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12 results by maintainer "Alexios Galanos"

rugarch v1.5-4 378th by downloads

Univariate GARCH Models

Alexios Galanos 74.3K downloads/30d
Rsolnp v2.0.1 399th by downloads

General Non-Linear Optimization

Alexios Galanos 68K downloads/30d
rmgarch v1.4-2 651st by downloads

Multivariate GARCH Models

Alexios Galanos 28.8K downloads/30d
tsdistributions v1.0.3 3899th by downloads

Location Scale Standardized Distributions

Alexios Galanos 915 downloads/30d
tsmethods v1.0.3 4379th by downloads

Time Series Methods

Alexios Galanos 795 downloads/30d
tstests v1.0.1 4396th by downloads

Time Series Goodness of Fit and Forecast Evaluation Tests

Alexios Galanos 791 downloads/30d
tsmarch v1.0.0 4889th by downloads

Multivariate ARCH Models

Alexios Galanos 714 downloads/30d
tsgarch v1.0.3 9417th by downloads

Univariate GARCH Models

Alexios Galanos 334 downloads/30d
RcppBessel v1.0.1 9806th by downloads

Bessel Functions Rcpp Interface

Alexios Galanos 318 downloads/30d
parma v1.7 9919th by downloads

Portfolio Allocation and Risk Management Applications

Alexios Galanos 314 downloads/30d
tsaux v1.0.0 10594th by downloads

Time Series Forecasting Auxiliary Functions

Alexios Galanos 292 downloads/30d
tsissm v1.0.2 15218th by downloads

Linear Innovations State Space Unobserved Components Model

Alexios Galanos 212 downloads/30d