rugarch (R package): papers linking to it

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

← Code and data repositories cited in research papers

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

14 papers in the tracked journals link to rugarch (R package) in their Crossref records, the first in 2017; most of them (3) in 2018.
By category: Economics (7), Finance (4) and Statistics (2); the journals with the most are Computational Economics (4), International Journal of Forecasting (2) and Insurance Mathematics and Economics (1).

By year#

20172026

Papers linking to rugarch (R package) by publication year
Year	Papers
2017	3
2018	3
2019	2
2021	1
2022	2
2023	1
2024	1
2026	1

Journals#

Journals whose papers link to rugarch (R package) most
Journal	Papers
Computational Economics	4
International Journal of Forecasting	2
Insurance Mathematics and Economics	1
Journal of Economics and Finance	1
Finance Research Open	1

Papers linking to rugarch (R package), most cited first
Published	Title	Journal	Authors	Citations	Link
2018-05-04	Portfolio optimization based on GARCH-EVT-Copula forecasting models	International Journal of Forecasting	Maziar Sahamkhadam, Andreas Stephan, Ralf Östermark	84	cites it
2017-04-21	Stock return prediction under GARCH — An empirical assessment	International Journal of Forecasting	Helmut Herwartz	78	cites it
2017-11-01	Compound unimodal distributions for insurance losses	Insurance Mathematics and Economics	Antonio Punzo, Luca Bagnato, Antonello Maruotti	73	cites it
2019-05-13	Forecasting Financial Returns Volatility: A GARCH-SVR Model	Computational Economics	Hao Sun, Bo Yu	54	cites it
2018-05-19	Quantifying uncertainty in short-term traffic prediction and its application to optimal staffing plan development	Transportation Research Part C Emerging Technologies	Lei Lin, John C. Handley, Yiming Gu et al.	53	cites it
2021-11-09	More to cryptos than bitcoin: A GARCH modelling of heterogeneous cryptocurrencies	Finance research letters	Kennard Fung, Jiin Jeong, Javier Pereira	41	cites it
2019-09-27	Exploring the driving forces of the Bitcoin currency exchange rate dynamics: an EGARCH approach	Empirical Economics	Siwen Zhou	31	cites it
2023-08-02	Volatility spillovers between oil and financial markets during economic and financial crises: A dynamic approach	Journal of Economics and Finance	Javier Sánchez García, Salvador Cruz Rambaud	26	cites it
2022-11-10	Comparison of Value at Risk (VaR) Multivariate Forecast Models	Computational Economics	Fernanda Maria Müller, Marcelo Brutti Righi	18	cites it
2017-04-07	Visualizing dependence in high-dimensional data: An application to S&P 500 constituent data	Econometrics and Statistics	Marius Hofert, Wayne Oldford	17	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
2018-03-17	Risk: An R Package for Financial Risk Measures	Computational Economics	Stephen Chan, Saralees Nadarajah	8	cites it
2024-03-23	An expectile computation cookbook	Statistics and Computing	Abdelaati Daouia, Gilles Stupfler, Antoine Usseglio‐Carleve	8	cites it
2026-08-22	Forecasting exchange rate volatility in Ghana: A GARCH family and facebook prophet approach	Finance Research Open	Emmanuel Ayitey, Jonathan Sackey, Charles Kwame Appiah et al.	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). rugarch (R package): papers linking to it. Journal and Conference Research Rankings. Retrieved November 3, 2026, from https://scholar4ai.com/code/cran-rugarch

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

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