Nugroho, Didit Budi, Department of Mathematics & Data Science, Universitas Kristen Satya Wacana, Indonesia

• ComTech: Computer, Mathematics and Engineering Applications Vol. 11 No. 2 (2020): ComTech - Articles
  Volatility Fitting Performance of QGARCH(1,1) Model with Student-t, GED, and SGED Distributions
  Abstract  PDF