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Nugroho, D. B., Mahatma, T., Pratomo, Y. (forthcoming) GARCH models under power transformed returns: Empirical evidence from international stock indices. Austrian Journal of Statistics, Vol. , No...
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 photoa...
Nugroho, D. B. (November 29, 2019). GARCH(1,1) Model with the Yeo–Johnson transformed returns. Journal of Physics:Conference Series, Vol. 1320, No. 1, p 012013. DOI: 10.1088/1742-6596/1320/1/0...
Nugroho, D. B., & Morimoto, T. (April 8, 2019). Incorporating Realized Quarticity into a Realized Stochastic Volatility Model. Asia-Pacific Financial Markets, Vol. 26, No. 4, pp. 4...
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 ...
Nugroho, D. B., Susanto, B., Prasetia, K. N. P., & Rorimpandey, R. (May, 2019). Modeling of returns volatility using GARCH(1,1) model under Tukey transformations. Jurnal Akuntansi dan ...
Wibowo, N. A., Nugroho, D. B., & Riyanto, C. A. (March 2019). Performance of Magnetic Switching at the Recording Temperature in Perpendicularly Magnetized Nanodots. Journal o...