Estimating the Wishart Affine Stochastic Correlation Model Using the Empirical Characteristic Function
José da Fonseca, Martino Grasselli, Florian Ielpo
Studies In Nonlinear Dynamics And Econometrics, vol. 18, 2014, p. 253-289.

Hedging (Co)variance Risk with Variance Swaps
José da Fonseca, Martino Grasselli, Florian Ielpo
International Journal Of Theoretical And Applied Finance, vol. 14, 2011, p. 899-943.