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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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