Ecosyste.ms: Papers
An open API service providing mapping between scientific papers and software projects that are mentioned in them.
All mentions data is based on the CZI Software Mentions dataset.
Papers: 10.1371/journal.pone.0239652
https://doi.org/10.1371/journal.pone.0239652
Compound distributions for financial returns
Cited by: 4
Author(s): Emmanuel Afuecheta, Artur Semeyutin, Stephen Chan, Saralees Nadarajah, Diego Andrés Pérez Ruiz
Published: about 4 years ago
Software Mentions 5
cran: fGarch
Rmetrics - Autoregressive Conditional Heteroskedastic ModellingPapers that mentioned: 3
cran: VaRES
Computes Value at Risk and Expected Shortfall for over 100 Parametric DistributionsPapers that mentioned: 1