Showing 1 - 7 results of 7 for search 'Didit Budi Nugroho', query time: 1.73s Refine Results
  1. 1
    SKEW NORMAL AND SKEW STUDENT-T DISTRIBUTIONS ON GARCH(1,1) MODEL

    SKEW NORMAL AND SKEW STUDENT-T DISTRIBUTIONS ON GARCH(1,1) MODEL by Didit Budi Nugroho, Agus Priyono, Bambang Susanto

    Published 2021-06-01
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  2. 2
    Modeling of Stochastic Volatility to Validate IDR Anchor Currency

    Modeling of Stochastic Volatility to Validate IDR Anchor Currency by Didit Budi Nugroho, Tundjung Mahatma, Yulius Pratomo

    Published 2018-08-01
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  3. 3
    Penggunaan MS Excel untuk Estimasi Model GARCH(1,1)

    Penggunaan MS Excel untuk Estimasi Model GARCH(1,1) by Didit Budi Nugroho, Bambang Susanto, Mince M. M. Rosely

    Published 2019-01-01
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  4. 4
    Volatility Fitting Performance of QGARCH(1,1) Model with Student-t, GED, and SGED Distributions

    Volatility Fitting Performance of QGARCH(1,1) Model with Student-t, GED, and SGED Distributions by Didit Budi Nugroho, Bintoro Ady Pamungkas, Hanna Arini Parhusip

    Published 2020-12-01
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  5. 5
    Modeling of Returns Volatility using GARCH(1,1) Model under Tukey Transformations

    Modeling of Returns Volatility using GARCH(1,1) Model under Tukey Transformations by Didit Budi Nugroho, Bambang Susanto, Kezia Natalia Putri Prasetia, Rebecca Rorimpandey

    Published 2019-05-01
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  6. 6
    Campus Entrepreneurship Service with Batik and Mathematical Ornaments

    Campus Entrepreneurship Service with Batik and Mathematical Ornaments by Hanna Arini Parhusip, Hindriyanto Dwi Purnomo, Didit Budi Nugroho, Istiarsih Saputri Sri Kawuryan

    Published 2023-07-01
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  7. 7
    GRG Non-Linear and ARWM Methods for Estimating the GARCH-M, GJR, and log-GARCH Models

    GRG Non-Linear and ARWM Methods for Estimating the GARCH-M, GJR, and log-GARCH Models by Didit Budi Nugroho, Lam Peter Panjaitan, Dini Kurniawati, Zaini Kholil, Bambang Susanto, Leopoldus Ricky Sasongko

    Published 2022-04-01
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