Packages by Alexios Galanos

RcppBessel — 1.0.0

Bessel Functions Rcpp Interface

Rsolnp — 1.16

General Non-Linear Optimization

parma — 1.7

Portfolio Allocation and Risk Management Applications

rmgarch — 1.3-9

Multivariate GARCH Models

rugarch — 1.5-3

Univariate GARCH Models

spd — 2.0-1

Semi Parametric Distribution

tsaux — 1.0.0

Time Series Forecasting Auxiliary Functions

tsdistributions — 1.0.3

Location Scale Standardized Distributions

tsgarch — 1.0.3

Univariate GARCH Models

tsissm — 1.0.1

Linear Innovations State Space Unobserved Components Model

tsmarch — 1.0.0

Multivariate ARCH Models

tsmethods — 1.0.2

Time Series Methods

tstests — 1.0.1

Time Series Goodness of Fit and Forecast Evaluation Tests