@article{dynamiccovariancemodelsformultivariate,
  title = {Dynamic Covariance Models for Multivariate Financial Time Series},
  author = {Yue Wu and José Miguel Hernández-Lobato and Zoubin Ghahramani},
  year = {2013},
  eprint = {1305.4268},
  archivePrefix = {arXiv},
  url = {http://arxiv.org/abs/1305.4268v2},
}