Bayesian Analysis of Additive Factor Volatility Models with Heavy-Tailed Distributions with Specific Reference to S&P 500 and SSEC Indices


DAVASLIGİL ATMACA V. , MESTAV B.

in: Linear and Non-Linear Financial Econometrics-Theory and Practice, Terzioğlu Mehmet, Djurovic Gordana, Editor, IntechOpen, pp.132-174, 2021

  • Publication Type: Book Chapter / Chapter Vocational Book
  • Publication Date: 2021
  • Publisher: IntechOpen
  • Page Numbers: pp.132-174
  • Editors: Terzioğlu Mehmet, Djurovic Gordana, Editor