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Shujie Li

2 packages 1 year on CRAN
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717

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717

Last 90 days

717

Last year

Top Packages by Downloads

fEGarch
467
ufRisk
250

Recent Activity

fEGarch new v1.0.6 Mar 10, 2026

SM/LM EGARCH & GARCH, VaR/ES Backtesting & Dual LM Extensions

ufRisk new v1.0.7 Mar 10, 2026

Risk Measure Calculation in Financial TS

Co-authored Packages

1 package

Package Version
ufRisk 1.0.7

Contributions

1 package

Package Version
fEGarch 1.0.6