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FinTS

swMATH ID: 11125
Software Authors: Graves, Spencer
Description: FinTS: Companion to Tsay (2005) Analysis of Financial Time Series. R companion to Tsay (2005) Analysis of Financial Time Series, 2nd ed. (Wiley). Includes data sets, functions and script files required to work some of the examples. Version 0.3-x includes R objects for all data files used in the text and script files to recreate most of the analyses in chapters 1-3 and 9 plus parts of chapters 4 and 11.
Homepage: http://cran.r-project.org/web/packages/FinTS/index.html
Source Code:  https://github.com/cran/FinTS
Dependencies: R
Related Software: R; astsa; Rugarch; StFinMetrics; QRM; CAViaR; TSA; longmemo; fda (R); glasso; itsmr; ismev; tseries; forecast; wmtsa; BayesDA; QuantGAN; Wasserstein GAN; XGBoost; Stan
Cited in: 236 Documents

Standard Articles

1 Publication describing the Software, including 1 Publication in zbMATH Year
Analysis of financial time series. 2nd ed. Zbl 1086.91054
Tsay, Ruey S.
2005
all top 5

Cited by 510 Authors

8 Tsay, Ruey S.
5 Wu, Wei Biao
4 Chen, Rong
4 Goel, Anubha
4 Jirak, Moritz
4 Xia, Qiang
3 Gerlach, Richard H.
3 Horváth, Lajos
3 Li, Wai Keung
3 Lillo, Fabrizio
3 Mazzarisi, Piero
3 Ravishanker, Nalini
3 Schmid, Wolfgang
3 Sharma, Amita
3 Thavaneswaran, Aerambamoorthy
3 Tong, Howell
3 Wang, Jun
3 Zhou, Zhou
2 Ando, Tomohiro
2 Aue, Alexander
2 Bodnar, Taras
2 Chan, Jennifer So Kuen
2 Chan, Ngai Hang
2 Chen, Cathy W. S.
2 Delage, Erick
2 Dellaportas, Petros
2 Duchesne, Pierre
2 Eliazar, Iddo I.
2 Figà-Talamanca, Gianna
2 Gangammanavar, Harsha
2 Gauvin, Charles
2 Gendreau, Michel
2 Han, Yuefeng
2 Hwang, Sun Young
2 Kokoszka, Piotr S.
2 Kung, James J.
2 Liu, Jinshan
2 Liu, Shuangzhe
2 Liu, Zhi
2 Mahdi, Esam
2 Mehra, Aparna
2 Michailidis, George C.
2 Neumann, Michael H.
2 Pan, Jiazhu
2 Parolya, Nestor R.
2 Patacca, Marco
2 Reimherr, Matthew L.
2 Rombouts, Jeroen V. K.
2 Shang, Pengjian
2 Shlesinger, Michael F.
2 Sopipan, Nop
2 Zhang, Zhengjun
2 Zhang, Zhiqiang
1 Adjakossa, Eric
1 Aduda, Jane Akinyi
1 Akyildiz, Ömer Deniz
1 Alcock, Jamie
1 Alj, Abdelkamel
1 Alonso-Marroquin, Fernando
1 Aminnayeri, Majid
1 Andreou, Panayiotis Ch.
1 Appadoo, Srimantoorao S.
1 Aramideh, Soroush
1 Araveeporn, Autcha
1 Aravkin, Aleksandr Y.
1 Ardekani, Arezoo M.
1 Arias-Calluari, Karina
1 Asai, Manabu
1 Aste, Tomaso
1 Ataei, Masoud
1 Ayele, Amare Wubishet
1 Bacon, Philip J.
1 Baek, Jee Seon
1 Bagnato, Luca
1 Bai, Anfen
1 Balagyozyan, Aram
1 Balestrassi, Pedro Paulo
1 Banerjee, Supriya
1 Bárdossy, András
1 Barreto-Souza, Wagner
1 Barucca, Paolo
1 Basawa, Ishwar V.
1 Basu, Sumanta
1 Bauwens, Luc Claude A.
1 Bekiros, Stelios D.
1 Berardi, V. L.
1 Bezdek, James C.
1 Bhattacharyya, Malay
1 Bielza, Concha
1 Bilionis, Ilias
1 Borovkova, Svetlana
1 Bose, Mahua
1 Boshnakov, Georgi N.
1 Boyd, Stephen Poythress
1 Bregoli, Alessandro
1 Brockwell, Anthony E.
1 Burczyński, Tadeusz S.
1 Burke, Gerard J.
1 Burke, James V.
1 Burrage, Kevin
...and 410 more Authors
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Cited in 102 Serials

13 Computational Statistics and Data Analysis
8 Physica A
8 Journal of Time Series Analysis
8 Quantitative Finance
7 Journal of Econometrics
7 Mathematics and Computers in Simulation
7 European Journal of Operational Research
6 The Annals of Statistics
6 Statistics & Probability Letters
5 Journal of Multivariate Analysis
5 Journal of Applied Statistics
4 Journal of the American Statistical Association
4 Journal of Statistical Planning and Inference
4 Econometric Theory
4 North American Actuarial Journal
3 Information Sciences
3 Journal of Economic Dynamics & Control
3 Computational Statistics
3 Communications in Statistics. Simulation and Computation
3 Journal of Statistical Computation and Simulation
3 Statistical Papers
3 Statistica Sinica
3 Bernoulli
3 Australian & New Zealand Journal of Statistics
3 Computational Management Science
3 Journal of Probability and Statistics
3 Statistics and Computing
3 Wiley Series in Probability and Statistics
2 Journal of Statistical Physics
2 Journal of Computational and Applied Mathematics
2 Statistica Neerlandica
2 Acta Mathematicae Applicatae Sinica. English Series
2 International Journal of Approximate Reasoning
2 Mathematical and Computer Modelling
2 Annals of Operations Research
2 Stochastic Processes and their Applications
2 The Econometrics Journal
2 Decisions in Economics and Finance
2 Journal of Machine Learning Research (JMLR)
2 Thai Journal of Mathematics
2 Journal of Forecasting
2 Journal of the Korean Statistical Society
2 Electronic Journal of Statistics
1 The Canadian Journal of Statistics
1 Journal of the Franklin Institute
1 Mathematical Biosciences
1 Nonlinearity
1 Physics Reports
1 Bulletin of Mathematical Biology
1 The Annals of Probability
1 Automatica
1 Biometrika
1 Journal of the Operational Research Society
1 Econometric Reviews
1 Journal of Theoretical Probability
1 Science in China. Series A
1 Economics Letters
1 The Annals of Applied Probability
1 Automation and Remote Control
1 Communications in Statistics. Theory and Methods
1 Linear Algebra and its Applications
1 Computational Economics
1 Test
1 SIAM Journal on Scientific Computing
1 International Transactions in Operational Research
1 INFORMS Journal on Computing
1 Mathematical Problems in Engineering
1 Mathematical Finance
1 Optimization Methods & Software
1 Soft Computing
1 Journal of Combinatorial Optimization
1 Studies in Nonlinear Dynamics and Econometrics
1 Chaos
1 Journal of the Royal Statistical Society. Series B. Statistical Methodology
1 Journal of the Royal Statistical Society. Series C. Applied Statistics
1 Extremes
1 Statistical Inference for Stochastic Processes
1 Acta Mathematica Sinica. English Series
1 Communications in Nonlinear Science and Numerical Simulation
1 Computational Geosciences
1 Applied Stochastic Models in Business and Industry
1 Revista de Matemática: Teoría y Aplicaciones
1 Statistical Modelling
1 Multiscale Modeling & Simulation
1 International Journal of Wavelets, Multiresolution and Information Processing
1 Journal of Statistical Mechanics: Theory and Experiment
1 Statistics: Textbooks and Monographs
1 Optimization Letters
1 Journal of Statistical Theory and Practice
1 The Annals of Applied Statistics
1 Foundations and Trends in Signal Processing
1 Advances in Mathematical Physics
1 Journal of Business and Economic Statistics
1 Sankhyā. Series B
1 Annals of Finance
1 Journal of Time Series Econometrics
1 Springer Series in Statistics
1 Journal of Mathematics
1 Dependence Modeling
1 Stochastics and Quality Control
...and 2 more Serials
all top 5

Cited in 20 Fields

191 Statistics (62-XX)
89 Game theory, economics, finance, and other social and behavioral sciences (91-XX)
32 Probability theory and stochastic processes (60-XX)
23 Numerical analysis (65-XX)
16 Operations research, mathematical programming (90-XX)
11 Computer science (68-XX)
7 Statistical mechanics, structure of matter (82-XX)
5 Dynamical systems and ergodic theory (37-XX)
5 Systems theory; control (93-XX)
4 Biology and other natural sciences (92-XX)
2 Linear and multilinear algebra; matrix theory (15-XX)
2 Information and communication theory, circuits (94-XX)
1 History and biography (01-XX)
1 Mathematical logic and foundations (03-XX)
1 Combinatorics (05-XX)
1 Real functions (26-XX)
1 Measure and integration (28-XX)
1 Harmonic analysis on Euclidean spaces (42-XX)
1 Mechanics of deformable solids (74-XX)
1 Fluid mechanics (76-XX)

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