ArdiaD / bayesGARCHView external linksLinks
Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations
☆16May 16, 2021Updated 4 years ago
Alternatives and similar repositories for bayesGARCH
Users that are interested in bayesGARCH are comparing it to the libraries listed below
Sorting:
- When Expectations Meet Reality: Realistic Unit Testing in R☆12Jul 11, 2024Updated last year
- MSGARCH R Package☆82Dec 5, 2022Updated 3 years ago
- Generalized Method of Wavelet Moments (GMWM) is an estimation technique for the parameters of time series models. It uses the wavelet var…☆31Apr 25, 2025Updated 9 months ago
- R package to download Prof. Kenneth French data sets☆14Mar 22, 2024Updated last year
- The Fast Kalman Filter (FKF) package for R☆13Sep 3, 2024Updated last year
- GARCH models estimated using autodiff.☆17May 12, 2025Updated 9 months ago
- Rcpp Bindings to FastAD Automatic Differentiation☆13Jan 19, 2026Updated 3 weeks ago
- R Package to query CDC PLACES API Data☆16Jan 21, 2026Updated 3 weeks ago
- Partial re-write of the R package stochvol to allow for asymmetry (leverage).☆16Oct 13, 2025Updated 4 months ago
- BLS API V2 interface☆16Oct 2, 2023Updated 2 years ago
- R package for fast rolling and expanding linear regression models☆22May 5, 2022Updated 3 years ago
- This repo contains all the code necessary to download, extract, and parse 13F filings on EDGAR.☆27Mar 9, 2021Updated 4 years ago
- An R package for forecasting volatility, using the Markov Switching Multifractal model.☆32Apr 27, 2017Updated 8 years ago
- high performance statistic machine learning libraries in C++ [based on Armadillo-9.300]☆24Jul 12, 2019Updated 6 years ago
- Columbia SQL Workshop☆14Feb 27, 2023Updated 2 years ago
- AI enhanced automation tool for financial modelling and market analysis.☆11Sep 10, 2019Updated 6 years ago
- Econometric Analysis of Explosive Time Series☆31Sep 19, 2025Updated 4 months ago
- [On CRAN] Rcpp integration for the Ensmallen templated C++ mathematical optimization library☆32Oct 3, 2025Updated 4 months ago
- Real Time Monitoring of Asset Markets with R☆33May 18, 2025Updated 8 months ago
- Translates an R function into a to a C++ function which is callable from within R. The typical use case intended by 'ast2ast' are functio…☆35Feb 4, 2026Updated last week
- A Python function for bootstrapping☆10Nov 5, 2019Updated 6 years ago
- A collection of Rfast2 functions for data analysis. Note 1: The vast majority of the functions accept matrices only, not data.frames. N…☆42Oct 20, 2025Updated 3 months ago
- Sparse regression of mixed-frequency VectorAutoregressions☆10May 11, 2022Updated 3 years ago
- Econ5821 2026☆13Feb 5, 2026Updated last week
- ☆10Nov 18, 2024Updated last year
- Fast methods for multivariate normal distributions☆37Jun 26, 2023Updated 2 years ago
- Repository for GARCH tutorial paper in RAC☆31Oct 14, 2020Updated 5 years ago
- R package AssetAllocation☆33Nov 30, 2023Updated 2 years ago
- Easily source publicly available data on derivatives☆38Jan 9, 2022Updated 4 years ago
- Functions, examples and data from the first and the second edition of "Numerical Methods and Optimization in Finance" by M. Gilli, D. Mar…☆38Dec 24, 2025Updated last month
- Nonlinear time series analysis in R☆37Sep 23, 2024Updated last year
- Binary Choice Models with Fixed Effects☆10Dec 31, 2025Updated last month
- R Package for General-to-Specific (GETS) modelling and Indicator Saturation (ISAT) methods☆10Sep 12, 2025Updated 5 months ago
- ZH-color-scheme & theme_stat template for ggplot2.☆18Apr 9, 2024Updated last year
- Course materials for UCSD class ma189, winter 2021.☆13Mar 23, 2021Updated 4 years ago
- Telegram chatbot using Character.Ai☆10Dec 30, 2025Updated last month
- ☆10Jan 9, 2026Updated last month
- D-vine quantile regression☆11Dec 9, 2025Updated 2 months ago
- An R package for writing Geneva Graduate Institute documents☆11Sep 3, 2024Updated last year