TY  - CHAP
AU  - Verda Davasligil Atmaca
AU  - Burcu Mestav
ED  - Mehmet Kenan Terzioğlu
ED  - Gordana Djurovic
Y1  - 2020-10-29
PY  - 2020
T1  - Bayesian Analysis of Additive Factor Volatility Models with Heavy-Tailed Distributions with Specific Reference to S&P 500 and SSEC Indices
N2  - The importance of experimental economics and econometric methods increases with each passing day as data quality and software performance develops. New econometric models are developed by diverging from earlier cliché econometric models with the emergence of specialized fields of study. This book, which is expected to be an extensive and useful reference by bringing together some of the latest developments in the field of econometrics, also contains quantitative examples and problem sets. We thank all the authors who contributed to this book with their studies that provide extensive and accessible explanations of the existing econometric methods.
BT  - Linear and Non-Linear Financial Econometrics
SP  - Ch. 3
UR  - https://doi.org/10.5772/intechopen.93685
DO  - 10.5772/intechopen.93685
SN  - 978-1-83962-487-2
PB  - IntechOpen
CY  - Rijeka
Y2  - 2024-04-25
ER  -