1. Nugroho, D. B., Wibowo, H., & Saragih, A. (forthcoming). Modeling Daily Return Volatility Through GJR(1,1) model and Realized Volatility Measure. Thailand Statistician, Vol. ..., No. ..., pp. ..., e-ISSN: 2351-0676, DOI: .... Scopus Q3 SJR 0.24 (2021).

2. Nugroho, D. B., Panjaitan, L. P., Kurniawati, D., Kholil, Z., Susanto, B., Sasongko, L. R. (2022). GRG Non-linear and ARWM Method for Estimating the GARCH-M, GJR, and log-GARCH Models. Jurnal Teori dan Aplikasi Matematika, Vol. 6, No. 2, pp. 448–460,e-ISSN: 2614-1175, DOI: https://doi.org/10.31764/jtam.v6i2.7694. Terakreditasi Peringkat 2.

3. Nugroho, D. B., Mahatma, T., & Pratomo, Y. (2021) Applying the Non-linear Transformation Families to the Lagged-variance of EGARCH and GJR ModelsIAENG International Journal of Applied Mathematics, Vol. 51, No. 4, p. 12. Publisher: International Association Engineers. eISSN: 1992-9986. Indexed: Scopus Q3 SJR 0.26 (2021).

4. Nugroho, D. B., Priyono, A., & Susanto, B. (2021). Skew Normal and Skew Student-t Distributions on GARCH(1,1) Model. Media Statistika, Vol. 14, No. 1, pp. 21-32. e-ISSN: 2477-0647. DOI: https://doi.org/10.14710/medstat.14.1.21-32. Terakreditasi Peringkat 2.

5. Nugroho, D. B., Mahatma, T., & Pratomo, Y. (2021) GARCH models under power transformed returns: Empirical evidence from international stock indices. Austrian Journal of Statistics, Vol. 50, No. 4, pp. 1-18. Publisher: Austrian Statistical Society. DOI: . ISSN: 1026-597X. Indexed: Scopus Q2 SJR 0.59 (2019)Wos ESCIIF (via Publish or Perish): 0.775.

6. Nugroho, D. B., Pamungkas, B. A., & Parhusip, H. A. (December 2020). Volatility Fitting Performance of QGARCH (1,1) model with Student-t, GED, and SGED Distributions. Comtech: Computer, Mathematics and Engineering Applications, Vol. 11, No. 2, pp. 97–104, e-ISSN: 2476-907X. DOI: https://doi.org/10.21512/comtech.v11i2.6391. Terakreditasi Peringkat 2.

7. Nugroho, D. B., PAnggraeni, K., & Parhusip, H. A. (December 2020).  Model Regresi untuk Return Aset dengan Volatilitas Mengikuti Model GARCH(1,1) Berdistribusi Epsilon-Skew Normal dan Student-t. Limits: Journal of Mathematics and Its Applications, Vol. 17, No. 2, pp. 181–199. E-ISSN: 2579-8936. DOI: http://dx.doi.org/10.12962/limits.v17i2.6730. Terakreditasi Peringkat 2.

8. Nugroho, D. B., Kusumawati, A. M., & Sasongko, L. R. (August 2020). Volatilitas Kurs dan Saham Mengikuti Model EGARCH(1,1) Berdistribusi Versi Skew Normal dan Student-t. Jurnal Ekonomi Kuantitatif Terapan, Vol. 13, No. 2, pp. 259–272. E-ISSN: 2303-0186. DOI: https://doi.org/10.24843/JEKT.2020.v13.i02.p04. Terakreditasi Peringkat 2.

9. Setiawan, A., Setiaji, F. D., Nugroho, D. B.Riyanto, C. A., & Wibowo, N. A. (April 9, 2020) Subsurface detection of opaque and solid material defect based on photoacoustic effectJournal of Instrumentation, Vol. 15, No.4, p P04010. DOI: 10.1088/1748-0221/15/04/p04010. eISSN: 1748-0221. Publisher: IOP Publishing. Indexed: Scopus Q1 SJR 0.81 (2019)WoS SCIEIF 2019: 1.454

10. Nugroho, D. B. (November 29, 2019). GARCH(1,1) Model with the Yeo–Johnson transformed returnsJournal of Physics: Conference Series, The 2nd International Seminar on Innovation in Mathematics and Mathematics Education (ISIMMED 2018)Yogyakarta, Indonesia, 20–24 November 2018, Vol. 1320, No. 1, p 012013; [DOI: 10.1088/1742-6596/1320/1/012013]; ISBN: 17426588, 17426596; Publisher: IOP Publishing. (Scopus Q3 SJR 0.22 (2018)) (Certificate)

11. Nugroho, D. B., & Morimoto, T. (2019). Incorporating Realized Quarticity into a Realized Stochastic Volatility ModelAsia-Pacific Financial Markets, Vol. 26, No. 4, pp 495–528. [DOI: 10.1007/s10690-019-09276-2]; pISSN: 1387-2834; eISSN: 1573-6946; Publisher: Springer. (Scopus Q4 2018, SJR: 0.13)

12. Nugroho, D. B., Kurniawati, D., Panjaitan, L. P., Kholil, Z., Susanto, B., & Sasongko, L. R. (September 3, 2019). Empirical performance of GARCH, GARCH-M, GJR-GARCH and log-GARCH models for returns volatilityJournal of Physics: Conference Series, The 3rd International Conference on Science and Science Education (IConSSE)Salatiga, Indonesia, 20th June 2019, Vol. 1307, No. 1, pp 012003; [DOI: 10.1088/1742-6596/1307/1/012003]; ISBN: 17426588, 17426596; Publisher: IOP Publishing. (Scopus Q3 SJR 0.22 (2018)) (Certificate)

13. Nugroho, D. B., Susanto, B., Prasetia, K. N. P., & Rorimpandey, R. (May 2019). Modeling of returns volatility using GARCH(1,1) model under Tukey transformationsJurnal Akuntansi dan Keuangan, Vol. 21, No. 1, pp 12–20; [DOI: https://doi.org/10.9744/jak.20.1.12-20]; ISBN: 1411-0288, e-ISSN:2338-8137; Publisher: The Institute of Research & Community Outreach - Petra Christian University, Indonesia. (Sinta 2 (Nationally Accredited "B"))

14. Wibowo, N. A., Nugroho, D. B., & Riyanto, C. A. (March 2019). Performance of Magnetic Switching at the Recording Temperature in Perpendicularly Magnetized NanodotsJournal of Magnetics, Vol. 24, No. 1, pp 17–23;  [DOI: 10.4283/JMAG.2019.24.1.017]; Print ISSN: 1226-1750; Online ISSN: 2233-6656; Publisher: The Korean Magnetics Society. (Scopus Q3, SJR: 0.27)

15. Nugroho, D. B., Susanto, B., & Rosely, M. M. M. (October 2018). Penggunaan MS Excel untuk Estimasi Model GARCH(1,1)Jurnal Matematika Integratif, Vol. 14, No. 2, pp 71–81; [DOI: 10.24198/jmi.v14.n2.17680.%p]; ISBN: p-ISSN:1412-6184 | e-ISSN:2549-9033; Publisher: Department of Matematics, FMIPA, Universitas Padjadjaran, Indonesia. (Sinta 4)

16. Nugroho, D. B. (September 2018). Comparative analysis of three MCMC methods for estimating GARCH modelsIOP Conf. Ser.: Mater. Sci. Eng., The 1th International Conference on Engineering and Applied Technology (ICEAT)Mataram, Indonesia, 29th–30th November 2017, Vol. 403, No. 1, p 012061; [DOI: 10.1088/1757-899X/403/1/012061]; ISBN: -; Publisher: IOP Publishing. (Certificate)

17. Nugroho, D. B., Mahatma, T., & Pratomo, Y. (May-August 2018). Modeling of stochastic volatility to validate IDR anchor currencyGadjah Mada International Journal of Business, Vol. 20, No. 2, pp 165–185; [DOI: 10.22146/gamaijb.26006]; Print ISSN: 1411-1128; Online ISSN: 2338-7238; Publisher: Master in Management Program, Faculty of Economics and Business, Universitas Gadjah Mada. (Scopus Q3 SJR 0.22 (2018); Sinta 1 (Nationally Accredited "A")

18. Nugroho, D. B., & Susanto, B. (August 2017). Volatility modeling for IDR exchange rate through APARCH model with Student-t distributionAIP Conf. Proc., The 4th International Conference on Research, Implementation and Education of Mathematics and Science (ICRIEMS)Yogyakarta, Indonesia, 2017, Vol. 1868, No. 1, pp 040005-1–8; [DOI: 10.1063/1.4995120]; ISBN: 978-0-7354-1548-5; Publisher: AIP Publishing. (Certificate)

19. Nugroho, D. B., Mahatma, T., & Pratomo, Y. (March 2017). Volatility modelling using Box–Cox stochastic volatility model: Evidence from Bank Indonesia (2010–2015)Proceedings 2nd ISI Regional Statistics Conference (Session IPS21). (Certificate)

20. Nugroho, D. B., Susanto, B., & Pratama, S. R. (March 2017). Estimation of exchange rate volatility using APARCH-type models: A case study of Indonesia (2010–2015)Journal of Economics and Development Studies, Vol. 9, No. 1, pp 65–75; Print ISSN: 2086-1575; Online ISSN: 2505-7115; Publisher: Jurusan Ekonomi Pembangunan, FE UNM. (Sinta 3)

21. Dwijayanti, R., Setiawan, A., & Nugroho, D. B. (February 2017). Peramalan dengan model VARI pada data IHK kelompok padi-padian dan bumbu-bumbuan (Studi Kasus Kota Salatiga, Bulan Januari 2014–Juli 2016)Prosiding Seminar Nasional Matematika dan Pendidikan Matematika, pp 924–939; ISBN: 978-602-61222-0-9; Publisher: Prodi Magister Pendidikan Matematika, Universitas Sebelas Maret.

22. Nugroho D. B., & Morimoto, T. (August 2016). Box–Cox realized asymmetric stochastic volatility models with generalized Student's t-error distributionsJournal of Applied Statistics, Vol. 43, No. 10, pp 1906–1927; [DOI: 10.1080/02664763.2015.1125862]; Print ISSN: 0266-4763; Online ISSN: 360-0532; Publisher: Taylor & Francis. (IF: 0.664 (2016); Scopus Q3)

23. Salim, F. C., Nugroho, D. B., & Susanto, B. (April 2016). Model volatilitas GARCH(1,1) dengan error Student-t untuk kurs beli EUR dan JPY terhadap IDRJurnal MIPA, Vol. 39, No. 1, pp 78–84; Print ISSN: 0215-9945; Publisher: FMIPA Unnes.

24. Saputri, E. D., Nugroho, D. B., & Setiawan, A. (April 2016). Model volatilitas ARCH(1) dengan return error berdistribusi skewed Student-tJurnal MIPA, Vol. 39, No. 1, pp 78–84; Print ISSN: 0215-9945; Publisher: FMIPA Unnes.

25. Wardani, D. S., Setiawan, A., & Nugroho, D. B. (March 2016). Peramalan dengan model SVAR pada data inflasi Indonesia dan nilai tukar rupiah terhadap dolar Amerika dengan menggunakan metode BootstrapJurnal de Cartesian, Vol. 5, No. 1, pp 28–34; Print ISSN: 2302-4224; Publisher: FMIPA Universitas Sam Ratulangi.

26. Saputri, E. D., Nugroho, D. B., & Setiawan, A. (November 2015). Model Volatilitas ARCH(1) dengan Returns Error Berdistribusi non-central Student-t, Studi Kasus: Kurs Beli JPY dan EUR terhadap IDRProsiding Seminar Nasional Matematika dan Pendidikan Matematika UNY 2015, pp 233–240; ISBN: 978-602-73403-0-5. (Certificate)

27. Salim, F. C., Nugroho, D. B., & Susanto, B. (November 2015). Estimasi MCMC untuk untuk model GARCH(1,1) (Studi Kasus: Kurs beli JPY dan EUR terhadap IDR)Prosiding Seminar Nasional Matematika dan Pendidikan Matematika UNY 2015, pp 443–448; ISBN: 978-602-73403-0-5.

28. Nugroho D. B., & Sroyer, A. (October 2015). Estimasi Variansi Return di Pasar Valuta Asing Indonesia Menggunakan Model AR(1)-ARCH(1)Prosiding Seminar Nasional Matematika dan Sistem Informasi Universitas Cenderawasih 2015, pp 65–69. (Certificate)

29. Nugroho D. B., & Morimoto, T. (June 2015). Estimation of realized stochastic volatility models using Hamiltonian Monte Carlo-based methodsComputational Statistics, Vol. 30 (No. 2), pp 491–516; [DOI: 10.1007/s00180-014-0546-6]; Print ISSN: 0943-4062; Online ISSN: 1613-9658; Publisher: Springer Berlin Heidelberg. (IF: 0.828; Scopus Q2) (As one of the recipient of article incentives in the international journal of 2017 given by Kemenristekdikti (Ministry of Research, Technology and Higher Education) Indonesia)

30. Nugroho D. B., & Morimoto, T. (2014). Realized non-linear stochastic volatility models with asymmetric effects and generalized Student’s t-distributionsJournal of The Japan Statistical Society, Vol. 44 (No. 1), pp 83–118; [DOI: 10.14490/jjss.44.83]; Print ISSN: 1882-2754; Online ISSN: 1348-6365; Publisher: The Japan Statistical Society.