@article{sequentialestimationofmultivariatefactor,
  title = {Sequential Estimation of Multivariate Factor Stochastic Volatility Models},
  author = {Giorgio Calzolari and Roxana Halbleib and Christian Mücher},
  year = {2023},
  eprint = {2302.07052},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2302.07052v1},
}