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DIDIT BUDI NUGROHO

Universitas Kristen Satya Wacana S2 - Sains Data SINTA ID : 260136
1.413
SINTA Score Overall
387
SINTA Score 3Yr
0
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Affil Score 3Yr
Latest number of activities
EVALUASI MODEL DAN METODE ESTIMASI PADA MODEL BERTIPE GARCH YANG MEMASUKKAN DATA FREKUENSI TINGGI
Leader : Didit Budi Nugroho PENELITIAN FUNDAMENTAL ( HIBAH INTERNAL )
Personils : Bambang Susanto;
2024 Rp. 30,000,000.00 Approved
KOMBINASI DEEP LEARNING DAN DATA FREKUENSI TINGGI UNTUK MEMODELKAN VOLATILITAS ASET KEUANGAN
Leader : Didit Budi Nugroho PENELITIAN KOMPETITIF NASIONAL ( PENELITIAN TESIS MAGISTER )
Personils : Suryasatriya Trihandaru;
2024 Rp. 33,810,000.00 Approved
PEMANFAATAN INFORMASI TERKINI UNTUK MEMPERCEPAT RESPON TERHADAP PERUBAHAN YANG CEPAT DARI TINGKAT RISIKO DI PASAR KEUANGAN
Leader : Didit Budi Nugroho PENELITIAN KOMPETITIF NASIONAL ( PENELITIAN FUNDAMENTAL - REGULER )
Personils : Bambang Susanto ; Faldy Tita;
2024 Rp. 130,130,000.00 Approved
COMPARISON OF APARCH-TYPE MODELS: DOES THE CONTINUOUS AND JUMP COMPONENTS OF REALIZED VOLATILITY IMPROVE THE FITTING?
Leader : Didit Budi Nugroho STARS ( STARS )
Personils : Hanna Arini Parhusip;
2024 Rp. 1,000,000.00 Approved
SUATU APLIKASI DARI MODEL-MODEL BERTIPE THRESHOLD GARCH (1,1) PADA DATA TOKYO STOCK PRICE INDEX
Leader : Didit Budi Nugroho PENELITIAN KOLABORATIF DOSEN MAHASISWA ( PENELITIAN KOLABORATIF DOSEN MAHASISWA )
Personils : Lennox Larwuy;
2023 Rp. 500,000.00 Approved
PENGUKURAN VOLATILITAS KURS USD/IDR MELALUI MODEL-MODEL GARCH ASIMETRIS BERDISTRIBUSI TAK NORMAL
Leader : Didit Budi Nugroho HIBAH INTERNAL ( HIBAH INTERNAL )
Personils : Hanna Arini Parhusip;
2023 Rp. 30,000,000.00 Approved
STUDI KOMPONEN KONTINU-LOMPATAN DARI VOLATILITAS ASET KEUANGAN MELALUI MODEL APARCH-CJ
Leader : Didit Budi Nugroho HIBAH INTERNAL ( HIBAH INTERNAL )
Personils : -
2023 Rp. 8,400,000.00 Approved
GARCH-X(1; 1) MODEL ALLOWING A NON-LINEAR FUNCTION OF THE VARIANCE TO FOLLOW AN AR(1) PROCESS
Leader : Didit Budi Nugroho STARS ( STARS )
Personils : Lennox Larwuy;
2023 Rp. 1,000,000.00 Approved
COMPUTATIONAL TOOLS FOR REALIZED EGARCH-TYPE MODELS UNDER DIFFERENT SKEW STUDENT T-DISTRIBUTION ASSUMPTIONS
Leader : Didit Budi Nugroho ARTICLE WRITING BOOTCAMP ( AWB )
Personils : Adi Setiawan;
2023 Rp. 40,000,000.00 Approved
THE GARCH-X(1,1) MODEL WITH EXPONENTIALLY TRANSFORMED EXOGENOUS VARIABLES
Leader : Didit Budi Nugroho STARS ( STARS )
Personils : Faldy Tita;
2023 Rp. 1,000,000.00 Approved
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Summary

Article Quartile
Research Output
  Scopus GScholar WOS
Article 20 87 11
Citation 87 400 30
Cited Document 14 45 8
H-Index 6 11 3
i10-Index 4 14 1
G-Index 1 1 1
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