Khreshna Syuhada
Khreshna Syuhada
Professor in Statistics, Institut Teknologi Bandung
Email yang diverifikasi di itb.ac.id
Dikutip oleh
Dikutip oleh
Super (a, d)-H-antimagic total labelings for shackles of a connected graph H.
N Inayah, R Simanjuntak, ANM Salman, KIA Syuhada
Australas. J Comb. 57, 127-138, 2013
Comparing gold’s and Bitcoin’s safe-haven roles against energy commodities during the COVID-19 outbreak: A vine copula approach
K Syuhada, D Suprijanto, A Hakim
Finance Research Letters 46, 102471, 2022
Covid-19 risk data during lockdown-like policy in Indonesia
K Syuhada, A Wibisono, A Hakim, F Addini
Data in Brief 35, 106801, 2021
Improved Prediction Limits For AR(p) and ARCH(p) Processes
P Kabaila, K Syuhada
Journal of Time Series Analysis 29 (2), 213-223, 2008
The expected-based value-at-risk and expected shortfall using quantile and expectile with application to electricity market data
K Syuhada, A Hakim, R Nur’aini
Communications in Statistics-Simulation and Computation 52 (7), 3104-3121, 2023
The asymptotic efficiency of improved prediction intervals
P Kabaila, K Syuhada
Statistics & probability letters 80 (17-18), 1348-1353, 2010
Modeling risk dependence and portfolio VaR forecast through vine copula for cryptocurrencies
K Syuhada, A Hakim
PLoS One 15 (12), e0242102, 2020
Is Tether a safe haven of safe haven amid COVID-19? An assessment against Bitcoin and oil using improved measures of risk
K Syuhada, A Hakim, D Suprijanto, I Muchtadi-Alamsyah, L Arbi
Resources Policy 79, 103111, 2022
The improved Value-at-Risk for heteroscedastic processes and their coverage probability
K Syuhada
Journal of Probability and Statistics 2020, 1-5, 2020
Dependent conditional value-at-risk for aggregate risk models
BP Josaphat, K Syuhada
Heliyon 7 (7), 2021
Value-at-risk and expected shortfall relationship
AA Rohmawati, K Syuhada
International Journal of Applied Mathematics and Statistics 53 (5), 211-215, 2015
The relative efficiency of prediction intervals
P Kabaila, K Syuhada
Communications in Statistics—Theory and Methods 36 (15), 2673-2686, 2007
Estimating copula-based extension of tail value-at-risk and its application in insurance claim
K Syuhada, O Neswan, BP Josaphat
Risks 10 (6), 113, 2022
Quantile-based estimative VaR forecast and dependence measure: A simulation approach
K Syuhada, R Nur’aini, Mahfudhotin
Journal of applied mathematics 2020, 1-14, 2020
Dependent metaverse risk forecasts with heteroskedastic models and ensemble learning
K Syuhada, V Tjahjono, A Hakim
Risks 11 (2), 32, 2023
Modifying (M) CoVaR and constructing tail risk networks through analytic higher-order moments: Evidence from the global forex markets
A Hakim, ANM Salman, Y Ashari, K Syuhada
Plos one 17 (11), e0277756, 2022
Bounds of Adj-TVaR Prediction for Aggregate Risk
K Syuhada
InPrime: Indonesian Journal of Pure and Applied Mathematics 1 (1), 1-7, 2019
Bivariate control chart with copula
T Lestari, K Syuhada, U Mukhaiyar
AIP Conference Proceedings 1692 (1), 2015
Assessing systemic risk and connectedness among dirty and clean energy markets from the quantile and expectile perspectives
K Syuhada, A Hakim, D Suprijanto
Energy Economics 129, 107261, 2024
Formulating MCoVaR to Quantify Joint Transmissions of Systemic Risk across Crypto and Non-Crypto Markets: A Multivariate Copula Approach
A Hakim, K Syuhada
Risks 11 (2), 35, 2023
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