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Rugarch

swMATH ID: 13784
Software Authors: Alexios Ghalanos
Description: R package rugarch: Univariate GARCH Models. ARFIMA, in-mean, external regressors and various GARCH flavors, with methods for fit, forecast, simulation, inference and plotting.
Homepage: https://cran.r-project.org/web/packages/rugarch/index.html
Dependencies: R
Related Software: R; fGarch; copula; QRM; CopulaModel; copula; rmgarch; Rcpp; DEoptim; numDeriv; tseries; vars; forecast; ghyp; CRAN; zoo; RcppArmadillo; GAS; quantmod; MASS (R)
Referenced in: 44 Publications
all top 5

Referenced by 110 Authors

2 Drenovak, Mikica
2 Hofert, Marius
2 Jelic, Ranko
2 Nagler, Thomas
2 Punzo, Antonio
2 Rankovic, Vladimir
2 Urošević, Branko V.
1 Afuecheta, Emmanuel
1 Antulov-Fantulin, Nino
1 Arbenz, Philipp
1 Augustyniak, Maciej
1 Bagnato, Luca
1 Barber, Stuart
1 Bee, Marco
1 Bellini, Fabio
1 Birr, Stefan
1 Bollmann, Laslo
1 Boudt, Kris
1 Cambou, Mathieu
1 Chan, Stephen Chi-fai
1 Czado, Claudia
1 Dette, Holger
1 Dickson, Maria Michela
1 Ehlert, Andree
1 Elatraby, Amr Ibrahim Abdelrahman
1 Elwaqdy, Ahmed Fathy Abdelaal
1 Engler, David A.
1 Erhardt, Robert J.
1 Fan, Jianqing
1 Fiebig, Ulf-Rainer
1 Figà-Talamanca, Gianna
1 Fisher, Thomas J.
1 Frazier, David T.
1 Giacalone, Massimiliano
1 Godin, Frédéric
1 Guhr, Thomas
1 Guo, Tian
1 Gurgul, Henryk
1 Hamel, Emmanuel
1 Iacus, Stefano Maria
1 Ivanović, Miloš
1 Janßen, Anja
1 Jaschke, Stefan R.
1 Jiménez, Inés
1 Kley, Tobias
1 Köchling, Gerrit
1 Kojadinovic, Ivan
1 Krüger, Daniel
1 Lemieux, Christiane
1 Li, Han
1 Li, Jianfeng
1 Lillo, Fabrizio
1 Luu, Hong Anh
1 Mächler, Martin Beat
1 Machno, Artur
1 Maneesoonthorn, Worapree
1 Martin, Gael M.
1 Maruotti, Antonello
1 McCabe, Brendan P. M.
1 Mercuri, Lorenzo
1 Milan, Zoka
1 Min, Aleksey
1 Mora-Valencia, Andrés
1 Müller, Dominik
1 Nadarajah, Saralees
1 Okhrin, Ostap
1 Ozan Evkaya, O.
1 Patacca, Marco
1 Perote, Javier
1 Posch, Peter N.
1 Ramasubramanian, Karthik
1 Regis, Marta
1 Robert, Christian P. Robert
1 Rroji, Edit
1 Ruan, Qingsong
1 Santi, Flavio
1 Schäfer, Rudi
1 Scherer, Matthias
1 Schlather, Martin
1 Schmidtke, Philipp
1 Schmitt, Thilo A.
1 Selcuk-Kestel, A. Sevtap
1 Serra, Paulo
1 Singh, Abhay Kumar
1 Singh, Ajay Shankar
1 Sun, Zequn
1 Tang, Qihe
1 Taniguchi, Yoshihiro
1 Taşpınar, Süleyman
1 Taylor, Charles C.
1 Tomarchio, Salvatore D.
1 van den Heuvel, Edwin R.
1 Vatter, Thibault
1 Vijverberg, Chu-Ping C.
1 Vijverberg, Wim P. M.
1 Volgushev, Stanislav
1 Waltz, Martin
1 Wang, Chuansheng
1 Xu, Dinghai
1 Xu, Maochao
...and 10 more Authors

Referencing Publications by Year