Auxiliary Time Series FunctionsUpdated 2 days ago

Alexios Galanos

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Auxiliary Time Series FunctionsUpdated 5 days ago

Alexios Galanos

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Constant correlation testUpdated 4 months ago

Alexios Galanos

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tsmarch demoUpdated 4 months ago

Alexios Galanos

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Feasible Multivariate GARCH ModelsUpdated 5 months ago

Alexios Galanos

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Time Series TestsUpdated 5 months ago

Alexios Galanos

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BenchmarkUpdated 6 months ago

Alexios Galanos

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GARCH ModelsUpdated 6 months ago

Alexios Galanos

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Package DemoUpdated 6 months ago

Alexios Galanos

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Estimation DemoUpdated 7 months ago

Alexios Galanos

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Location Scale DistributionsUpdated 7 months ago

Alexios Galanos

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Profile DemoUpdated 7 months ago

Alexios Galanos

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Semi-Parametric Distribution DemoUpdated 7 months ago

Alexios Galanos

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Introduction to the rugarch packageUpdated 8 months ago

Alexios Galanos

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RcppBessel: Rcpp Bessel Interface for use with RcppUpdated 8 months ago

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Portfolio Optimization in parmaUpdated 3 years ago

Alexios Galanos

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The rmgarch models: Background and propertiesUpdated 3 years ago

Alexios Galanos

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