## citHeader("The stochvol software itself is documented in two JSS articles; the sampling methodology is detailed in two papers.")

## R >= 2.8.0 passes package metadata to citation().
if(!exists("meta") || is.null(meta)) meta <- packageDescription("stochvol")
year <- sub("-.*", "", meta$Packaged)
note <- sprintf("R package version %s", meta$Version)

gregor <- person(given = "Gregor",
                 family = "Kastner",
                 email = "gregor.kastner@aau.at")
sylvia <- person(given = "Sylvia",
                 family = "Fr\\\"{u}hwirth-Schnatter",
                 email = "sylvia.fruehwirth-schnatter@wu.ac.at")
darjus <- person(given = "Darjus",
                 family = "Hosszejni",
                 email = "darjus.hosszejni@wu.ac.at")

bibentry(bibtype = "article",
  header       = "To cite stochvol in publications use:",
  title        = "Modeling Univariate and Multivariate Stochastic Volatility in {R} with {stochvol} and {factorstochvol}",
  author       = c(darjus, gregor),
  journal      = "Journal of Statistical Software",
  year         = "2021",
  volume       = "100",
  number       = "12",
  pages        = "1--34",
  doi          = "10.18637/jss.v100.i12",
)

bibentry(bibtype = "article",
  header       = "The original version of stochvol is documented here:",
  title        = "Dealing with Stochastic Volatility in Time Series Using the {R} Package {stochvol}",
  author       = gregor,
  journal      = "Journal of Statistical Software",
  year         = "2016",
  volume       = "69",
  number       = "5",
  pages        = "1--30",
  doi          = "10.18637/jss.v069.i05"
)

bibentry(bibtype = "article",
  header = "To refer to the sampling methodology used by the sampler without asymmetry (leverage) please cite:",
  title = "Ancillarity-Sufficiency Interweaving Strategy ({ASIS}) for Boosting {MCMC} Estimation of Stochastic Volatility Models",
  author = c(gregor, sylvia),
  journal = "Computational Statistics \\& Data Analysis",
  year = "2014",
  volume = "76", 
  pages = "408--423",
  doi = "10.1016/j.csda.2013.01.002"
)

bibentry(bibtype = "inproceedings",
  header = "To refer to the sampling methodology used by the sampler that allows for asymmetry (leverage) please cite:",
  title = "Approaches Toward the Bayesian Estimation of the Stochastic Volatility Model with Leverage",
  author = c(darjus, gregor),
  booktitle = "Bayesian Statistics and New Generations. BAYSM 2018",
  year = "2019",
  series = "Springer Proceedings in Mathematics \\& Statistics",
  volume = "296",
  pages = "75--83",
  editor = c(person(given = "Raffaele",
                    family = "Argiento"),
             person(given = "Daniele",
                    family = "Durante"),
             person(given = "Sara",
                    family = "Wade")),
  doi = "10.1007/978-3-030-30611-3_8",
  publisher = "Springer",
  address = "Cham"
)

