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Sikandar Siddiqui

1 package On CRAN since Jun 2025 (1 year) · last active 6 months ago
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Downloads

347

Last 30 days

919

Last 90 days

4.6K

Last year

Average trend: -10.8% (30d vs prior 30d)

Top Packages by Downloads

fEGarch
347

Recent Activity

fEGarch updated v1.0.6 Feb 9, 2026

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

fEGarch updated v1.0.5 Feb 1, 2026

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

fEGarch updated v1.0.4 Jan 7, 2026

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

fEGarch updated v1.0.3 Nov 6, 2025

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

fEGarch updated v1.0.2 Sep 10, 2025

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

fEGarch updated v1.0.1 Jun 19, 2025

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

fEGarch new v1.0.0 Jun 10, 2025

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

Contributions

1 package

Package Version
fEGarch 1.0.6