@incollection{Mestav20,
author = {Verda Davasligil Atmaca and Burcu Mestav},
title = {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},
publisher = {IntechOpen},
address = {Rijeka},
year = {2020},
editor = {Mehmet Kenan Terzioğlu and Gordana Djurovic},
chapter = {3},
doi = {10.5772/intechopen.93685},
url = {https://doi.org/10.5772/intechopen.93685}
}