cmfs_R_package
Year: 2025
Type: article
Abstract: cmfs 0.1.0 New Features Initial release of CMFS package (2025-12-18) Core functionality for computing Systemic Tenacity Index (STI) SETAR model fitting and forecasting Multiple data source support (Yahoo, FRED, CSV, Excel) GARCH variant selection (sGARCH, eGARCH, gjrGARCH) Comprehensive robustness checks Automatic threshold sensitivity analysis References Hammad (2025): https://zenodo.org/records/17943080
Author: Hammad, Rayan
Language: English
Subfield: Finance
Domain: Social Sciences
Open Access status: green
OpenAlex ID: W7116067441
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