Univariate GARCH models in R
☆31Mar 13, 2026Updated 3 months ago
Alternatives and similar repositories for rugarch
Users that are interested in rugarch are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- GARCH models estimated using autodiff.☆19May 23, 2026Updated 3 weeks ago
- Multivariate GARCH Models☆18Aug 31, 2025Updated 9 months ago
- R Package for Bootstrap Unit Root Tests☆10May 5, 2025Updated last year
- Bayesian SVARs with Sign, Zero, and Narrative Restrictions☆30Jun 15, 2026Updated last week
- R package to download Prof. Kenneth French data sets☆14Mar 22, 2024Updated 2 years ago
- GPUs on demand by Runpod - Special Offer Available • AdRun AI, ML, and HPC workloads on powerful cloud GPUs—without limits or wasted spend. Deploy GPUs in under a minute and pay by the second.
- Partial re-write of the R package stochvol to allow for asymmetry (leverage).☆18Apr 11, 2026Updated 2 months ago
- Analysis of the Primiceri (REStud, 2005) model☆32Sep 5, 2024Updated last year
- A terribly-simple data base for time series☆14Mar 25, 2026Updated 2 months ago
- statespacer: State Space Modelling in R☆17Jan 27, 2023Updated 3 years ago
- R package to estimate time-varying coefficient regressions☆20Mar 11, 2026Updated 3 months ago
- Rcpp Example for accessing NLopt☆14Jan 27, 2026Updated 4 months ago
- Quarto Template for Political Analysis, PSRM, and other CUP Journals☆12Mar 18, 2026Updated 3 months ago
- R/C++ implementation of Bayes VAR models☆21Nov 12, 2019Updated 6 years ago
- Codes for for Bayesian Local Projections & Bayesian Direct Forecasts☆17Jun 19, 2023Updated 3 years ago
- End-to-end encrypted cloud storage - Proton Drive • AdSpecial offer: 40% Off Yearly / 80% Off First Month. Protect your most important files, photos, and documents from prying eyes.
- Julia GARCH package☆15Dec 28, 2025Updated 5 months ago
- Testing for bubbles with R☆20Oct 19, 2019Updated 6 years ago
- A Julia package for estimating ARMA-GARCH models.☆103Jun 8, 2026Updated 2 weeks ago
- packages for Peter Phillips and Zhentao Shi (2018): "Boosting the Hodrick-Prescott Filter"☆12Nov 2, 2022Updated 3 years ago
- R interface to 'twelvedata' API☆18Feb 12, 2026Updated 4 months ago
- LP and VAR inference under potential misspecification☆24Jan 13, 2026Updated 5 months ago
- R package for Fractionally Differenced ARIMA aka ARFIMA(P,d,q) Time Series Models☆21Apr 27, 2026Updated last month
- tldr; If you have a 2-4GB dataset and you need to estimate a (generalized) linear model with a large number of fixed effects, this packag…☆22Jun 15, 2026Updated last week
- Package: Interactive Presentation Ninja☆10Jun 7, 2024Updated 2 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- ☆10Jan 26, 2025Updated last year
- TVP panel data model featuring time-varying network dependence introduced in "Bayesian state-space modeling for analyzing heterogeneous n…☆14Apr 17, 2021Updated 5 years ago
- R package providing date C++ library header files☆12Jan 14, 2026Updated 5 months ago
- r package for bayesian VARs☆23Dec 12, 2017Updated 8 years ago
- Dynamic Factor Models for R☆44Updated this week
- Rcpp integration for the Eigen templated linear algebra library☆116Jun 5, 2026Updated 2 weeks ago
- R package for xtensor-r☆19Feb 12, 2026Updated 4 months ago
- MATLAB code to replicate Koop and Korobilis (2014) A new index of financial conditions. European Economic Review☆23Jun 4, 2025Updated last year
- ☆14May 13, 2026Updated last month
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Prepare consistent BibTeX files for your LaTeX documents☆12Apr 6, 2025Updated last year
- an R package for testing, estimating and evaluating the Panel Smooth Transition Regression (PSTR) model.☆23Apr 22, 2026Updated last month
- RBA's MARTIN Macroeconometric Model of the Australian Economy☆26Jul 13, 2021Updated 4 years ago
- Factor-Based Imputation for Missing Data☆63Jan 24, 2025Updated last year
- Thermal functions for finite-temperature effective field-theory in C++ with Python and Mathematica interfaces☆13Jun 17, 2020Updated 6 years ago
- R package for Mixed-Frequency Bayesian VARs☆46May 11, 2021Updated 5 years ago
- Trying to get "Large Time-Varying Parameter VAR" of Koop & Kurubillis (2013) done in R.☆27Jan 25, 2018Updated 8 years ago