Rmetrics

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Topics (4610)
Replies Last Post Views
Lo catches slow by Ilya Kipnis
2
by Enrico Schumann-2
refining trailing stop loss in simple trend following strategy by Rodger Dodger
0
by Rodger Dodger
[COURSE] YSS2019: Summer School on Computational and Statistical Methods for Stochastic Process by stefano iacus-2
0
by stefano iacus-2
R/Finance 2019: Call for Presentations by Joshua Ulrich
1
by Joshua Ulrich
Question on rmgarch - dccspec by Josh Segal
4
by Amit Mittal
Mixed integer programming by Hannu
4
by Hannu
GARCH parameter estimation with rugarch: estimates seem inaccurate by Curtis Miller
2
by Enrico Schumann-2
the package nmof by mmm ammm
5
by mmm ammm
Fama-MacBeth Procedure for multiple independent variables. by Rmetrics mailing lis...
0
by Rmetrics mailing lis...
How to access rugarch output object ? by John Writer
3
by John Writer
corrections vs drawdowns by Alec Schmidt-2
6
by Alec Schmidt-2
Apparent bug in rmgarch by Josh Segal
3
by Josh Segal
Calculating rolling alpha by Bobbur Abhilash Chow...
2
by Bobbur Abhilash Chow...
rugarch intraday plot ugarchroll by Владимир Иванов
1
by Frank-2
rugarch roll forecast by Владимир Иванов
2
by Владимир Иванов
Re: rugarch roll plot. why abs(mu) in plot? by Владимир Иванов
4
by Владимир Иванов
riskParityPortfolio package release by José Vinícius de Mir...
0
by José Vinícius de Mir...
Just finished Kris Boudt's course, running into errors from non-convergence in rugarch by Ilya Kipnis
7
by Farid Moussaoui
timestamps IBrokers by Stephen Choularton-3
1
by Farid Moussaoui
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
0
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
0
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 Amit Mittal
Correct princeton R models link by Chris Ridder
1
by 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 Amit Mittal
0
by Amit Mittal
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