fGarch: Rmetrics - Autoregressive Conditional Heteroskedastic Modelling

Canonical link: https://scholar.rpkg.net/pkg/fGarch

Diethelm Wuertz • Yohan Chalabi • Tobias Setz • Martin Maechler • Chris Boudt • Pierre Chausse • Michal Miklovac • Georgi N. Boshnakov • View description and downloads View dependencies GitHub project

2007 Published

4033.92 Version

0 Citations

8 Authors

Referenced by ⇅	Year
caschrono: Sries Temporelles Avec R (Version 2.4)	2011
ggfortify: Data Visualization Tools for Statistical Analysis Results (Version 0.4.16)	2015
AER: Applied Econometrics with R (Version 1.2-12)	2008
AriGaMyANNSVR: Hybrid ARIMA-GARCH and Two Specially Designed ML-Based Models (Version 0.1.0)	2023
CEEMDANML: CEEMDAN Decomposition Based Hybrid Machine Learning Models (Version 0.1.0)	2023
CLA: Critical Line Algorithm in Pure R (Version 0.96-2)	2018
GWEX: Multi-Site Stochastic Models for Daily Precipitation and Temperature (Version 1.1.3)	2019
IndexConstruction: Index Construction for Time Series Data (Version 0.1-3)	2019
L2DensityGoFtest: Density Goodness-of-Fit Test (Version 0.6.0)	2020
MTS: All-Purpose Toolkit for Analyzing Multivariate Time Series (MTS) and Estimating Multivariate Volatility Models (Version 1.2.1)	2014
PortfolioAnalytics: Portfolio Analysis, Including Numerical Methods for Optimization of Portfolios (Version 1.1.0)	2015
SLBDD: Statistical Learning for Big Dependent Data (Version 0.0.4)	2021
StockDistFit: Fit Stock Price Distributions (Version 1.0.0)	2023
WaveletML: Wavelet Decomposition Based Hybrid Machine Learning Models (Version 0.1.0)	2023
cvar: Compute Expected Shortfall and Value at Risk for Continuous Distributions (Version 0.5)	2018
distrRmetrics: Distribution Classes for Distributions from Rmetrics (Version 2.8.2)	2013
fExtremes: Rmetrics - Modelling Extreme Events in Finance (Version 4032.84)	2004
fPortfolio: Rmetrics - Portfolio Selection and Optimization (Version 4023.84)	2005
ftsa: Functional Time Series Analysis (Version 6.4)	2009
gogarch: Generalized Orthogonal GARCH (GO-GARCH) Models (Version 0.7-5)	2009
gratis: Generating Time Series with Diverse and Controllable Characteristics (Version 1.0.7)	2020
irtDemo: Item Response Theory Demo Collection (Version 0.1.4)	2016
ludic: Linkage Using Diagnosis Codes (Version 0.2.0)	2016
mixAR: Mixture Autoregressive Models (Version 0.22.8)	2020
npboottprm: Nonparametric Bootstrap Test with Pooled Resampling (Version 0.2.1)	2023
npboottprmFBar: Informative Nonparametric Bootstrap Test with Pooled Resampling (Version 0.1.1)	2023
sarima: Simulation and Prediction with Seasonal ARIMA Models (Version 0.9.3)	2017
segMGarch: Multiple Change-Point Detection for High-Dimensional GARCH Processes (Version 1.2)	2018
simsalapar: Tools for Simulation Studies in Parallel (Version 1.0-12)	2013
smoots: Nonparametric Estimation of the Trend and Its Derivatives in TS (Version 1.1.4)	2019
stargazer: Well-Formatted Regression and Summary Statistics Tables (Version 5.2.3)	2012
svines: Stationary Vine Copula Models (Version 0.2.3)	2022
symmetry: Testing for Symmetry of Data and Model Residuals (Version 0.2.3)	2019
texreg: Conversion of R Regression Output to LaTeX or HTML Tables (Version 1.39.3)	2012
univariateML: Maximum Likelihood Estimation for Univariate Densities (Version 1.1.1)	2019

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