Bayesian analysis of a novel sophisticated stochastic volatility model: A comprehensive empirical application to stock and crude oil markets price returns


Büberkökü Ö.

AIMS MATHEMATICS, vol.2, no.4, pp.1-43, 2026 (SCI-Expanded, Scopus)

  • Publication Type: Article / Article
  • Volume: 2 Issue: 4
  • Publication Date: 2026
  • Journal Name: AIMS MATHEMATICS
  • Journal Indexes: Scopus, Science Citation Index Expanded (SCI-EXPANDED), Directory of Open Access Journals
  • Page Numbers: pp.1-43
  • Van Yüzüncü Yıl University Affiliated: Yes