivariate Stochastic Volatility in R with stochvol and factorstochvol. Journal of Statistical Software, [S. l.], v. 100, n. 12, p. 1–34, 2021. DOI: 10.18637/jss.v100.i12. Disponível em: https://www.jstatsoft.org/index.php/jss/article/view/v100i12. Acesso em: 23 jan. 2022.