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FinTS

swMATH ID: 11125
Software Authors: Spencer Graves
Description: FinTS: Companion to Tsay (2005) Analysis of Financial Time Series. R companion to Tsay (2005) Analysis of Financial Time Series, 2nd ed. (Wiley). Includes data sets, functions and script files required to work some of the examples. Version 0.3-x includes R objects for all data files used in the text and script files to recreate most of the analyses in chapters 1-3 and 9 plus parts of chapters 4 and 11.
Homepage: http://cran.r-project.org/web/packages/FinTS/index.html
Dependencies: R
Related Software: R; astsa; fda (R); QRM; StFinMetrics; longmemo; tseries; forecast; CAViaR; TSA; wmtsa; glasso; BayesDA; SsfPack; dynlm; tsDyn; ROCR; vars; Rugarch; ElemStatLearn
Referenced in: 196 Publications

Standard Articles

1 Publication describing the Software, including 1 Publication in zbMATH Year
Analysis of financial time series. 2nd ed. Zbl 1086.91054
Tsay, Ruey S.
2005
all top 5

Referenced by 403 Authors

7 Tsay, Ruey S.
5 Wu, Wei Biao
4 Jirak, Moritz
4 Xia, Qiang
3 Chen, Rong
3 Gerlach, Richard H.
3 Goel, Anubha
3 Horváth, Lajos
3 Li, Wai Keung
3 Lillo, Fabrizio
3 Mazzarisi, Piero
3 Thavaneswaran, Aerambamoorthy
3 Tong, Howell
3 Zhou, Zhou
2 Ando, Tomohiro
2 Aue, Alexander
2 Chan, Ngai Hang
2 Chen, Cathy W. S.
2 Delage, Erick
2 Duchesne, Pierre
2 Eliazar, Iddo I.
2 Figà-Talamanca, Gianna
2 Gangammanavar, Harsha
2 Gauvin, Charles
2 Gendreau, Michel
2 Hwang, Sun Young
2 Kokoszka, Piotr S.
2 Kung, James J.
2 Liu, Jinshan
2 Liu, Shuangzhe
2 Liu, Zhi
2 Mehra, Aparna
2 Michailidis, George C.
2 Pan, Jiazhu
2 Patacca, Marco
2 Reimherr, Matthew L.
2 Rombouts, Jeroen V. K.
2 Schmid, Wolfgang
2 Sharma, Amita
2 Shlesinger, Michael F.
2 Zhang, Zhiqiang
1 Aduda, Jane Akinyi
1 Akyildiz, Ömer Deniz
1 Alcock, Jamie
1 Alj, Abdelkamel
1 Alonso-Marroquin, Fernando
1 Aminnayeri, Majid
1 Andreou, Panayiotis Ch.
1 Appadoo, S. S.
1 Aramideh, Soroush
1 Araveeporn, Autcha
1 Aravkin, Aleksandr Y.
1 Ardekani, Arezoo M.
1 Arias-Calluari, Karina
1 Asai, Manabu
1 Aste, Tomaso
1 Ataei, Masoud
1 Ayele, Amare Wubishet
1 Bacon, Philip J.
1 Baek, Jee Seon
1 Bagnato, Luca
1 Bai, Anfen
1 Balestrassi, Pedro Paulo
1 Banerjee, Supriya
1 Bárdossy, András
1 Barucca, Paolo
1 Basawa, Ishwar V.
1 Bauwens, Luc Claude A.
1 Bekiros, Stelios D.
1 Berardi, V. L.
1 Bhattacharyya, Malay
1 Bilionis, Ilias
1 Bodnar, Taras
1 Borovkova, Svetlana
1 Bose, Mahua
1 Boshnakov, Georgi N.
1 Brockwell, Anthony E.
1 Burczyński, Tadeusz S.
1 Burke, Gerard J.
1 Burke, James V.
1 Burrage, Kevin
1 Cai, Zongwu
1 Campajola, Carlo
1 Cao, Jinde
1 Cascone, Marcos Henrique
1 Ceyhan, Elvan
1 Chabot-Hallé, Dominique
1 Chan, Jennifer So Kuen
1 Chan, Kung-Sik
1 Chan, Wai-Sum
1 Chang, Changgee
1 Chang, Kuang-Chao
1 Chang, Ya-Mei
1 Charalambous, Chris
1 Chaudhary, Abhishek
1 Chen, Likai
1 Chen, Shengyuan
1 Cheon, Sooyoung
1 Choi, Hyemi
1 Choi, Hyunhee
...and 303 more Authors
all top 5

Referenced in 87 Serials

13 Computational Statistics and Data Analysis
8 Journal of Time Series Analysis
7 Mathematics and Computers in Simulation
7 European Journal of Operational Research
7 Quantitative Finance
6 The Annals of Statistics
6 Journal of Econometrics
6 Statistics & Probability Letters
5 Physica A
5 Journal of Multivariate Analysis
4 Journal of Statistical Planning and Inference
4 Journal of Applied Statistics
4 Econometric Theory
4 North American Actuarial Journal
3 Journal of the American Statistical Association
3 Journal of Economic Dynamics & Control
3 Journal of Probability and Statistics
3 Wiley Series in Probability and Statistics
2 Journal of Statistical Physics
2 Mathematical and Computer Modelling
2 Annals of Operations Research
2 Computational Statistics
2 Journal of Statistical Computation and Simulation
2 Stochastic Processes and their Applications
2 Statistical Papers
2 Statistica Sinica
2 Bernoulli
2 The Econometrics Journal
2 Decisions in Economics and Finance
2 Journal of Machine Learning Research (JMLR)
2 Computational Management Science
2 Journal of Forecasting
2 Journal of the Korean Statistical Society
2 Electronic Journal of Statistics
2 Statistics and Computing
1 The Canadian Journal of Statistics
1 Journal of the Franklin Institute
1 Mathematical Biosciences
1 Nonlinearity
1 Physics Reports
1 Bulletin of Mathematical Biology
1 The Annals of Probability
1 Automatica
1 Biometrika
1 Information Sciences
1 Journal of Computational and Applied Mathematics
1 Journal of the Operational Research Society
1 Statistica Neerlandica
1 Acta Mathematicae Applicatae Sinica. English Series
1 Econometric Reviews
1 International Journal of Approximate Reasoning
1 Journal of Theoretical Probability
1 Science in China. Series A
1 Economics Letters
1 Automation and Remote Control
1 Communications in Statistics. Simulation and Computation
1 Linear Algebra and its Applications
1 Computational Economics
1 Test
1 SIAM Journal on Scientific Computing
1 INFORMS Journal on Computing
1 Mathematical Problems in Engineering
1 Optimization Methods & Software
1 Studies in Nonlinear Dynamics and Econometrics
1 Australian & New Zealand Journal of Statistics
1 Chaos
1 Journal of the Royal Statistical Society. Series B. Statistical Methodology
1 Journal of the Royal Statistical Society. Series C. Applied Statistics
1 Extremes
1 Statistical Inference for Stochastic Processes
1 Communications in Nonlinear Science and Numerical Simulation
1 Computational Geosciences
1 Applied Stochastic Models in Business and Industry
1 Statistical Modelling
1 Multiscale Modeling & Simulation
1 Thai Journal of Mathematics
1 Journal of Statistical Mechanics: Theory and Experiment
1 Statistics: Textbooks and Monographs
1 Optimization Letters
1 Journal of Statistical Theory and Practice
1 The Annals of Applied Statistics
1 Advances in Mathematical Physics
1 Annals of Finance
1 Journal of Time Series Econometrics
1 Springer Series in Statistics
1 Journal of Mathematics
1 Use R!

Referencing Publications by Year