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Topics (4593)
Replies Last Post Views
timestamps IBrokers by Stephen Choularton-3
0
by Stephen Choularton-3
Error plotting a zoo object by Rmetrics mailing lis...
1
by Joshua Ulrich
Extending the variance and measurement equation in GARCH models in the rugarch package (Realized GARCH) by redr
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by redr
XTS block plotting by V Kurien
2
by V Kurien
Problem when installing quantmod package by Rmetrics mailing lis...
3
by V Kurien
Re: Welcome to the "R-SIG-Finance" mailing list by yusichen0541@msn.com
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by yusichen0541@msn.com
Portfolio with liabilities (LDI) by Márcio Rodrigues Ber...
0
by Márcio Rodrigues Ber...
ugarchfit - Weighted Ljung-Box Test and ARCH LM Test by Lukas Halbeisen
5
by Lukas Halbeisen
optimize.portfolio.rebalancing with changing/dynamic stock universe [PortfolioAnalytics] by SimonHovmark
3
by SimonHovmark
problem with reqMktData by Stephen Choularton-3
1
by Enrico Schumann-2
xts 'order.by' cannot contain 'NA', 'NaN', or 'Inf' in optimize.portfolio.rebalancing by SimonHovmark
4
by SimonHovmark
Free download for USD Spot Index by Bogaso
5
by Frank-2
please remove by Scott Padgett
0
by Scott Padgett
Probability / Standard Deviation Cone by Rmetrics mailing lis...
1
by prof.amit.mittal
Correct princeton R models link by Chris Ridder
1
by prof.amit.mittal
Fetching options chain using ibrokers by amol gupta
5
by Ganesh Sonawane
Fwd: [R] Problems to obtain standardized betas in multiply-imputed data by prof.amit.mittal
0
by prof.amit.mittal
BIS currency index by Bogaso
1
by WillBtK
rmgarch: Alexios Ghalanos cordist/nisurface/copulagarch by prof.amit.mittal
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by prof.amit.mittal
Cordist/nisurface plots::rmgarch by prof.amit.mittal
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by prof.amit.mittal
Proposal for coding bridges in apps by prof.amit.mittal
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by prof.amit.mittal
rmgarch/GAS models GAS models/betategarch GAS/egarch/rmgarch by prof.amit.mittal
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by prof.amit.mittal
Option prices on SPX using IBrokers in R by Simone Gallo
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by Simone Gallo
bitbucket code by prof.amit.mittal
4
by prof.amit.mittal
New python backtesting library by Sal Abbasi
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by Sal Abbasi
rmgarch::Alexios Ghalanos by prof.amit.mittal
2
by prof.amit.mittal
rmgarch package by Rmetrics mailing lis...
2
by prof.amit.mittal
CME files by Rmetrics mailing lis...
1
by Olivier MERLE
MIDASR/DCC by prof.amit.mittal
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by prof.amit.mittal
GAS/MSGARCH by prof.amit.mittal
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by prof.amit.mittal
rugarch gives two different results based on the same model…how is that even possible? by GALIB KHAN
9
by GALIB KHAN
Quantstrat - running applyStrategy in a loop by James Hirschorn-3
3
by James Hirschorn-3
Detail analysis of solvers' results by GALIB KHAN
1
by GALIB KHAN
Should VAR(1) and VAR(1)-GARCH(1, 1) give equal point forecasts out of sample? by pvestia
0
by pvestia
Re: Quantstrat - extracting current symbol by James Hirschorn-3
0
by James Hirschorn-3
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