---
title: "rmgarch (R package): papers citing this CRAN package"
description: "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."
url: https://scholar4ai.com/code/cran-rmgarch
markdown_url: https://scholar4ai.com/code/cran-rmgarch.md
license: CC BY-NC 4.0 (https://creativecommons.org/licenses/by-nc/4.0/)
share_text: "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. (as of 2026-11-03)"
data_url: https://scholar4ai.com/data/rankings.json
updated: 2026-11-03T14:43:26+09:00
window: 2026-10-05 to 2026-11-03
source: OpenAlex (CC0)
---

# rmgarch (R package): papers linking to it

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.

- CRAN
- https://CRAN.R-project.org/package=rmgarch

All repositories: https://scholar4ai.com/code.md

## 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

*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](https://scholar4ai.com/journals/finance-research-letters.md) | 1 |
| [Asia-Pacific Financial Markets](https://scholar4ai.com/journals/asia-pacific-financial-markets.md) | 1 |
| [Eurasian economic review :](https://scholar4ai.com/journals/eurasian-economic-review.md) | 1 |
| [Resources Policy](https://scholar4ai.com/journals/resources-policy.md) | 1 |

## Papers

*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](https://doi.org/10.1016/j.frl.2019.04.031) | [Finance research letters](https://scholar4ai.com/journals/finance-research-letters.md) | 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](https://doi.org/10.1016/j.resourpol.2019.02.013) | [Resources Policy](https://scholar4ai.com/journals/resources-policy.md) | 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](https://doi.org/10.1007/s40822-019-00128-y) | [Eurasian economic review :](https://scholar4ai.com/journals/eurasian-economic-review.md) | Ayesha Sayed, Christo Auret | 19 | cites it |
| 2017-09-01 | [Analysis of Dynamic Correlation of Japanese Stock Returns with Network Clustering](https://doi.org/10.1007/s10690-017-9230-5) | [Asia-Pacific Financial Markets](https://scholar4ai.com/journals/asia-pacific-financial-markets.md) | 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

```bibtex
@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}
}
```

License: CC BY-NC 4.0 (https://creativecommons.org/licenses/by-nc/4.0/).