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Econometrics2025, 13(3), 33;https://doi.org/10.3390/econometrics13030033

Journal: EconometricsVolume: 13Number: 33

Article: Modelling and Forecasting Financial Volatility with Realized GARCH Model: A Comparative Study of Skew-t Distributions Using GRG and MCMC Methods

Authors:
Didit Budi Nugroho^1,2,*,
Adi Setiawan¹ and
Takayuki Morimoto³

Link: https://www.mdpi.com/2225-1146/13/3/33

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