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: rmgarch

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

Multivariate GARCH Models
10 versions
Latest release: almost 3 years ago
2 dependent packages
13,552 downloads last month

Papers Mentioning rmgarch 3

10.1371/journal.pone.0249857
Multistage allocation problem for Mexican pension funds
Cited by: 1
Author(s): Andrés García-Medina, Norberto A. Hernández-Leandro, Graciela González-Farı́as, Nelson Muriel
Software Mentions: 6
Published: over 3 years ago
10.1007/s41109-017-0031-6
Dynamic correlation network analysis of financial asset returns with network clustering
Cited by: 13
Author(s): Takashi Isogai
Software Mentions: 1
Published: over 7 years ago
10.1007/s41109-016-0008-x
Building a dynamic correlation network for fat-tailed financial asset returns
Cited by: 8
Author(s): Takashi Isogai
Software Mentions: 1
Published: over 8 years ago