| rugarch: Univariate GARCH models, R package version 1.3-3 A Ghalanos Google Scholar, 2014 | 795* | 2014 |
| Rsolnp: general non-linear optimization using augmented Lagrange multiplier method A Ghalanos, S Theussl R package version 1, 2012 | 245 | 2012 |
| rmgarch: Multivariate GARCH Models. R package version 1.3-0 A Ghalanos | 88* | 2016 |
| gamlss. dist: Distributions for generalized additive models for location scale and shape M Stasinopoulos, R Rigby, C Akantziliotou R package, version, 6.0-1, 2021 | 55* | 2021 |
| Independent factor autoregressive conditional density model A Ghalanos, E Rossi, G Urga Econometric Reviews 34 (5), 594-616, 2015 | 46 | 2015 |
| Multivariate GARCH models for large-scale applications: A survey K Boudt, A Galanos, S Payseur, E Zivot Handbook of statistics 41, 193-242, 2019 | 33 | 2019 |
| rmgarch: Multivariate GARCH models., 2022 A Galanos R package version, 1.3-9, 0 | 10 | |
| Portfolio optimization in parma (version 1.5-0) A Ghalanos | 8* | 2016 |
| Higher moment models for risk and portfolio management A Ghalanos City University London, 2012 | 5 | 2012 |
| Rugarch: univariate GARCH models. 2022 A Galanos, T Kley R package version, 1.4-7, 0 | 4 | |
| Package ‘MSGARCH’ D Ardia, K Bluteau, K Boudt, L Catania, A Ghalanos, B Peterson, ... | 2 | 2019 |
| Dynamic conditional correlation models with asymmetric multivariate laplace innovations G Urga, JP Cajigas, A Ghalanos Working Paper, 2011 | 2 | 2011 |
| Feasible Multivariate GARCH Models A Galanos | | 2024 |
| Package ‘tstests’ A Galanos | | 2024 |
| Location Scale Distributions A Galanos | | 2024 |
| GARCH Models A Galanos | | 2024 |
| GARCH Models (tsgarch) A Galanos https://pbil.univ-lyon1.fr/CRAN/web/packages/tsgarch/vignettes/garch_models.pdf, 2024 | | 2024 |
| Stock market volatility and economic variables: a nonlinear approach A Ghalanos, E Rossi We are proud to present the Book of Abstracts of the contributions accepted …, 0 | | |
Giovanni UrgaProfessor of Econometrics & Finance, Bayes Business School, London (U.K.)在 city.ac.uk 的电子邮件经过验证
