@article{multivariatestochasticvolatilitymodelwit,
  title = {Multivariate Stochastic Volatility Model with Realized Volatilities and Pairwise Realized Correlations},
  year = {2019},
  eprint = {1809.09928},
  archivePrefix = {arXiv},
  url = {http://arxiv.org/abs/1809.09928v2},
}