Testing for bubbles with R
☆20Oct 19, 2019Updated 6 years ago
Alternatives and similar repositories for rtadfr
Users that are interested in rtadfr are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- I use TVP-VAR methodology with a stochastic volatility model to investigate the forecasting performance on macroeconomic variables. In pa…☆10Nov 17, 2019Updated 6 years ago
- TVP VAR Workshop☆14Feb 26, 2020Updated 6 years ago
- Replication and extension of paper on Conditional Value at Risk (CoVaR) by Adrian and Brunnermeier.☆22Nov 14, 2020Updated 5 years ago
- Heterogeneous Autoregressive model of Realized Volatility (HAR-RV), introduced by F Corsi (2009).☆11Sep 18, 2020Updated 5 years ago
- The Value at Risk (VaR) calculation, Python version☆10Nov 1, 2019Updated 6 years ago
- Wordpress hosting with auto-scaling - Free Trial • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- A terribly-simple data base for time series☆14Mar 25, 2026Updated 2 weeks ago
- Scalable implementation of Lee / Mykland (2012), Ait-Sahalia / Jacod (2012) and Ait-Sahalia / Jacod / Li (2012) Jump tests for noisy hig…☆13Jan 21, 2022Updated 4 years ago
- Inference for Gaussian copula factor models and its application to causal discovery.☆14Feb 11, 2020Updated 6 years ago
- [Quantitative Finance 2019] Sovereign Risk Zones in Europe During and After the Debt Crisis☆12May 12, 2020Updated 5 years ago
- Using three approaches to calculate Value at Risk and Conditional Value at Risk of a portfolio of assets.☆13Apr 24, 2020Updated 5 years ago
- ARMA-GARCH Mixture Copula Mean-CVaR portfolio optimization project.☆28Jan 28, 2021Updated 5 years ago
- CoVaR estimation via quantile regression☆27Jan 30, 2018Updated 8 years ago
- Bayesian Estimation of a TVP-VAR Model☆19Jun 5, 2018Updated 7 years ago
- Bayesian SVARs with Sign, Zero, and Narrative Restrictions☆29Jun 25, 2025Updated 9 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.
- This is a read-only mirror of the CRAN R package repository. PerformanceAnalytics — Econometric Tools for Performance and Risk Analysis…☆16Updated this week
- R package to download Prof. Kenneth French data sets☆14Mar 22, 2024Updated 2 years ago
- Bayesian Inference for Global Vector Autoregressive (GVAR) and Global Vector Error Correction (GVEC) Models☆18Aug 31, 2023Updated 2 years ago
- ☆10Jan 26, 2025Updated last year
- GARCH models estimated using autodiff.☆19Mar 14, 2026Updated last month
- Enhanced Portfolio Optimization (EPO)☆18Mar 5, 2024Updated 2 years ago
- An R package for extreme quantile regression with random forests☆12Dec 2, 2024Updated last year
- Econometric Analysis of Explosive Time Series☆31Sep 19, 2025Updated 6 months ago
- Univariate GARCH models in R☆32Mar 13, 2026Updated last month
- 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.
- The Bayesian Estimation, Analysis and Regression toolbox (BEAR) is a comprehensive (Bayesian Panel) VAR toolbox for forecasting and polic…☆128Mar 23, 2026Updated 3 weeks ago
- R package for fitting dynamic panel models with maximum likelihood☆16Apr 6, 2026Updated last week
- Penalized Poisson Pseudo Maximum Likelihood☆14Feb 10, 2025Updated last year
- ☆13Dec 7, 2025Updated 4 months ago
- packages for Peter Phillips and Zhentao Shi (2018): "Boosting the Hodrick-Prescott Filter"☆12Nov 2, 2022Updated 3 years ago
- Dynamic factor model estimation for R☆25Oct 17, 2022Updated 3 years ago
- Time series forecasting with Lasso-type shrinkage methods☆12Oct 28, 2025Updated 5 months ago
- RBA's MARTIN Macroeconometric Model of the Australian Economy☆26Jul 13, 2021Updated 4 years ago
- Elements of Financial Risk Management in Python☆12Jan 10, 2021Updated 5 years ago
- Serverless GPU API endpoints on Runpod - Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- Forecasting for mlr3☆22Aug 16, 2024Updated last year
- R Package for data driven SVAR identification of impulse response functions☆55Oct 18, 2025Updated 5 months ago
- R package for fitting the partially cointegrated model☆15Feb 26, 2023Updated 3 years ago
- Engle-Granger cointegration models in R☆18Feb 27, 2023Updated 3 years ago
- Trying to get "Large Time-Varying Parameter VAR" of Koop & Kurubillis (2013) done in R.☆27Jan 25, 2018Updated 8 years ago
- 致力于多因子，AI策略，可盈利模型的研究☆12Apr 14, 2023Updated 3 years ago
- R package for Bayesian Vector Autoregression☆34Jul 2, 2020Updated 5 years ago