Projects: cran: rmgarch
https://packages.ecosyste.ms/registries/cran.r-project.org/packages/rmgarch
Multivariate GARCH Models
10 versions
Latest release: about 4 years ago
2 dependent packages
13,552 downloads last month
Enhanced Analysis
Repository Activity:
Repository Owner:
Alexios Galanos (user)
README Analysis:
Science Score: 85/100
Starting Score: 100 points
Bonuses:
-
+10
Science terms in README
5 scientific terms found in README
Penalties:
-
-15
No science keywords
No scientific terms found in keywords/classifiers
Very Likely Science (85)
Papers Mentioning rmgarch 3
10.1371/journal.pone.0249857
Multistage allocation problem for Mexican pension fundsCited by: 1
Author(s): Andrés García-Medina, Norberto A. Hernández-Leandro, Graciela González-Farı́as, Nelson Muriel
Software Mentions: 6
Published: almost 5 years ago
10.1007/s41109-017-0031-6
Dynamic correlation network analysis of financial asset returns with network clusteringCited by: 13
Author(s): Takashi Isogai
Software Mentions: 1
Published: almost 9 years ago
10.1007/s41109-016-0008-x
Building a dynamic correlation network for fat-tailed financial asset returnsCited by: 8
Author(s): Takashi Isogai
Software Mentions: 1
Published: over 9 years ago