tseries swMATH ID: 4509 Software Authors: Adrian Trapletti Description: R package tseries: Time series analysis and computational finance , Package for time series analysis and computational finance Homepage: http://cran.r-project.org/web/packages/tseries/ Source Code: https://github.com/cran/tseries Operating Systems: Linux, Windows, MacOS X Dependencies: R (≥ 2.10.0), quadprog, stats, zoo Keywords: econometrics; environmetrics; finance; time series; R Related Software: R; forecast; zoo; xts; ggplot2; Kernlab; RMetrics; lubridate; CRAN Task Views; quantmod; nortest; fGarch; vars; Rugarch; strucchange; sandwich; timeSeries; copula; copula; dplyr Cited in: 23 Publications all top 5 Cited by 44 Authors 2 Kojadinovic, Ivan 2 Stübinger, Johannes 1 Allison, James Samuel 1 Arratia, Argimiro A. 1 Brown, Jonathon D. 1 Bücher, Axel 1 Chatfield, Chris 1 Cipra, Tomáš 1 Cowpertwait, Paul S. P. 1 Ebner, Bruno 1 Endres, Sylvia 1 Gráda, Cormac Ó. 1 Härdle, Wolfgang Karl 1 Hendrych, Radek 1 Henze, Norbert 1 Hlávka, Zdeněk 1 Iacus, Stefano Maria 1 Kelly, Morgan 1 Kleiber, Christian 1 Krauss, Christopher 1 Lin, Huazhen 1 Lykou, R. 1 Mair, Patrick 1 Mangold, Benedikt 1 Metcalfe, Andrew Viggo 1 1 Papadimitriou, Eleftheria 1 Pérez, Iván L. 1 Pretorius, Charl 1 Ramasubramanian, Karthik 1 1 Rohmer, Tom 1 San-Juan, Juan Félix 1 San-Martín, Montserrat 1 Segers, Johan 1 Tsaklidis, George M. 1 Verdier, Ghislain 1 Visagie, Jaco 1 Weiß, Christian H. 1 Xing, Haipeng 1 Yoshida, Nakahiro 1 Zeileis, Achim 1 Zhang, Shulin 1 Zhou, Qian M. all top 5 Cited in 16 Serials 4 Use R! 2 Quantitative Finance 1 Physica A 1 Annals of the Institute of Statistical Mathematics 1 Journal of Multivariate Analysis 1 Computational Statistics 1 Economic Quality Control 1 Communications in Statistics. Simulation and Computation 1 Statistical Papers 1 Mathematical Problems in Engineering 1 ALEA. Latin American Journal of Probability and Mathematical Statistics 1 Electronic Journal of Statistics 1 The Annals of Applied Statistics 1 Journal de la Société Française de Statistique 1 Atlantis Studies in Computational Finance and Financial Engineering 1 Chapman & Hall/CRC Texts in Statistical Science Series all top 5 Cited in 11 Fields 19 Statistics (62-XX) 5 Probability theory and stochastic processes (60-XX) 5 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 3 Computer science (68-XX) 3 Geophysics (86-XX) 2 Numerical analysis (65-XX) 1 General and overarching topics; collections (00-XX) 1 Partial differential equations (35-XX) 1 Mechanics of particles and systems (70-XX) 1 Operations research, mathematical programming (90-XX) 1 Biology and other natural sciences (92-XX) Citations by Year