fGarch swMATH ID: 9994 Software Authors: Diethelm Würtz: Yohan Chalabi; Michal Miklovic, Chris Boudt, Pierre Chausse and others Description: R package fGarch: Rmetrics - Autoregressive Conditional Heteroskedastic Modelling: Environment for teaching ”Financial Engineering and Computational Finance” Homepage: http://cran.r-project.org/web/packages/fGarch/index.html Source Code: https://github.com/cran/fGarch Dependencies: R Related Software: R; RMetrics; Rugarch; tseries; forecast; zoo; Rcpp; stochvol; xts; quantmod; JADE; FitAR; astsa; CASdatasets; fBasics; snow; TSA; CODA; DEoptim; numDeriv Cited in: 24 Documents all top 5 Cited by 54 Authors 3 Nordhausen, Klaus 2 Arratia, Argimiro A. 2 Punzo, Antonio 1 Afuecheta, Emmanuel 1 Araújo Santos, Paulo 1 Bagnato, Luca 1 Barber, Stuart 1 Bee, Marco 1 Chan, Stephen Chi-fai 1 Chen, YiNing 1 Coin, Daniele 1 Czado, Claudia 1 Dickson, Maria Michela 1 Dorador, Albert 1 Drees, Holger 1 Enayatifar, Rasul 1 Eslami, Tayyebeh 1 Filzmoser, Peter 1 Fischer, Gregor 1 Fisher, Thomas J. 1 Fraga Alves, M. Isabel 1 Girard, Stéphane 1 Gneiting, Tilmann 1 Guimarães, Frederico Gadelha 1 Javedani Sadaei, Hossein 1 Kiatmanaroch, T. 1 Klar, Bernhard 1 Lindner, Franziska 1 Mahmud, Maqsood 1 Maruotti, Antonello 1 Matilainen, Markus 1 Meintanis, Simos G. 1 Milan, Zoka 1 Mirzaei Talarposhti, Fatemeh 1 Nadarajah, Saralees 1 Nicolau, Pedro G. 1 Oja, Hannu 1 Ranjan, Roopesh 1 Rolling, Craig A. 1 Rue, Håvard 1 Santi, Flavio 1 Segers, Johan 1 Sørbye, Sigrunn Holbek 1 Sriboonchitta, Songsak 1 Stupfler, Gilles 1 Sun, Zequn 1 Taylor, Charles C. 1 Tomarchio, Salvatore D. 1 Tsay, Ruey S. 1 Usseglio-Carleve, Antoine 1 Warchoł, Michał 1 Yang, Yuhong 1 Zhang, Yongli 1 Zhao, Xin all top 5 Cited in 22 Serials 2 Computational Statistics and Data Analysis 2 Journal of Applied Statistics 1 Scandinavian Journal of Statistics 1 Journal of Econometrics 1 Journal of Multivariate Analysis 1 Insurance Mathematics & Economics 1 Statistics & Probability Letters 1 International Journal of Approximate Reasoning 1 Economics Letters 1 Journal of Statistical Computation and Simulation 1 Statistical Papers 1 Statistical Inference for Stochastic Processes 1 Quantitative Finance 1 Thai Journal of Mathematics 1 Statistical Methods and Applications 1 Lecture Notes in Statistics 1 Advances in Data Analysis and Classification. ADAC 1 Electronic Journal of Statistics 1 Mathematical Geosciences 1 Statistics and Computing 1 Atlantis Studies in Computational Finance and Financial Engineering 1 Wiley Series in Probability and Statistics all top 5 Cited in 7 Fields 21 Statistics (62-XX) 10 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 4 Probability theory and stochastic processes (60-XX) 2 Numerical analysis (65-XX) 2 Operations research, mathematical programming (90-XX) 1 Geophysics (86-XX) 1 Biology and other natural sciences (92-XX) Citations by Year