Rmetrics

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Topics (4521)
Replies Last Post Views
rugarch robust covariance matrix definition by Curtis Miller
2
by Rmetrics mailing lis...
An Issue with quantmod by rsherry8
1
by Joshua Ulrich
problem with termstrc vmmin is not finite by Glenn Schultz
0
by Glenn Schultz
Interaction with Alpha Vantage? by Duncan Murdoch-2
13
by Rmetrics mailing lis...
Problems when estimating GARCH parameters with fGarch by Curtis Miller
3
by Rmetrics mailing lis...
Followup on Books on Finance & R by Nelson Wong
0
by Nelson Wong
Re: Thanks for posting this. If you've read these books, it would be helpful if you posted a 1- or 2-line 'review' or summary of each. by Nelson Wong
1
by Erol Biceroglu-2
Books on R & Finance by Nelson Wong
3
by Ilya Kipnis
R packages/resources for Financial Risk Management by Rmetrics mailing lis...
7
by Rmetrics mailing lis...
ruragrch package using external regressors by emna
0
by emna
To obtain the t student of each rolling window with EGARCH model by Sandrine Boulerne
2
by Sandrine Boulerne
Accessing "row names" in an object created by quantmod by Fisher Dennis
2
by braverock
Some problems while reading Diethelm Würtz's Portfolio Optimization with R book by Rmetrics mailing lis...
4
by Rmetrics mailing lis...
NEW: rDotNet package by Jonathan Shore
0
by Jonathan Shore
Rblpapi dividends by Oleg Mubarakshin
1
by Whit Armstrong-3
Different results of vcovCL (sandwich) and of cluster() in Stata by Igor Sosa Mayor
0
by Igor Sosa Mayor
Error in lm prediction by amol gupta
4
by amol gupta
Error in addTxn - Quantstrat by Rmetrics mailing lis...
11
by Frank-2
Possible error with sharperatioLines() from fPortfolio by danielkv
0
by danielkv
Project by Hitler Carvalho
0
by Hitler Carvalho
Change getSymbols to get most recent data by Rmetrics mailing lis...
1
by Rmetrics mailing lis...
R finance resources to start learning by jack Le
9
by jack Le
eigen value decomposition in RcppArmadillo by Kevin Dhingra
1
by Kevin Dhingra
RQuantLib DiscountCurve failed when settleDate and Holiday by Charles Duranceau
0
by Charles Duranceau
Estimating variance ratio test result by David Chang
1
by mark leeds
Yahoo Finance API change by Joshua Ulrich
7
by aschmid1
Estimate conditional SD with rugarch package for different series than what used for model estimation by Paul Maural
0
by Paul Maural
(no subject) by francesco.citta
0
by francesco.citta
Fteching options data using package IBrokers and interactivebrokers by amol gupta
2
by amol gupta
termstrc package by Glenn Schultz
0
by Glenn Schultz
quadprogXT package by Bob
0
by Bob
Quantmod: Problem with Lo(LOW) by Keith Sabol-3
1
by Joshua Ulrich
does quantmod::adjustOHLC adust for dividends? by Rmetrics mailing lis...
5
by Joshua Ulrich
RQuantLib FixedRateBondYield close to maturity by Charles Duranceau
4
by Charles Duranceau
RQuantLib: AmericanOptionImpliedVolatility bug by Charles Duranceau
4
by Charles Duranceau
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