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: evd
Functions for Extreme Value Distributions
Papers that mentioned: 8
cran: fGarch
Rmetrics - Autoregressive Conditional Heteroskedastic Modelling
Papers that mentioned: 3
cran: nonnest2
Tests of Non-Nested Models
Papers that mentioned: 4
cran: rugarch
Univariate GARCH Models
Papers that mentioned: 4
cran: VaRES
Computes Value at Risk and Expected Shortfall for over 100 Parametric Distributions
Papers that mentioned: 1