R package citation, R package reverse dependencies, R package scholars, install an r package from GitHub hy is package acceptance pending why is package undeliverable amazon why is package on hold dhl tour packages why in r package r and r package full form why is r free why r is bad which r package to install which r package has which r package which r package version which r package readxl which r package ggplot which r package fread which r package license where is package.json where is package-lock.json where is package.swift where is package explorer in eclipse where is package where is package manager unity where is package installer android where is package manager console in visual studio who r package which r package to install which r package version who is package who is package deal who is package design r and r package full form r and r package meaning what r package has what package r what is package in java what is package what is package-lock.json what is package in python what is package.json what is package installer do r package can't install r packages r can't find package r can't load package can't load xlsx package r can't install psych package r can't install sf package r Write if else in NONMEM pk pd
qgarch
View on CRAN: Click
here
Download and install qgarch package within the R console
Install from CRAN:
install.packages("qgarch")
Install from Github:
library("remotes")
install_github("cran/qgarch") Install by package version:
library("remotes")
install_version("qgarch", "0.1.0") Attach the package and use:
library("qgarch")
Maintained by
Sanghyun Hong
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2026-05-07
Latest Update: 2026-05-07
Description:
Fits quadratic generalized autoregressive conditional heteroskedasticity-in-mean (QGARCH-M) models motivated by Campbell and Hentschel (1992). The package supports models with lambda fixed at zero, lambda restricted to a function of the remaining parameters, lambda estimated freely, and a threshold extension with state-dependent lambda. It also provides tools for starting values, estimation, forecasting, likelihood-ratio testing, moment diagnostics, and replication with the included monthly U.S. stock market dataset.
How to cite:
Sanghyun Hong (2026). qgarch: Quadratic GARCH-in-Mean Models for Volatility Feedback. R package version 0.1.0, https://cran.r-project.org/web/packages/qgarch. Accessed 04 Jul. 2026.
Previous versions and publish date:
No previous versions
Other packages that cited qgarch R package
View qgarch citation profile
Other R packages that qgarch depends,
imports, suggests or enhances
Complete documentation for qgarch
Functions, R codes and Examples using
the qgarch R package
Full qgarch package
functions and examples
Downloads during the last 30 days
Today's Hot Picks in Authors and Packages
verbalisr
Describe in words the genealogical relationship between two members of a given pedigree, using the a ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Magnus Dehli Vigeland (view profile)
CDVineCopulaConditional
Provides tools for sampling from a conditional copula density decomposed via
Pair-Copula Constructi ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Emanuele Bevacqua (view profile)
quickcode
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Obinna Obianom (view profile)
ggokabeito
Discrete scales for the colorblind-friendly 'Okabe-Ito'
palette, including 'color', 'fill', and 'ed ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Malcolm Barrett (view profile)
nestfs
Implementation of forward selection based on cross-validated
linear and logistic regression. ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Marco Colombo (view profile)
27,737
R Packages
236,180
Dependencies
73,674
Author Associations
27,536
Publication Badges
