Ario Fareiza Akbar
Analisis Korelasi Harga Minyak Dunia dan Nilai Tukar USD/IDR terhadap Saham Transportasi dan logistik Menggunakan Metode DCC GARCH pada Periode Sebelum dan Saat Pandemik COVID-19 di Indonesia = Analysis of the Correlation between Global Oil Prices and USD/IDR Exchange Rate on Transportation and Logistiks Stocks Using DCC GARCH Method during Pre-Pandemik and COVID-19 Period in Indonesia
Fakultas Ekonomi dan Bisnis Universitas Indonesia, 2023
 UI - Tesis Membership
Edbert Surya Atmadja
Volatilitas harga minyak antara oil volatility index dan realized variance terhadap imbal hasil pasar saham di negara Asean-5 dengan pendekatan DCC-GARCH = Oil price volatility between oil volatility index and realized variance to Asean-5 countries stock returns using DCC-GARCH
2017
 UI - Skripsi Membership
Nuning Trihadmini
Contagion, Interdependence, & Spillover Effect, Analisis Komparasi Krisis Asia dan Krisis Keuangan Global Melalui Saluran Keuangan, serta Dampak dan Respons Kebijakan Moneter di 5 Negara ASEAN (DCC GARCH ? GVAR MODEL) = Contagion, Interdependence, & Spillover Effect, Comparative Analysis of the Asian Crisis and Global Financial Crisis Through Financial Channels, as well as an Impact and Response of Monetary Policy in 5 ASEAN Countries (DCC GARCH – GVAR MODEL)
Fakultas Ekonomi dan Bisnis Universitas Indonesia, 2021
 UI - Disertasi Membership
Zhalindri Noor Adjani
Bitcoin Dan Emas Sebagai Instrumen Safe-Haven Pada Pasar Saham Asean-5 Dengan Model DCC-GARCH Dan Regresi OLS = Bitcoin and Gold as Safe-Haven Instruments in Asean-5 Stock Markets Using DCC-GARCH Model and OLS Regression
Fakultas Ekonomi dan Bisnis Universitas Indonesia, 2022
 UI - Tesis Membership
Budi Agung Nugroho
“Analisis Persistensi Guncangan Volatilitas Indeks Pasar dan Sektoral Di Bursa Efek Indonesia Pada Periode Pandemi COVID-19” = Volatility Shock Persistence Analysis of Market Index and Sector in IDX During Covid-19 Pandemic
Fakultas Ekonomi dan Bisnis Universitas Indonesia, 2022
 UI - Tesis Membership