Rugarch
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(only showing first 100 items - show all)- Does market attention affect bitcoin returns and volatility?
- BEKKs
- Jump detection in high-frequency financial data using wavelets
- Auxiliary Likelihood-Based Approximate Bayesian Computation in State Space Models
- Copula-based measures of asymmetry between the lower and upper tail probabilities
- Modeling dynamic dependence between crude oil and natural gas return rates: a time-varying geometric copula approach
- Joint extremal behavior of hidden and observable time series with applications to GARCH processes
- Dichotomous unimodal compound models: application to the distribution of insurance losses
- CD-vine model for capturing complex dependence
- Compound unimodal distributions for insurance losses
- Modeling returns volatility: realized GARCH incorporating realized risk measure
- Market risk management in a post-Basel II regulatory environment
- Simulation and Inference for Stochastic Processes with YUIMA
- Random matrix application to correlations amongst the volatility of assets
- Dependence modelling in ultra high dimensions with vine copulas and the graphical Lasso
- Conditional value-at-risk: semiparametric estimation and inference
- Modeling dependence structure among European markets and among Asian-Pacific markets: a regime switching regular vine copula approach
- Modeling influenza-like illness activity in the United States
- Analyzing mortality bond indexes via hierarchical forecast reconciliation
- Interval forecasts based on regression trees for streaming data
- On the dependence structure between S\&P500, VIX and implicit interexpectile differences
- Machine learning using R. With time series and industry-based use cases in R
- Testing for correlation between two time series using a parametric bootstrap
- RATS
- CAViaR
- tseries
- vars
- DEoptim
- quantmod
- numDeriv
- reshape2
- urca
- NLP
- copula
- CDVine
- ghyp
- VineCopula
- VaR
- fExoticOptions
- fGarch
- PerformanceAnalytics
- RMetrics
- xts
- normalp
- cquad
- FinTS
- QRM
- HyperbolicDist
- Rsolnp
- YUIMA
- VarianceGamma
- WeightedPortTest
- copula
- NeuralNetTools
- qrmtools
- mscstexta4r
- fitdistrplus
- Microfit
- DySco
- MSC
- OrthoPanels
- spd
- GAS
- ADGofTest
- neldermead
- GUIDE
- cccp
- gogarch
- tidyquant
- rBayesianOptimization
- rneos
- stochvol
- qrng
- evt0
- POET
- acp
- Distributions.jl
- tscount
- costat
- VG_codes
- rhdfs
- rmr2
- highfrequency
- gamCopula
- gets
- insuranceData
- COGARCH.rm
- MSGARCH
- betategarch
- MLmetrics
- hawkes
- rmgarch
- MCSprocedure
- spGARCH
- plotROC
- copulaData
- gmodels
- lcopula
- RiskPortfolios
- aTSA
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