cran-task-views / FinanceLinks
CRAN Task View: Empirical Finance
☆14Updated last month
Alternatives and similar repositories for Finance
Users that are interested in Finance are comparing it to the libraries listed below
Sorting:
- R package AssetAllocation☆34Updated last year
- Get Tidy Fundamental Financial Data from EGDAR☆15Updated 11 months ago
- This repository hosts the source code for the website tidy-finance.org☆99Updated this week
- ☆93Updated 2 months ago
- Portfolio level (un)conditional risk measure estimation for backtesting using Vine Copula and ARMA-GARCH models.☆22Updated last year
- An implementation of the Heterogeneous AutoRegressive model from Corsi(2009)☆19Updated 2 years ago
- Univariate GARCH models in R☆28Updated 3 weeks ago
- Dynamic Factor Models for R☆38Updated 3 weeks ago
- Portfolio Management with R: Backtesting investment and trading strategies, computing profit-and-loss and returns, reporting, and more.☆62Updated last week
- getSymbols() reboot☆17Updated 8 months ago
- R package for mixed frequency time series data analysis.☆77Updated 3 months ago
- An R package for using mixed-frequency GARCH models☆71Updated 2 years ago
- Factor-Based Imputation for Missing Data☆58Updated 5 months ago
- Large t-Vector AutoRegressive models with volatility spillovers and networks. Code of the paper Barbaglia, Croux, Wilms (2020) "Volatilit…☆19Updated 4 years ago
- Econometric Analysis of Explosive Time Series☆29Updated last year
- This is a read-only mirror of the CRAN R package repository. PerformanceAnalytics — Econometric Tools for Performance and Risk Analysis…☆16Updated 7 months ago
- Functions and replication files for Peter Phillips and Zhentao Shi (2021): "Boosting: Why You Can Use the HP Filter"☆29Updated 2 years ago
- Bayesian Inference for Global Vector Autoregressive (GVAR) and Global Vector Error Correction (GVEC) Models☆17Updated last year
- R package for Mixed-Frequency Bayesian VARs☆41Updated 4 years ago
- Penalized Quantile Regression☆15Updated 5 months ago
- packages for Peter Phillips and Zhentao Shi (2018): "Boosting the Hodrick-Prescott Filter"☆12Updated 2 years ago
- Set of R functions for high-dimensional econometrics☆35Updated 5 years ago
- R code for the IMF edX course on Macroeconomic Forecasting☆15Updated 9 years ago
- ☆74Updated 7 months ago
- R package to estimate time-varying coefficient regressions☆19Updated last year
- Trying to get "Large Time-Varying Parameter VAR" of Koop & Kurubillis (2013) done in R.☆24Updated 7 years ago
- ☆11Updated 5 months ago
- Code for "Methodological Uncertainty in Portfolio Sorts".☆18Updated last year
- Lexicon-based Sentiment Analysis for Economic and Financial Applications in R☆24Updated last year
- Diebold & Yilmaz method, DCC-Garch method on composite indicies. 2009-2019☆21Updated 5 years ago