## citHeader("To cite package stochvol in publications use:")

## 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)

bibentry(bibtype = "article",
  header       = "To cite stochvol in publications use:",
  title        = "Dealing with Stochastic Volatility in Time Series Using the {R} Package {stochvol}",
  author       = person(given = "Gregor",
                        family = "Kastner",
                        email = "gregor.kastner@wu.ac.at"),
  journal      = "Journal of Statistical Software",
  year         = "2016",
  volume       = "69",
  number       = "5",
  pages        = "1--30",
  doi          = "10.18637/jss.v069.i05",
  textVersion  =
  paste("Kastner, Gregor (2016).",
        "Dealing with Stochastic Volatility in Time Series Using the R Package stochvol.",
        "Journal of Statistical Software, 69(5), 1-30.",
        "https://doi.org/10.18637/jss.v069.i05")
)

bibentry(bibtype = "article",
  header       = "When using the sampler that allows for asymmetry (leverage) and/or heavy tails please also cite:",
  title        = "Modeling Univariate and Multivariate Stochastic Volatility in {R} with {stochvol} and {factorstochvol}",
  author       = personList(
                   person(given = "Darjus",
                          family = "Hosszejni",
                          email = "darjus.hosszejni@wu.ac.at"),
                   person(given = "Gregor",
                          family = "Kastner",
                          email = "gregor.kastner@wu.ac.at")),
  journal      = "R package vignette",
  year         = "2020",
  #url          = "https://CRAN.R-project.org/package=stochvol/vignettes/article2.pdf",
  textVersion  =
  paste("Hosszejni, Darjus and Kastner, Gregor (2020).",
        "Modeling Univariate and Multivariate Stochastic Volatility in R with stochvol and factorstochvol.",
        "R package vignette.",
        "URL: https://CRAN.R-project.org/package=stochvol/vignettes/article2.pdf")
)

citEntry(header = "To refer to the sampling methodology used by the sampler without asymmetry (leverage) please cite:",
         entry = "article",
         title = "Ancillarity-Sufficiency Interweaving Strategy ({ASIS}) for Boosting {MCMC} Estimation of Stochastic Volatility Models",
         author = personList(as.person("Gregor Kastner"),
                             as.person("Sylvia Fr\\\"{u}hwirth-Schnatter")),
         journal = "Computational Statistics \\& Data Analysis",
         year = "2014",
         volume = "76", 
         pages = "408--423",
         doi = "10.1016/j.csda.2013.01.002",
         textVersion = "Kastner, Gregor and Frühwirth-Schnatter, Sylvia (2014). Ancillarity-sufficiency interweaving strategy (ASIS) for boosting MCMC estimation of stochastic volatility models. Computational Statistics & Data Analysis 76, 408-423. https://doi.org/10.1016/j.csda.2013.01.002"
)

citEntry(header = "To refer to the sampling methodology used by the sampler that allows for asymmetry (leverage) please cite:",
         entry = "inproceedings",
         title = "Approaches Toward the Bayesian Estimation of the Stochastic Volatility Model with Leverage",
         author = personList(
                   person(given = "Darjus",
                          family = "Hosszejni",
                          email = "darjus.hosszejni@wu.ac.at"),
                   person(given = "Gregor",
                          family = "Kastner",
                          email = "gregor.kastner@wu.ac.at")),
         booktitle = "Bayesian Statistics and New Generations. BAYSM 2018",
         year = "2019",
         series = "Springer Proceedings in Mathematics \\& Statistics",
         volume = "296",
         pages = "75--83",
         editor = personList(as.person("Raffaele Argiento"),
                             as.person("Daniele Durante"),
                             as.person("Sara Wade")),
         doi = "10.1007/978-3-030-30611-3_8",
         publisher = "Springer",
         address = "Cham",
         textVersion = "Hosszejni, Darjus and Kastner, Gregor (2019). Approaches Toward the Bayesian Estimation of the Stochastic Volatility Model with Leverage. In: Argiento R., Durante D., Wade S. (eds). Bayesian Statistics and New Generations. BAYSM 2018. Springer Proceedings in Mathematics & Statistics, vol 296. Springer, Cham. https://doi.org/10.1007/978-3-030-30611-3_8"
)

#citEntry(header = "If you want to specifically refer to the conditional Student's t sampler, use:",
#         entry = "techreport",
#         title = "Heavy-Tailed Innovations in the {R} Package stochvol",
#         author = personList(as.person("Gregor Kastner")),
#         type = "R Package Vignette",
#         institution = "CRAN",
#         year = "2015",
#         url = "https://CRAN.R-project.org/package=stochvol/vignettes/heavytails.pdf",
#         textVersion = "Kastner, Gregor (2015). Heavy-Tailed Innovations in the R Package stochvol. R Package Vignette. URL: https://CRAN.R-project.org/package=stochvol/vignettes/heavytails.pdf"
#)
