Time series analysis and computational finance.
Cited in
(only showing first 100 items - show all)- Detecting changes in cross-sectional dependence in multivariate time series
- Testing for normality in any dimension based on a partial differential equation involving the moment generating function
- bayesGARCH
- GEVStableGarch
- PCA4TS
- kde1d
- vinereg
- lg
- portes
- bootUR
- VLTimeCausality
- nortsTest
- gimme
- fpp
- mnt
- VADER
- mgarchBEKK
- ts.extend
- AFR
- DescribeDF
- WaveletETS
- WaveletKNN
- WaveletML
- CEEMDANML
- WaveletGBM
- WaveletLSTM
- egcm
- AriGaMyANNSVR
- ardl.nardl
- nardl
- forecTheta
- ARIMAANN
- earlywarnings
- LSDsensitivity
- RcmdrPlugin.TeachStat
- RcmdrPlugin.UCA
- ATAforecasting
- CryptRndTest
- erer
- blocklength
- MisRepARMA
- rumidas
- KarsTS
- TimeSeries.OBeu
- rlmDataDriven
- grangers
- TrendSLR
- tsfeatures
- AnnuityRIR
- PdPDB
- TSCS
- msltrend
- PortRisk
- Achilles
- Applied Econometrics with R
- EViews
- ATESAT
- fBasics
- forecast
- lmtest
- sandwich
- nortest
- mvpart
- scatterplot3d
- vars
- strucchange
- mleur
- quantmod
- fracdiff
- timeDate
- zoo
- urca
- timeSeries
- FitAR
- RootSolve
- AdMit
- fArma
- fExoticOptions
- fGarch
- fOptions
- Metrics
- PerformanceAnalytics
- RMetrics
- TTR
- xts
- ColorBrewer
- FinTS
- PANICr
- lawstat
- YUIMA
- MathATESAT
- TSA
- SpatioTemporal
- tsDyn
- aplpack
- lasso2
- quantlet
- Rugarch
- npcp
- cpm
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