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Journal: Econometrics, 2025
Volume: 13
Number: 33

Article: Modelling and Forecasting Financial Volatility with Realized GARCH Model: A Comparative Study of Skew-t Distributions Using GRG and MCMC Methods
Authors: by Didit Budi Nugroho, Adi Setiawan and Takayuki Morimoto
Link: https://www.mdpi.com/2225-1146/13/3/33

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