• basta

  • Referenced in 9 articles [sw29265]
  • processes. The emergence of the recent financial crisis, during which markets frequently underwent changes ... importance of non-stationary modelling in financial time series. Motivated by this observation, we propose ... major events of the recent financial crisis. Although the method is easy to implement, ready...
  • DEA

  • Referenced in 231 articles [sw00194]
  • Data Envelopment Analysis (DEA) is becoming an increasingly...
  • Matlab

  • Referenced in 10782 articles [sw00558]
  • MATLAB® is a high-level language and interactive...
  • R

  • Referenced in 6934 articles [sw00771]
  • R is a language and environment for statistical...
  • CAViaR

  • Referenced in 127 articles [sw04424]
  • CAViaR: Conditional autoregressive value at risk by regression...
  • ASA

  • Referenced in 72 articles [sw04736]
  • Adaptive Simulated Annealing (ASA) is a C-language...
  • np

  • Referenced in 73 articles [sw10543]
  • Nonparametric Econometrics: The np Package. We describe the...
  • QRM

  • Referenced in 566 articles [sw11358]
  • R package QRM: Provides R-language Code to...
  • visone

  • Referenced in 11 articles [sw12042]
  • Analysis and Visualization of Social Networks. We describe...
  • Dynare

  • Referenced in 67 articles [sw12305]
  • Dynare is a software platform for handling a...
  • tsbridge

  • Referenced in 152 articles [sw12354]
  • tsbridge: Calculate normalising constants for Bayesian time series...
  • plfit

  • Referenced in 157 articles [sw23186]
  • plfit: Fitting power-law distributions to empirical data...
  • wmtsa

  • Referenced in 112 articles [sw24268]
  • R package wmtsa: Wavelet Methods for Time Series...
  • Dowd

  • Referenced in 24 articles [sw25415]
  • R package Dowd: Functions Ported from ’MMR2’ Toolbox...