rmgarch (R package): papers linking to it

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

← Code and data repositories cited in research papers

Research papers in the 480 tracked journals that link to rmgarch (R package) (https://CRAN.R-project.org/package=rmgarch), 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#

4 papers in the tracked journals link to rmgarch (R package) in their Crossref records, the first in 2017; most of them (3) in 2019.
By category: Finance (2) and Economics (2); the journals with the most are Finance research letters (1), Asia-Pacific Financial Markets (1) and Eurasian economic review : (1).

By year#

20172019

Papers linking to rmgarch (R package) by publication year
Year	Papers
2017	1
2019	3

Journals#

Journals whose papers link to rmgarch (R package) most
Journal	Papers
Finance research letters	1
Asia-Pacific Financial Markets	1
Eurasian economic review :	1
Resources Policy	1

Papers linking to rmgarch (R package), most cited first
Published	Title	Journal	Authors	Citations	Link
2019-04-16	Is cryptocurrency a hedge or a safe haven for international indices? A comprehensive and dynamic perspective	Finance research letters	Pengfei Wang, Zhang We, Xiao Li et al.	182	cites it
2019-03-01	Can alternative hedging assets add value to Islamic-conventional portfolio mix: Evidence from MGARCH models	Resources Policy	Naveed Raza, Sajid Ali, Syed Jawad Hussain Shahzad et al.	47	cites it
2019-04-05	Volatility transmission in the South African white maize futures market	Eurasian economic review :	Ayesha Sayed, Christo Auret	19	cites it
2017-09-01	Analysis of Dynamic Correlation of Japanese Stock Returns with Network Clustering	Asia-Pacific Financial Markets	Takashi Isogai	4	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). rmgarch (R package): papers linking to it. Journal and Conference Research Rankings. Retrieved November 3, 2026, from https://scholar4ai.com/code/cran-rmgarch

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

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