| Persamaan Diferensial Biasa dan Aplikasinya DB Nugroho Yogyakarta. ANDI offset, 2011 | 41 | 2011 |
| 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 | 34 | 2019 |
| 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 | 27 | 2016 |
| 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 | 27 | 2014 |
| Metode Numerik DB Nugroho Universitas Kristen Satya Wacana, 2009 | 23 | 2009 |
| Estimation of realized stochastic volatility models using Hamiltonian Monte Carlo-Based methods DB Nugroho, T Morimoto Computational Statistics 30, 491-516, 2015 | 21 | 2015 |
| Catatan Kuliah (2 sks), MX 324 Pengantar Te-ori Graf DB Nugroho Salatiga: Universitas Kristen Satya Wacana, 2008 | 17 | 2008 |
| 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 | 16 | 2019 |
| Comparative analysis of three MCMC methods for estimating GARCH models DB Nugroho IOP Conference Series: Materials Science and Engineering 403 (1), 012061, 2018 | 16 | 2018 |
| Penggunaan MS Excel untuk estimasi model GARCH (1, 1) DB Nugroho, B Susanto, MMM Rosely Jurnal Matematika Integratif 14 (2), 71-81, 2018 | 14 | 2018 |
| Volatility modeling for IDR exchange rate through APARCH model with student-t distribution DB Nugroho, B Susanto AIP Conference Proceedings 1868 (1), 040005, 2017 | 14 | 2017 |
| 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 | 10 | 2018 |
| 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 | 10 | 2018 |
| 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 | 10 | 2016 |
| 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 | 9 | 2021 |
| 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 | 8 | 2021 |
| Analisis Kebutuhan Pangan Pokok pada Provinsi-provinsi di Indonesia Menggunakan Indeks Moran Berdasarkan Metode Bootstrap LS Fallo, A Setiawan, DB Nugroho Jurnal Sains Matematika dan Statistika 6 (2), 42-51, 2020 | 7 | 2020 |
| Kalkulus Integral dan Aplikasinya DB Nugroho Graha Ilmu Yogyakarta, 2012 | 7 | 2012 |
| 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 | 6 | 2020 |
| GARCH (1, 1) model with the Yeo–Johnson transformed returns DB Nugroho Journal of Physics: Conference Series 1320 (1), 012013, 2019 | 6 | 2019 |
Bambang SusantoSatya Wacana Christian UniversityEmail yang diverifikasi di staff.uksw.edu
