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RMetrics

swMATH ID: 9991
Software Authors: Rmetrics Association
Description: Rmetrics Open Source Project: With hundreds of functions built on modern methods, the Rmetrics open source software combines exploratory data analysis, statistical modelling and rapid model prototyping. The R/Rmetrics packages are embedded in R, building an environment which creates a first class system for applications in teaching statistics and finance. Rmetrics covers Time Series Econometrics, Hypothesis Testing, GARCH Modelling and Volatility Forecasting, Extreme Value Theory and Copulae, Pricing of Derivatives, Portfolio Analysis, Design and Optimization, and much more.
Homepage: https://www.rmetrics.org/
Dependencies: R
Related Software: R; fGarch; fBasics; tseries; copula; copula; zoo; stabledist; xts; TTR; quantmod; evir; timeSeries; PerformanceAnalytics; fExtremes; evdbayes; texmex; SpatialExtremes; ismev; strucchange
Referenced in: 35 Publications
all top 5

Referenced by 81 Authors

2 Arratia, Argimiro A.
2 Honda, Toshio
2 Klar, Bernhard
2 Meintanis, Simos G.
2 Nordhausen, Klaus
2 Stübinger, Johannes
1 Arachchige, Chandima N. P. G.
1 Araújo Santos, Paulo
1 Ascione, Giacomo
1 Barber, Stuart
1 Bumann, C.
1 Chen, YiNing
1 Coin, Daniele
1 Czado, Claudia
1 Dorador, Albert
1 Drees, Holger
1 e Silva, W. V. M.
1 Ebner, Bruno
1 Enayatifar, Rasul
1 Endres, Sylvia
1 Eslami, Tayyebeh
1 Ferraz do Nascimento, Fernando
1 Filzmoser, Peter
1 Fischer, Gregor
1 Fisher, Thomas J.
1 Fraga Alves, M. Isabel
1 Gilleland, Eric
1 Girard, Stéphane
1 Gneiting, Tilmann
1 Grima, Pere
1 Guimarães, Frederico Gadelha
1 Hron, Karel
1 Hušková, Marie
1 Javedani Sadaei, Hossein
1 Jiménez-Gamero, María Dolores
1 Johansen, Adam M.
1 Karling, M. J.
1 Kim, Hyoung-Moon
1 Kleiber, Christian
1 Krauss, Christopher
1 Leonenko, Nikolai N.
1 Lewis, Mark Alun
1 Lindner, Franziska
1 Lopes, Sílvia R. C.
1 Machalová, Jitka
1 Mahmud, Maqsood
1 Mangold, Benedikt
1 Marco-Almagro, Lluís
1 Matilainen, Markus
1 Milan, Zoka
1 Mirzaei Talarposhti, Fatemeh
1 Monti, Gianna S.
1 Nagler, Thomas
1 Neumeyer, Natalie
1 Nicolau, Pedro G.
1 Niebuhr, Tobias
1 Oja, Hannu
1 Pirozzi, Enrica
1 Prendergast, Luke Anthony
1 Ranjan, Roopesh
1 Ribatet, Mathieu
1 Rolling, Craig A.
1 Rubio, Francisco Javier
1 Rue, Håvard
1 Sánchez-Espigares, José A.
1 Schlägel, Ulrike E.
1 Segers, Johan
1 Selk, Leonie
1 Sørbye, Sigrunn Holbek
1 Staudte, Robert G. jun.
1 Stephenson, Alec G.
1 Stupfler, Gilles
1 Sun, Zequn
1 Taylor, Charles C.
1 Tsay, Ruey S.
1 Usseglio-Carleve, Antoine
1 Warchoł, Michał
1 Yang, Yuhong
1 Zeileis, Achim
1 Zhang, Yongli
1 Zhao, Xin

Referencing Publications by Year