@article{highdimensionalsparsemultivariate,
  title = {High-Dimensional Sparse Multivariate Stochastic Volatility Models},
  author = {Benjamin Poignard and Manabu Asai},
  year = {2022},
  eprint = {2201.08584},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2201.08584v2},
}