DAVASLIGİL ATMACA, V. And MESTAV, B. Bayesian Analysis of Additive Factor Volatility Models with Heavy-Tailed Distributions with Specific Reference to S&P 500 and SSEC Indices. 2021. In Linear and Non-Linear Financial Econometrics-Theory and Practice , IntechOpen, 132-174.

DAVASLIGİL ATMACA, V., & MESTAV, B., (2021). Bayesian Analysis of Additive Factor Volatility Models with Heavy-Tailed Distributions with Specific Reference to S&P 500 and SSEC Indices. Linear and Non-Linear Financial Econometrics-Theory and Practice (pp.132-174), IntechOpen.

DAVASLIGİL ATMACA, VERDA, And BURCU MESTAV. "Bayesian Analysis of Additive Factor Volatility Models with Heavy-Tailed Distributions with Specific Reference to S&P 500 and SSEC Indices." In Linear and Non-Linear Financial Econometrics-Theory and Practice , 132-174. IntechOpen, 2021

DAVASLIGİL ATMACA, VERDA D. And MESTAV, BURCU. "Bayesian Analysis of Additive Factor Volatility Models with Heavy-Tailed Distributions with Specific Reference to S&P 500 and SSEC Indices." Linear and Non-Linear Financial Econometrics-Theory and Practice , IntechOpen, 2021, pp.132-174.

DAVASLIGİL ATMACA, V. And MESTAV, B. (2021) "Bayesian Analysis of Additive Factor Volatility Models with Heavy-Tailed Distributions with Specific Reference to S&P 500 and SSEC Indices", Linear and Non-Linear Financial Econometrics-Theory and Practice . IntechOpen.

@bookchapter{bookchapter, author ={VERDA DAVASLIGİL ATMACA And author ={BURCU MESTAV}, chaptertitle={Bayesian Analysis of Additive Factor Volatility Models with Heavy-Tailed Distributions with Specific Reference to S&P 500 and SSEC Indices}, booktitle={ Linear and Non-Linear Financial Econometrics-Theory and Practice}, publisher={IntechOpen}, city={},year={2021} }