Package DemoUpdated 13 days ago

Alexios Galanos

Rendered from demonstration.Rmd in tsgarch 1.0.4.
SOLNP Test SuiteUpdated 11 months ago

Alexios Galanos

Rendered from test_suite.Rmd in Rsolnp 2.0.2.
Introduction to SOLNP ver 2.0.0Updated 12 months ago

Alexios Galanos

Rendered from introduction.Rmd in Rsolnp 2.0.2.
Automatic Selection and EnsemblingUpdated 1 years ago

Alexios Galanos

Rendered from demo_ensembling.Rmd in tsissm 1.0.2.
The Innovations State Space ModelUpdated 1 years ago

Alexios Galanos

Rendered from issm_introduction.Rmd in tsissm 1.0.2.
Regular Spacings and SeasonalityUpdated 1 years ago

Alexios Galanos

Rendered from demo_missing_data.Rmd in tsissm 1.0.2.
Filtering and PredictionUpdated 1 years ago

Alexios Galanos

Rendered from demo_filtering.Rmd in tsissm 1.0.2.
Variance DynamicsUpdated 1 years ago

Alexios Galanos

Rendered from demo_variance_dynamics.Rmd in tsissm 1.0.2.
Auxiliary Time Series FunctionsUpdated 1 years ago

Alexios Galanos

Rendered from Introduction.Rmd in tsaux 1.0.0.
Constant correlation testUpdated 1 years ago

Alexios Galanos

Rendered from constant_correlation.Rmd in tsmarch 1.0.3.
tsmarch demoUpdated 1 years ago

Alexios Galanos

Rendered from tsmarch_demo.Rmd in tsmarch 1.0.3.
Feasible Multivariate GARCH ModelsUpdated 2 years ago

Alexios Galanos

Rendered from feasible_multivariate_garch.Rmd in tsmarch 1.0.3.
Time Series TestsUpdated 2 years ago

Alexios Galanos

Rendered from tstest_introduction.Rmd in tstests 1.0.2.
BenchmarkUpdated 2 years ago

Alexios Galanos

Rendered from benchmark.Rmd in tsgarch 1.0.4.
GARCH ModelsUpdated 2 years ago

Alexios Galanos

Rendered from garch_models.Rmd in tsgarch 1.0.4.
Estimation DemoUpdated 2 years ago

Alexios Galanos

Rendered from estimation_demo.Rmd in tsdistributions 1.0.4.
Location Scale DistributionsUpdated 2 years ago

Alexios Galanos

Rendered from location_scale_distributions.Rmd in tsdistributions 1.0.4.
Profile DemoUpdated 2 years ago

Alexios Galanos

Rendered from profile_demo.Rmd in tsdistributions 1.0.4.
Semi-Parametric Distribution DemoUpdated 2 years ago

Alexios Galanos

Rendered from spd_demo.Rmd in tsdistributions 1.0.4.
Introduction to the rugarch packageUpdated 2 years ago

Alexios Galanos

Rendered from Introduction_to_the_rugarch_package.Rnw in rugarch 1.5-5.
RcppBessel: Rcpp Bessel Interface for use with RcppUpdated 2 years ago

Alexios Galanos

Rendered from RcppBessel.Rmd in RcppBessel 1.0.1.
Portfolio Optimization in parmaUpdated 4 years ago

Alexios Galanos

Rendered from Portfolio_Optimization_in_parma.pdf.asis in parma 1.7.
The rmgarch models: Background and propertiesUpdated 4 years ago

Alexios Galanos

Rendered from The_rmgarch_models.Rnw in rmgarch 1.4-2.