Univariate GARCH models in R
☆33Jul 18, 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.☆20Oct 9, 2026Updated 3 weeks ago
- Multivariate GARCH Models☆19Sep 11, 2026Updated last month
- R Package for Bootstrap Unit Root Tests☆10Jun 26, 2026Updated 4 months ago
- statespacer: State Space Modelling in R☆17Jan 27, 2023Updated 3 years ago
- R package to estimate time-varying coefficient regressions☆21Mar 11, 2026Updated 7 months ago
- 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.
- Partial re-write of the R package stochvol to allow for asymmetry (leverage).☆20Apr 11, 2026Updated 6 months ago
- Analysis of the Primiceri (REStud, 2005) model☆32Sep 5, 2024Updated 2 years ago
- R package to download Prof. Kenneth French data sets☆14Mar 22, 2024Updated 2 years ago
- A terribly-simple data base for time series☆14Mar 25, 2026Updated 7 months ago
- Replication code for "Monetary Policy, Credit Spreads, and Business Cycle Fluctuations"☆19Jun 14, 2018Updated 8 years ago
- R interface to 'twelvedata' API☆19Sep 13, 2026Updated last month
- Bayesian SVARs with Sign, Zero, and Narrative Restrictions☆33Sep 3, 2026Updated last month
- Codes for for Bayesian Local Projections & Bayesian Direct Forecasts☆19Jun 19, 2023Updated 3 years ago
- MATLAB library for large Bayesian VARs: samplers, shrinkage priors, stochastic volatility, marginal likelihoods and forecasting, with exa…☆59Updated this week
- Proton VPN Special Offer - Get 70% off • AdSpecial partner offer. Trusted by over 100 million users worldwide. Tested, Approved and Recommended by Experts.
- Rcpp Example for accessing NLopt☆14Jul 4, 2026Updated 3 months ago
- ☆14May 13, 2026Updated 5 months ago
- R code to perform the Lee Strazicich unit root test☆10Aug 8, 2017Updated 9 years ago
- Bayesian Estimation of Heteroskedastic Structural Vector Autoregressions with Markov-Switching and Time-Varying Identification of the Str…☆13Oct 22, 2026Updated last week
- Quarto Template for Political Analysis, PSRM, and other CUP Journals☆12Oct 21, 2026Updated last week
- Portfolio Allocation through Hierarchical Clustering-Based Strategies☆11Oct 12, 2026Updated 2 weeks ago
- Python package to test for structural breaks at a specified date using the Chow Test.☆12Dec 17, 2024Updated last year
- Matlab library for Time Varying Parameter Vector Auto Regressions with Stochastic Volatility (Bayesian solution)☆14Jan 11, 2018Updated 8 years ago
- Instrumental Variable Quantile Regression☆16Jul 17, 2023Updated 3 years ago
- Simple, predictable pricing with DigitalOcean hosting • AdAlways know what you'll pay with monthly caps and flat pricing. Enterprise-grade infrastructure trusted by 600k+ customers.
- MATLAB library for Bayesian state space models: precision-based samplers that draw the whole state path at once, for unobserved component…☆24Updated this week
- TVP panel data model featuring time-varying network dependence introduced in "Bayesian state-space modeling for analyzing heterogeneous n…☆15Apr 17, 2021Updated 5 years ago
- Testing for bubbles with R☆20Oct 19, 2019Updated 7 years ago
- We investigate the connectedness of GDP growth risk over 12 OECD member countries. Understanding the Growth-at-Risk of GDP has been a pop…☆10Jun 8, 2020Updated 6 years ago
- packages for Peter Phillips and Zhentao Shi (2018): "Boosting the Hodrick-Prescott Filter"☆12Nov 2, 2022Updated 3 years ago
- R/C++ implementation of Bayes VAR models☆21Nov 12, 2019Updated 6 years ago
- Julia GARCH package☆16Dec 28, 2025Updated 10 months ago
- Companion code repository for the textbook Macroeconometrics by Alessia Paccagnini, with Python, R, MATLAB and Dynare examples☆53Sep 29, 2026Updated last month
- A Julia package for estimating ARMA-GARCH models.☆103Sep 4, 2026Updated last month
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- Quarto Template for APSR Submissions☆15Mar 18, 2026Updated 7 months ago
- Magical string interpolation☆18Aug 5, 2026Updated 2 months ago
- Bayesian Estimation of Structural Vector Autoregressive Models☆63Oct 21, 2026Updated last week
- R implementation of advanced optimizers for torch☆27Jun 8, 2023Updated 3 years ago
- Computation of Sparse Eigenvectors of a Matrix☆13Dec 22, 2018Updated 7 years ago
- ☆10Jan 26, 2025Updated last year
- R package providing date C++ library header files☆12Jul 28, 2026Updated 3 months ago