Univariate GARCH models in R
☆33Jul 18, 2026Updated 2 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.☆20Sep 21, 2026Updated 2 weeks ago
- Multivariate GARCH Models☆19Sep 11, 2026Updated last month
- R Package for Bootstrap Unit Root Tests☆10Jun 26, 2026Updated 3 months ago
- Partial re-write of the R package stochvol to allow for asymmetry (leverage).☆20Apr 11, 2026Updated 5 months ago
- R package to download Prof. Kenneth French data sets☆14Mar 22, 2024Updated 2 years ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- Analysis of the Primiceri (REStud, 2005) model☆32Sep 5, 2024Updated 2 years ago
- A terribly-simple data base for time series☆14Mar 25, 2026Updated 6 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 6 months ago
- 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
- Rcpp Example for accessing NLopt☆14Jul 4, 2026Updated 3 months ago
- R code to perform the Lee Strazicich unit root test☆10Aug 8, 2017Updated 9 years ago
- Quarto Template for Political Analysis, PSRM, and other CUP Journals☆12Mar 18, 2026Updated 6 months ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- Julia GARCH package☆16Dec 28, 2025Updated 9 months 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
- A Julia package for estimating ARMA-GARCH models.☆103Sep 4, 2026Updated last month
- Testing for bubbles with R☆20Oct 19, 2019Updated 6 years ago
- 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
- Bayesian Estimation of Structural Vector Autoregressive Models☆63Sep 29, 2026Updated last week
- R interface to 'twelvedata' API☆19Sep 13, 2026Updated 3 weeks ago
- ☆14May 13, 2026Updated 4 months 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.
- Package: Interactive Presentation Ninja☆10Jun 7, 2024Updated 2 years ago
- ☆10Jan 26, 2025Updated last year
- R package providing date C++ library header files☆12Jul 28, 2026Updated 2 months ago
- r package for bayesian VARs☆23Dec 12, 2017Updated 8 years ago
- an R package for testing, estimating and evaluating the Panel Smooth Transition Regression (PSTR) model.☆24Jul 6, 2026Updated 3 months ago
- Dynamic Factor Models for R☆48Jun 18, 2026Updated 3 months ago
- MATLAB code to replicate Koop and Korobilis (2014) A new index of financial conditions. European Economic Review☆23Jun 4, 2025Updated last year
- RBA's MARTIN Macroeconometric Model of the Australian Economy☆27Jul 13, 2021Updated 5 years ago
- Thermal functions for finite-temperature effective field-theory in C++ with Python and Mathematica interfaces☆13Jun 17, 2020Updated 6 years ago
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- Arbitrary-precision arithmetic for R☆18May 5, 2023Updated 3 years ago
- R package for xtensor-r☆19Feb 12, 2026Updated 7 months ago
- Rcpp integration for the Eigen templated linear algebra library☆117Updated this week
- Factor-Based Imputation for Missing Data☆66Jan 24, 2025Updated last year
- Prepare consistent BibTeX files for your LaTeX documents☆12Apr 6, 2025Updated last year
- Trying to get "Large Time-Varying Parameter VAR" of Koop & Kurubillis (2013) done in R.☆27Jan 25, 2018Updated 8 years ago
- R package for Fractionally Differenced ARIMA aka ARFIMA(P,d,q) Time Series Models☆21Apr 27, 2026Updated 5 months ago