rugarch
by alexiosg
Univariate GARCH models in R
AI summary
Volatility modeler
A comprehensive R package for modeling and analyzing financial time series volatility
- stars
- 24
- forks
- 5
- watching
- 2
- awesome list
- 1
Similar projects
Found by comparing what the projects do, not just their names.
GARCH models library
Provides a set of multivariate GARCH models for financial time series analysis and forecasting
GARCH modeler
An R package providing a unified framework for modeling and analyzing financial time series data with GARCH models
bashtage/arch1.3K
Volatility analyzer
Provides tools and models for analyzing financial time series and detecting patterns in volatility.
Statistical analysis library
A Ruby bridge to the R statistical programming environment
Volatility calculator
A Python implementation of a financial volatility model
Stochastic volatility model
An implementation of the rough Bergomi model for stochastic volatility and option pricing in Python.
Climate Downscaler
An R package for retrieving and downscaling climate data from the European Centre for Medium-range Weather Forecasts ReAnalysis 5 (ERA5) family.
Financial models
Provides basic financial market objects and methods to model key financial concepts in R.
Time Series Analyzer
Anomaly detection tool for multiple time series data with interactive visualization and labeling capabilities
Trend analyzer
A Python library for detecting trends in time series data and analyzing their characteristics.
Volatility models
Jupyter notebooks providing implementations of volatility models for derivatives
Portfolio analyzer
Provides tools and methods for analyzing and optimizing portfolio construction and risk management
Research toolkit
A collection of resources and examples for conducting reproducible research in analysis, dissemination, and publication
Regressor plotter
A package for adding regression curves to ggplot2 plots.
Mean plotter
A R package for plotting various measures of mean and difference in data distributions
Featured in 1 awesome list
Each link jumps to the spot where the list mentions rugarch.