R › Rmetrics

Rmetrics

This forum is an archive for the mailing list r-sig-finance@r-project.org (more options) Messages posted here will be sent to this mailing list.

Mailing list for discussions relating to use of GNU R in 'finance', i.e. financial engineering, financial economics, empirical finance, computational finance, Rmetrics home is here.

New Topic

People

1234 ... 101

Topics (3531)

Replies

Last Post

Views

can't find setstart setbound setfixed in rugarch package by zadig

by alexios

FLEX options by Oleg Mubarakshin

by Oleg Mubarakshin

Expected Shortfall from GARCH Models with sged Innovation by Daniel Liebert

by alexios

Package "eventstudies" and column names by iza.ch1

by Vikram Bahure

Error when I run the strategy. by Eduardo Romero López

by Deo Jaiswal

Continuous time series in futures. by ganesha

by Andrew Piskorski

How to calculate AIC and BIC for GBM and OU processes in R by ousbens

by mark leeds

Cointegration question. by ganesha

by Matt Rimmer

Garch Model by Bogaso

by Bogaso

Window size in ugarchroll of rugarch package? by Alexandra Bridges

by alexios

Kostenlose Tanzschuhe by Miyali

by Miyali

Monte Carlo simulations for barrier options? by Raghuraman Ramachand...

by Raghuraman Ramachand...

Questions on stationarity and johansen test. by ganesha

by ganesha

RQuantLib setCalendarContext by AlexPiche

by AlexPiche

Warning: timeLastNdayInMonth gets Fridays one week off by Ilya Kipnis

by Enrico Schumann-2

Computational Time using rugarch package by Ivanov Ruporvrich

by Ivanov Ruporvrich

Historical data using IB and IBrokers by ganesha

by ganesha

problem with getting Historical data for futures using I Brokers package by Gautam Garg

by ganesha

Are my VaR forecasts correct (using rugarch)? by Alexandra Bridges

by alexios

rugarch by JesperHybel

by alexios

Best optimizer for large scale problems by Bastian Offermann

by Whit Armstrong-3

performance attribution output by Bos, Roger-2

by Yang Lu

Regarding significance of "Season" parameter by gunjan_narulkar

by gunjan_narulkar

SABR or 5 point models by Ryan Lanham

by Ryan Lanham

MSCI Barra Indicie's by Stephen Flynn

by Matt Considine

options data by Oleg Mubarakshin

by Frank-2

Re: ts object by Oleg Mubarakshin

by af2tr

row sum in XTS object by Martin Bauer

by Mark Breman-3

Extracting numeric data from a mixed data .csv file by dae

by cdcaveman

Re: R-SIG-Finance Digest, Vol 108, Issue 24 by cdcaveman

by cdcaveman

Data frame by towanda.sagitario

by braverock

R/Finance 2013 presentations posted by Dirk Eddelbuettel

by Dirk Eddelbuettel

plots with hystorical data by Alexandra Allexa

by Deo Jaiswal

Garch model by Bogaso

by alexios

Error in rugarch ACF squared standardized residuals plot by Jen Bohold

by Dirk Eddelbuettel

1234 ... 101