cran / rugarchLinks
This is a read-only mirror of the CRAN R package repository. rugarch — Univariate GARCH Models. Homepage: https://github.com/alexiosg/rugarch
☆29Updated last month
Alternatives and similar repositories for rugarch
Users that are interested in rugarch are comparing it to the libraries listed below
Sorting:
- R package for mixed frequency time series data analysis.☆78Updated 4 months ago
- ☆93Updated 2 months ago
- ☆227Updated 7 months ago
- R package for Dynamic Factor Models with mixed frequencies and unbalanced panel☆102Updated 3 years ago
- Fast rolling and expanding window statistics in [R] using single-pass algorithms☆68Updated 8 years ago
- Univariate GARCH models in R☆28Updated last month
- quant, financial data, economic data☆63Updated 2 weeks ago
- R package for Mixed-Frequency Bayesian VARs☆42Updated 4 years ago
- An R package for using mixed-frequency GARCH models☆71Updated 2 years ago
- This is a read-only mirror of the CRAN R package repository. rmgarch — Multivariate GARCH Models. Homepage: http://www.unstarched.net, …☆15Updated 2 years ago
- Penalized Quantile Regression☆15Updated 5 months ago
- R interface to the QuantLib library☆128Updated 3 months ago
- KFAS: R Package for Exponential Family State Space Models☆68Updated 2 months ago
- Repository for GARCH tutorial paper in RAC☆31Updated 4 years ago
- GAS models☆34Updated 4 years ago
- ☆46Updated 9 years ago
- Toolkit for the estimation of hierarchical Bayesian vector autoregressions. Implements hierarchical prior selection for conjugate priors …☆56Updated 8 months ago
- Extensible time series class that provides uniform handling of many R time series classes by extending zoo.☆220Updated this week
- CRAN Task View: Empirical Finance☆57Updated last month
- tsDyn☆34Updated 9 months ago
- R package interfacing the Bloomberg API from https://www.bloomberglabs.com/api/☆170Updated 4 months ago
- ☆76Updated 7 months ago
- R package factorAnalytics developed during Google Summer of Code 2016☆24Updated 6 years ago
- Multivariate Time Series Models: VAR, SVAR and SVEC☆45Updated 3 years ago
- ☆45Updated 11 years ago
- ☆42Updated 4 years ago
- MSGARCH R Package☆80Updated 2 years ago
- Fast and efficient computation of rolling and expanding statistics for time-series data.☆117Updated last week
- ☆42Updated 7 years ago
- An R modeling language for convex optimization problems.☆210Updated 8 months ago