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Didit Budi Nugroho

Observed names: Budi Nugroho Didit, Budi Nugroho, Didit, D B Nugroho, D. B. Nugroho, D.B. Nugroho, Didit B Nugroho, Didit B. Nugroho, Didit Budi Nugroho ディディト ブディ ヌグロホ, Didit Nugroho, Didit, Budi Nugroho ディディト ブディ ヌグロホ, Nugroho, Didit Budi, Nugroho, Didit Budi; Universitas Kristen Satya Wacana
ORCID: 0000-0002-3693-0950
Observed ORCID: 0000-0002-3693-0950
OpenAlex ID: A5044297925
Empirical performance of GARCH, GARCH-M, GJR-GARCH and log-GARCH models for returns volatility
2019 · D B Nugroho, D Kurniawati, et al. · Journal of Physics Conference Series · 37
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Box–Cox realized asymmetric stochastic volatility models with generalized Student'st-error distributions
2015 · Didit B. Nugroho, Takayuki Morimoto · Journal of Applied Statistics · 23
Estimation of realized stochastic volatility models using Hamiltonian Monte Carlo-Based methods
2014 · Didit B. Nugroho, Takayuki Morimoto · Computational Statistics · 17
Realized Non-linear Stochastic Volatility Models with Asymmetric Effects and Generalized Student's t-Distributions
2014 · Didit Budi Nugroho, Takayuki Morimoto · JOURNAL OF THE JAPAN STATISTICAL SOCIETY · 16
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Comparative analysis of three MCMC methods for estimating GARCH models
2018 · D B Nugroho · IOP Conference Series Materials Science and Engineering · 15
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GARCH-X(1; 1) model allowing a non-linear function of the variance to follow an AR(1) process
2023 · Didit B Nugroho, Bernadus AA Wicaksono, et al. · Communications for Statistical Applications and Methods · 11
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Volatility modeling for IDR exchange rate through APARCH model with student-t distribution
2017 · Didit Budi Nugroho, Bambang Susanto · AIP conference proceedings · 11
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Modeling of Returns Volatility using GARCH(1,1) Model under Tukey Transformations
2019 · Didit Budi Nugroho, Bambang Susanto, et al. · Jurnal Akuntansi dan Keuangan · 9
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Penggunaan MS Excel untuk Estimasi Model GARCH(1,1)
2019 · Didit Budi Nugroho, Bambang Susanto, et al. · Jurnal Matematika Integratif · 8
Estimation of Exchange Rate Volatility using APARCH-type Models: A Case Study of Indonesia (2010–2015)
2017 · Didit B Nugroho, Bambang Susanto, et al. · Jurnal Ekonomi dan Studi Pembangunan · 8
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Modeling of Stochastic Volatility to Validate IDR Anchor Currency
2018 · Didit Budi Nugroho, Tundjung Mahatma, et al. · Gadjah Mada International Journal of Business · 7
The GARCH-X(1,1) Model with Exponentially Transformed Exogenous Variables
2023 · Didit Nugroho, Obed Dimitrio, et al. · JST (Jurnal Sains dan Teknologi) · 6
GARCH Models under Power Transformed Returns: Empirical Evidence from International Stock Indices
2021 · Didit Budi Nugroho, Tundjung Mahatma, et al. · Austrian Journal of Statistics · 6
Skew Normal and Skew Student-t Distributions on Garch(1,1) Model
2021 · Didit Budi Nugroho, Agus Priyono, et al. · MEDIA STATISTIKA · 6
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Model Volatilitas Garch(1,1) Dengan Error Student-t Untuk Kurs Beli Eur Dan Jpy Terhadap Idr
2016 · F. C. Salim, D. B. Nugroho, et al. · DOAJ (DOAJ: Directory of Open Access Journals) · 6
Modelling and Forecasting Financial Volatility with Realized GARCH Model: A Comparative Study of Skew-t Distributions Using GRG and MCMC Methods
2025 · Didit Budi Nugroho, Adi Setiawan, et al. · Econometrics · 5
Integration of STEAM in Teaching Modern Geometry through Batik Motifs Creation with Algebraic Surfaces
2023 · Hanna A. Parhusip, Hindriyanto D. Purnomo, et al. · International Journal for Technology in Mathematics Education · 4
GRG Non-Linear and ARWM Methods for Estimating the GARCH-M, GJR, and log-GARCH Models
2022 · Didit Budi Nugroho, Lam Peter Panjaitan, et al. · JTAM (Jurnal Teori dan Aplikasi Matematika) · 4
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Subsurface detection of opaque and solid material defect based on photoacoustic effect
2020 · A. Setiawan, F.D. Setiaji, et al. · Journal of Instrumentation · 4
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Analisis Prediksi IHSG Berdasarkan Kurs Beli IDR-USD Melalui Regresi Copula
2018 · Nia Lestari Arisandi, Didit Budi Nugroho, et al. · d CARTESIAN · 4
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Comparative Analysis of LSTM and Bi-LSTM for Classifying Indonesian New Translation Bible Texts Using Word2Vec Embedding
2025 · Marthen Sattu Sambo, Suryasatriya Trihandaru, et al. · CommIT (Communication and Information Technology) Journal · 3
Learning geometry through surface creation from the hypocycloid curves expansion with derivative operators for ornaments
2021 · Hanna Arini Parhusip, Hindriyanto Dwi Purnomo, et al. · Desimal Jurnal Matematika · 3
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Volatility Fitting Performance of QGARCH(1,1) Model with Student-t, GED, and SGED Distributions
2020 · Didit Budi Nugroho, Bintoro Ady Pamungkas, et al. · ComTech Computer Mathematics and Engineering Applications · 3
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Analisis Kebutuhan Pangan Pokok pada Provinsi-provinsi di Indonesia Menggunakan Indeks Moran Berdasarkan Metode Bootstrap
2020 · Lydia Soepriyani Fallo, Adi Setiawan, et al. · Jurnal Sains Matematika dan Statistika · 3
GARCH(1,1) model with the Yeo–Johnson transformed returns
2019 · D B Nugroho · Journal of Physics Conference Series · 3
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Works count: 70
Citation count: 250
H-index: 8
I10-index: 7
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