@inproceedings{ICML-c3-2013-WuHG,
	author        = "Yue Wu and José Miguel Hernández-Lobato and Zoubin Ghahramani",
	booktitle     = "{Proceedings of the 30th International Conference on Machine Learning, Cycle 3}",
	ee            = "http://jmlr.org/proceedings/papers/v28/wu13.html",
	pages         = "558--566",
	publisher     = "{JMLR.org}",
	series        = "{JMLR Proceedings}",
	title         = "{Dynamic Covariance Models for Multivariate Financial Time Series}",
	volume        = 28,
	year          = 2013,
}