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DIDIT BUDI NUGROHO

Universitas Kristen Satya Wacana S2 - Sains Data SINTA ID : 260136
1.628
SINTA Score Overall
464
SINTA Score 3Yr
0
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0
Affil Score 3Yr
Latest number of publications
Modeling Daily Return Volatility Through GJR(1,1) Model and Realized Volatility Measure
WOS.ESCI Edition   Core Collection THAILAND STATISTICIAN
Author Order: 1 of 3     Authors : Nugroho, DB; Wibowo, H; Saragih, A;
JAN 2024 0 cited Scopus Indexed DOI :
Integration of STEAM in Teaching Modern Geometry through Batik Motifs Creation with Algebraic Surfaces
WOS.ESCI Edition   Core Collection INTERNATIONAL JOURNAL FOR TECHNOLOGY IN MATHEMATICS EDUCATION
Author Order: 3 of 4     Authors : Parhusip, HA; Purnomo, HD; Nugroho, DB; Kawuryan, ISS;
2023 0 cited Scopus Indexed DOI : 10.1564/tme_v30.1.3
GARCH-X(1, 1) model allowing a non-linear function of the variance to follow an AR(1) process
WOS.ESCI Edition   Core Collection COMMUNICATIONS FOR STATISTICAL APPLICATIONS AND METHODS
Author Order: 1 of 3     Authors : Nugroho, DB; Wicaksono, BAA; Larwuy, L;
MAR 2023 0 cited Scopus Indexed DOI : 10.29220/CSAM.2023.30.2.163
GARCH Models under Power Transformed Returns: Empirical Evidence from International Stock Indices
WOS.ESCI Edition   Core Collection AUSTRIAN JOURNAL OF STATISTICS
Author Order: 1 of 3     Authors : Nugroho, DB; Mahatma, T; Pratomo, Y;
JUL 2021 1 cited Scopus Indexed DOI : 10.17713/ajs.v50i4.1075
Subsurface detection of opaque and solid material defect based on photoacoustic effect
WOS.SCI Edition   Core Collection JOURNAL OF INSTRUMENTATION
Author Order: 3 of 5     Authors : Setiawan, A; Setiaji, FD; Nugroho, DB; Riyanto, CA; Wibowo, NA;
APR 2020 2 cited Scopus Indexed DOI : 10.1088/1748-0221/15/04/P04010
Incorporating Realized Quarticity into a Realized Stochastic Volatility Model
WOS.ESCI Edition   Core Collection ASIA-PACIFIC FINANCIAL MARKETS
Author Order: 1 of 2     Authors : Nugroho, DB; Morimoto, T;
DEC 2019 1 cited Scopus Indexed DOI : 10.1007/s10690-019-09276-2
Performance of Magnetic Switching at the Recording Temperature in Perpendicularly Magnetized Nanodots
WOS.SCI Edition   Core Collection JOURNAL OF MAGNETICS
Author Order: 2 of 3     Authors : Wibowo, NA; Nugroho, DB; Riyanto, CA;
MAR 2019 2 cited Scopus Indexed DOI : 10.4283/JMAG.2019.24.1.017
Modeling of Stochastic Volatility to Validate IDR Anchor Currency
WOS.ESCI Edition   Core Collection GADJAH MADA INTERNATIONAL JOURNAL OF BUSINESS
Author Order: 1 of 3     Authors : Nugroho, DB; Mahatma, T; Pratomo, Y;
MAY-AUG 2018 3 cited Scopus Indexed DOI : 10.22146/gamaijb.26006
Volatility Modeling for IDR Exchange Rate through APARCH Model with Student-t Distribution
WOS.ISTP Edition 4TH INTERNATIONAL CONFERENCE ON RESEARCH, IMPLEMENTATION, AND EDUCATION OF MATHEMATICS AND SCIENCES (ICRIEMS): RESEARCH AND EDUCATION FOR DEVELOPING SCIENTIFIC ATTITUDE IN SCIENCES AND MATHEMATICS
Author Order: 1 of 2     Authors : Nugroho, DB; Susanto, B;
2017 2 cited Scopus Indexed DOI : 10.1063/1.4995120
Box-Cox realized asymmetric stochastic volatility models with generalized Student's t-error distributions
WOS.SCI; WOS.SSCI Edition   Core Collection JOURNAL OF APPLIED STATISTICS
Author Order: 1 of 2     Authors : Nugroho, DB; Morimoto, T;
AUG 2016 13 cited Scopus Indexed DOI : 10.1080/02664763.2015.1125862
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Summary

Article Quartile
Research Output
  Scopus GScholar WOS
Article 25 91 11
Citation 116 452 30
Cited Document 19 57 8
H-Index 6 11 3
i10-Index 4 13 1
G-Index 1 1 1
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