Didit Budi Nugroho

Available identifiers

zbMath Open nugroho.didit-budiMaRDI QIDQ2011045

List of research outcomes

Publication	Date of Publication	Type
Modeling daily return volatility through GJR(1,1) model and realized volatility measure	2024-08-28	Paper
Box–Cox realized asymmetric stochastic volatility models with generalized Student'st-error distributions	2020-12-03	Paper
Incorporating realized quarticity into a realized stochastic volatility model	2019-11-28	Paper
Estimation of realized stochastic volatility models using Hamiltonian Monte Carlo-based methods	2015-07-24	Paper
Realized Non-linear Stochastic Volatility Models with Asymmetric Effects and Generalized Student&apos;s <i>t</i>-Distributions	2015-04-28	Paper

Research outcomes over time

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