Projects: cran: fGarch
https://packages.ecosyste.ms/registries/cran.r-project.org/packages/fGarch
Rmetrics - Autoregressive Conditional Heteroskedastic Modelling
22 versions
Latest release: over 2 years ago
35 dependent packages
10,662 downloads last month
Science Score: 93/100
Starting Score: 100 points
Bonuses:
-
+8
Academic maintainer emails
1 maintainers with academic email addresses
Penalties:
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-15
No science keywords
No scientific terms found in keywords/classifiers
Very Likely Science (93)
Papers Mentioning fGarch 3
10.1371/journal.pone.0239652
Compound distributions for financial returnsCited by: 4
Author(s): Emmanuel Afuecheta, Artur Semeyutin, Stephen Chan, Saralees Nadarajah, Diego Andrés Pérez Ruiz
Software Mentions: 5
Published: almost 6 years ago
10.1111/jtsa.12505
Extracting Conditionally Heteroskedastic Components using Independent Component AnalysisCited by: 8
Author(s): Jorma K. Miettinen, Markus Matilainen, Klaus Nordhausen, Sara Taskinen
Software Mentions: 3
Published: almost 7 years ago
10.3390/e22050578
Hybrid CUSUM Change Point Test for Time Series with Time-Varying Volatilities Based on Support Vector RegressionCited by: 6
Author(s): Sangyeol Lee, Chang Kyeom Kim, Sangjo Lee
Software Mentions: 2
Published: about 6 years ago