CRAN Task View: Empirical Finance

Maintainer:Dirk Eddelbuettel
Contact:Dirk.Eddelbuettel at

This CRAN Task View contains a list of packages useful for empirical work in Finance, grouped by topic.

Besides these packages, a very wide variety of functions suitable for empirical work in Finance is provided by both the basic R system (and its set of recommended core packages), and a number of other packages on the Comprehensive R Archive Network (CRAN). Consequently, several of the other CRAN Task Views may contain suitable packages, in particular the Econometrics, Multivariate, Optimization, Robust, SocialSciences and TimeSeries Task Views.

Please send suggestions for additions and extensions for this task view to the task view maintainer .

Standard regression models

Time series


Risk management


Data and date management

CRAN packages:

Related links: