R Package Scholar
241,138

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

Dominik Schulz  Yuanhua Feng  Christian Peitz ),  Oliver Kojo Ayensu  Thomas Gries  Sikandar Siddiqui (Deloitte Audit Analytics GmbH  Frankfurt,  Germany),  Shujie Li   View description and downloadsView dependenciesGitHub project

2025 Published
0 Citations
9 Authors
1 Revisions
1.0.4 Version
GPL-3 License
Referenced by ⇅ Year

RPKG Scholar presents a tabulation of an author's contribution in the development of R packages stored in the Comprehensive R Archive Network (CRAN). Within this site, we consider package dependencies (suggests,imports,depends,enhances) as citations because we believe that using one's package to develop another is tantamount to citing the author of the package being imported, suggested or enhanced.

rpkg.net © 2022 - 2026 Obi Obianom