Constant correlation testUpdated 2 months ago

Alexios Galanos

Rendered from constant_correlation.Rmd in tsmarch 1.0.1.
tsmarch demoUpdated 2 months ago

Alexios Galanos

Rendered from tsmarch_demo.Rmd in tsmarch 1.0.1.
Feasible Multivariate GARCH ModelsUpdated 3 months ago

Alexios Galanos

Rendered from feasible_multivariate_garch.Rmd in tsmarch 1.0.1.
Time Series TestsUpdated 4 months ago

Alexios Galanos

Rendered from tstest_introduction.Rmd in tstests 1.0.1.
BenchmarkUpdated 4 months ago

Alexios Galanos

Rendered from benchmark.Rmd in tsgarch 1.0.4.
GARCH ModelsUpdated 4 months ago

Alexios Galanos

Rendered from garch_models.Rmd in tsgarch 1.0.4.
Package DemoUpdated 4 months ago

Alexios Galanos

Rendered from demonstration.Rmd in tsgarch 1.0.4.
Estimation DemoUpdated 6 months ago

Alexios Galanos

Rendered from estimation_demo.Rmd in tsdistributions 1.0.2.
Location Scale DistributionsUpdated 6 months ago

Alexios Galanos

Rendered from location_scale_distributions.Rmd in tsdistributions 1.0.2.
Profile DemoUpdated 6 months ago

Alexios Galanos

Rendered from profile_demo.Rmd in tsdistributions 1.0.2.
Semi-Parametric Distribution DemoUpdated 6 months ago

Alexios Galanos

Rendered from spd_demo.Rmd in tsdistributions 1.0.2.
Introduction to the rugarch packageUpdated 6 months ago

Alexios Galanos

Rendered from Introduction_to_the_rugarch_package.Rnw in rugarch 1.5-3.
RcppBessel: Rcpp Bessel Interface for use with RcppUpdated 6 months ago

Alexios Galanos

Rendered from RcppBessel.Rmd in RcppBessel 1.0.0.
Portfolio Optimization in parmaUpdated 3 years ago

Alexios Galanos

Rendered from Portfolio_Optimization_in_parma.pdf.asis in parma 1.7.
The rmgarch models: Background and propertiesUpdated 3 years ago

Alexios Galanos

Rendered from The_rmgarch_models.Rnw in rmgarch 1.4-0.