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Stochastic volatility in mean models with scale mixtures of..:

Abanto-Valle, C.A. ; Migon, H.S. ; Lachos, V.H.
Journal of Statistical Planning and Inference.  141 (2011)  5 - p. 1875-1887 , 2011
Link: https://doi.org/10.1016/j.jspi.2010.11.039