Didit Budi Nugroho
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Person:2011045
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Modeling daily return volatility through GJR(1,1) model and realized volatility measure Thailand Statistician | 2024-08-28 | Paper |
| Box-Cox realized asymmetric stochastic volatility models with generalized Student's \(t\)-error distributions Journal of Applied Statistics | 2020-12-03 | Paper |
| Incorporating realized quarticity into a realized stochastic volatility model Asia-Pacific Financial Markets | 2019-11-28 | Paper |
| Estimation of realized stochastic volatility models using Hamiltonian Monte Carlo-based methods Computational Statistics | 2015-07-24 | Paper |
| Realized non-linear stochastic volatility models with asymmetric effects and generalized Student's \(t\)-distributions JOURNAL OF THE JAPAN STATISTICAL SOCIETY | 2015-04-28 | Paper |
Research outcomes over time
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