tseries
From MaRDI portal
Tseries
Time series analysis and computational finance.
Cited in
(only showing first 100 items - show all)- Statistical arbitrage with vine copulas
- Modern psychometrics with R
- BEKKs
- scientific article; zbMATH DE number 6812419 (Why is no real title available?)
- On combining the zero bias transform and the empirical characteristic function to test normality
- On new perspectives for statistical computing in business and industry -- a solution with STATISTICA and R
- Testing for normality in any dimension based on a partial differential equation involving the moment generating function
- A Monte Carlo evaluation of the performance of two new tests for symmetry
- Simulation and Inference for Stochastic Processes with YUIMA
- Pairs trading with a mean-reverting jump-diffusion model on high-frequency data
- Change point analysis on the Corinth Gulf (Greece) seismicity
- The analysis of time series. An introduction with R
- Machine learning using R. With time series and industry-based use cases in 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
- SDD
- PearsonDS
- vrtest
- mvnormtest
- seasonal
- StableEstim
- lubridate
- GAS
- ggfortify
- chron
- dynlm
- micEcon
- R2HTML
- ggridges
- ReporteRs
- pdR
- AID
- uroot
- phaseR
- QPot
- FastGP
- Copula.Markov
- acp
- MitISEM
- BootWPTOS
- dlnm
- mAr
- lfl
- its
- highfrequency
- gamCopula
- fUnitRoots
- gets
- Mcomp
- COGARCH.rm
- dyn
- mFilter
- QuantPsyc
- xlsx
- condMVNorm
- QuantQuote
- nonlinearTseries
This page was built for software: tseries