fGarch (R package): papers linking to it

CRAN · CRAN.R-project.org/package=fGarch

← Code and data repositories cited in research papers

Research papers in the 480 tracked journals that link to fGarch (R package) (https://CRAN.R-project.org/package=fGarch), read from their Crossref records: by year, category and journal, the family tree of papers building on one another, and the linked repositories derived from it or that it derives from.

Key findings#

6 papers in the tracked journals link to fGarch (R package) in their Crossref records, the first in 2017; most of them (2) in 2022.
By category: Economics (2), Statistics (2) and Finance (1); the journals with the most are Insurance Mathematics and Economics (1), Computational Economics (1) and Data Mining and Knowledge Discovery (1).

By year#

20172026

Papers linking to fGarch (R package) by publication year
Year	Papers
2017	1
2018	1
2022	2
2024	1
2026	1

Journals#

Journals whose papers link to fGarch (R package) most
Journal	Papers
Insurance Mathematics and Economics	1
Computational Economics	1
Data Mining and Knowledge Discovery	1
Journal of Econometrics	1
Statistics and Computing	1

Papers linking to fGarch (R package), most cited first
Published	Title	Journal	Authors	Citations	Link
2017-11-01	Compound unimodal distributions for insurance losses	Insurance Mathematics and Economics	Antonio Punzo, Luca Bagnato, Antonello Maruotti	73	cites it
2022-03-31	Novel features for time series analysis: a complex networks approach	Data Mining and Knowledge Discovery	Vanessa Freitas Silva, Maria Eduarda Silva, Pedro Ribeiro et al.	29	cites it
2018-05-05	Inference on the tail process with application to financial time series modeling	Journal of Econometrics	Richard A. Davis, Holger Drees, Johan Segers et al.	24	cites it
2022-11-03	Forecasting Value at Risk and Expected Shortfall of Foreign Exchange Rate Volatility of Major African Currencies via GARCH and Dynamic Conditional Correlation Analysis	Computational Economics	Emmanuel Afuecheta, Idika Eke OKORIE, Saralees Nadarajah et al.	15	cites it
2024-03-23	An expectile computation cookbook	Statistics and Computing	Abdelaati Daouia, Gilles Stupfler, Antoine Usseglio‐Carleve	8	cites it
2026-05-26	Estimating the signal dimension in multivariate time series using augmented second order source separation methods	Computational Statistics	Klaus Nordhausen, Una Radojičić	0	cites it

How this is measured#

Links are read from each paper's Crossref record as its publisher deposited it: the URLs and repository DOIs in its reference list (the software and data it cites) and its supplementary links (“is-supplemented-by”: its own code or data). A paper that gives its code only in the text, a footnote or a data availability statement is not counted, and some publishers deposit reference lists without their URLs, so every count here is a lower bound. Repository details come from the GitHub REST API (stars, forks, and the repository a fork was made from), the Hugging Face Hub API (likes, downloads, and the base model a model was derived from) and DataCite (Zenodo and other data DOIs, and the GitHub release a Zenodo record archives), read again every month.

Cite this page

Scholar4AI. (2026). fGarch (R package): papers linking to it. Journal and Conference Research Rankings. Retrieved November 3, 2026, from https://scholar4ai.com/code/cran-fgarch

@misc{scholar4ai-code-cran-fgarch,
  author = {{Scholar4AI}},
  title = {fGarch (R package): papers linking to it},
  year = {2026},
  howpublished = {\url{https://scholar4ai.com/code/cran-fgarch}},
  urldate = {2026-11-03},
  note = {Journal and Conference Research Rankings; data from OpenAlex (CC0); licensed CC BY-NC 4.0}
}

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