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.

Projects: cran: fGarch

https://packages.ecosyste.ms/registries/cran.r-project.org/packages/fGarch

Rmetrics - Autoregressive Conditional Heteroskedastic Modelling
22 versions
Latest release: 11 months ago
35 dependent packages
10,662 downloads last month

Papers Mentioning fGarch 3

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
Software Mentions: 5
Published: almost 4 years ago
10.1111/jtsa.12505
Extracting Conditionally Heteroskedastic Components using Independent Component Analysis
Cited by: 8
Author(s): Jorma K. Miettinen, Markus Matilainen, Klaus Nordhausen, Sara Taskinen
Software Mentions: 3
Published: about 5 years ago
10.3390/e22050578
Hybrid CUSUM Change Point Test for Time Series with Time-Varying Volatilities Based on Support Vector Regression
Cited by: 6
Author(s): Sangyeol Lee, Chang Kyeom Kim, Sangjo Lee
Software Mentions: 2
Published: over 4 years ago