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Didit Budi Nugroho
Didit Budi Nugroho
Lecturer of Mathematics, Satya Wacana Christian University
Verified email at staff.uksw.edu - Homepage
Title
Cited by
Cited by
Year
Persamaan Diferensial Biasa dan Aplikasinya
DB Nugroho
Yogyakarta. ANDI offset, 2011
382011
Empirical performance of GARCH, GARCH-M, GJR-GARCH and log-GARCH models for returns volatility
DB Nugroho, D Kurniawati, LP Panjaitan, Z Kholil, B Susanto, ...
Journal of Physics: Conference Series 1307 (1), 012003, 2019
332019
Box–Cox realized asymmetric stochastic volatility models with generalized Student's t-error distributions
DB Nugroho, T Morimoto
Journal of Applied Statistics 43 (10), 1906-1927, 2016
272016
Realized non-linear stochastic volatility models with asymmetric effects and generalized Student's t-distributions
DB Nugroho, T Morimoto
Journal of The Japan Statistical Society 44 (1), 83-118, 2014
272014
Metode Numerik
DB Nugroho
Universitas Kristen Satya Wacana, 2009
222009
Estimation of realized stochastic volatility models using Hamiltonian Monte Carlo-Based methods
DB Nugroho, T Morimoto
Computational Statistics 30, 491-516, 2015
212015
Comparative analysis of three MCMC methods for estimating GARCH models
DB Nugroho
IOP Conference Series: Materials Science and Engineering 403 (1), 012061, 2018
162018
Penggunaan MS Excel untuk estimasi model GARCH (1, 1)
DB Nugroho, B Susanto, MMM Rosely
Jurnal Matematika Integratif 14 (2), 71-81, 2018
142018
Volatility modeling for IDR exchange rate through APARCH model with student-t distribution
DB Nugroho, B Susanto
AIP Conference Proceedings 1868 (1), 040005, 2017
142017
Catatan Kuliah (2 SKS) MX 324 Pengantar Teori Graf
DB Nugroho
Universitas Kristen Satya Wacana, 2008
142008
Modeling of returns volatility using garch (1, 1) model under tukey transformations
DB Nugroho, B Susanto, KNP Prasetia, R Rorimpandey
Jurnal Akuntansi dan Keuangan 21 (1), 12-20, 2019
132019
Analisis Prediksi IHSG Berdasarkan Kurs Beli IDR-USD Melalui Regresi Copula
NL Arisandi, DB Nugroho, LR Sasongko
d'CARTESIAN: Jurnal Matematika dan Aplikasi 7 (2), 59-67, 2018
102018
Model volatilitas GARCH (1, 1) dengan error Student-t untuk kurs beli EUR dan JPY terhadap IDR
FC Salim, DB Nugroho, B Susanto
Indonesian Journal of Mathematics and Natural Sciences 39 (1), 63-69, 2016
102016
GARCH models under power transformed returns: Empirical evidence from international stock indices
DB Nugroho, T Mahatma, Y Pratomo
Austrian Journal of Statistics 50 (4), 1-18, 2021
92021
Modeling of stochastic volatility to validate IDR anchor currency
DB Nugroho, T Mahatma, Y Pratomo
Gadjah Mada International Journal of Business 20 (2), 165-185, 2018
92018
Applying the non-linear transformation families to the lagged-variance of EGARCH and GJR models
DB Nugroho, T Mahatma, Y Pratomo
IAENG International Journal of Applied Mathematics 51 (4), 1-12, 2021
82021
Kalkulus Integral dan Aplikasinya
DB Nugroho
Graha Ilmu Yogyakarta, 2012
72012
Estimation of exchange rate volatility using APARCH-type models: A case study of Indonesia (2010--2015)
DB Nugroho, B Susanto, SR Pratama
Jurnal Ekonomi dan Studi Pembangunan 9 (1), 65-75, 2017
62017
Volatility Fitting Performance of QGARCH (1, 1) Model with Student-t, GED, and SGED Distributions
DB Nugroho, BA Pamungkas, HA Parhusip
ComTech: Computer, Mathematics and Engineering Applications 11 (2), 97-104, 2020
52020
Public Policy (edisi revisi), Jakarta: Penerbit PT
R Nugroho
Elex Media, 2009
52009
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