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ABDUL HOYYI

Universitas Diponegoro S1 - Statistika SINTA ID : 6002409
1.458
SINTA Score Overall
143
SINTA Score 3Yr
911.609.000
Affil Score
95.000.100
Affil Score 3Yr
Latest number of publications
  Scopus Analysis  

Determination of equity expectations of bond valuation at maturity on the valuation of 2-period coupon bonds using the variance gamma model
Q4 as Conference Proceedin Aip Conference Proceedings
Author Order : 1 of 3     Creator : Hoyyi A.
2026 0 cited
Construction of the government fixed-rate bond yield curve using the cubic B-spline method
Q4 as Conference Proceedin Aip Conference Proceedings
Author Order : 2 of 3     Creator : Aji M.I.B.
2026 0 cited
Application of Stress Testing Method with Risk Measurement Using Cornish-Fisher Expansion on PEFINDO i-Grade Portfolio
Q3 as Journal Iaeng International Journal of Applied Mathematics
Author Order : 0 of 0     Creator : Sofiana K.
2025 0 cited
Equity expectations of bond issuing using the variance gamma model
Q4 as Conference Proceedin Aip Conference Proceedings
Author Order : 1 of 3     Creator : Hoyyi A.
2025 1 cited
One-Period Coupon Bond Valuation Using the Variance Gamma Model
Q3 as Journal Thailand Statistician
Author Order : 1 of 3     Creator : Hoyyi A.
2025 1 cited
Variance Gamma Model in Determining the Default Probability of Coupon Bond Issuing Company
Q3 as Journal Iaeng International Journal of Applied Mathematics
Author Order : 1 of 3     Creator : Hoyyi A.
2024 1 cited
Daily stock prices prediction using Bivariate Variance Gamma model
Q4 as Conference Proceedin Aip Conference Proceedings
Author Order : 1 of 4     Creator : Hoyyi A.
2023 0 cited
Arma-garch model for value-at-risk (Var) prediction on stocks of pt. astra agro lestari.tbk
no-Q as Journal Journal of Mathematical and Computational Science
Author Order : 4 of 6     Creator : Tarno
2021 4 cited
Daily stock prices prediction using variance gamma model
no-Q as Journal Journal of Mathematical and Computational Science
Author Order : 1 of 3     Creator : Hoyyi A.
2021 6 cited
Variance gamma for stock model performance with excess kurtosis
Q4 as Conference Proceedin Journal of Physics Conference Series
Author Order : 1 of 4     Creator : Hoyyi A.
2021 2 cited
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Summary

Article Quartile
Research Output
  Scopus GScholar WOS
Article 24 150 0
Citation 86 1377 0
Cited Document 16 122 0
H-Index 6 19
i10-Index 1 38
G-Index 1 1
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