Rmetrics

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Topics (4508)
Replies Last Post Views
Constrained portfolio optimization with DEoptim by Kristian Lind
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by Kristian Lind
rugarch: memory not mapped error by Sebastian Bayer
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by Sebastian Bayer
Loop For - ARMA+GARCH Model estimation and selection by Rmetrics mailing lis...
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by Rmetrics mailing lis...
Loop For - ARMA model estimation and selection by Rmetrics mailing lis...
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by Rmetrics mailing lis...
number of observations - rugarch by carol silva
1
by Patrick Burns-2
CVaR and Penalty Augmented objective function by Marco Mastrangeli
7
by Marco Mastrangeli
Search Function by Michael Chen
1
by braverock
Error:subscript out of bounds: no column name containing "Close by Ramesh-3
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by braverock
I think this is what you're looking for by s_tet
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by s_tet
oh, what a surprise! by Rmetrics mailing lis...
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by Rmetrics mailing lis...
Question on Capturing Open, High, Low, Close, with a timestamp by D Mack
2
by Mark McClellan
racd installation by Trung.BA
6
by Trung.BA
PortfolioAnalytics: Custom Constraint by Abhay Bhadani
9
by Dirk Eddelbuettel
Rblpapi by Oleg Mubarakshin
2
by Oleg Mubarakshin
Optimum bandwidth for Parzen's kernel using highfrequency by Luis Damiano
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by Luis Damiano
RQuantLib Holiday Calendar by Charles Duranceau
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by Charles Duranceau
Does autoarfima from rugarch only work with external regressors in "full" mode? by Maximilian Bredendie...
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by Maximilian Bredendie...
a question about highfrequency by yuanchaowen@gmail.co...
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by yuanchaowen@gmail.co...
an opinion question by Erin Hodgess-2
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by mark leeds
Rugarch package using external regressors by Luigi Maria Briglia
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by alexios
Fwd: Multi-Asset Portfolio Performance Attribution by Rmetrics mailing lis...
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by braverock
Quantstrat Parameter Optimization by Colton Smith
0
by Colton Smith
Coherent Datafeed R Package for Thomson Reuters Elektron version 1.0.8 Released Today by Thomas Fuller
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by Thomas Fuller
Backtesting without long-only constraint by d.indjic
1
by braverock
Attempting to switch between instruments in quantstrat by Erol Biceroglu-2
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by Erol Biceroglu-2
Multi Asset portfolio failing at applyStrategy with 'data' must be of a vector type, was 'NULL' by Golam Sakline
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by Golam Sakline
Quantstrat - Triggering chain rule with lag period by Rmetrics mailing lis...
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by Rmetrics mailing lis...
apply.paramset.signal.analysis error by Erol Biceroglu-2
3
by Erol Biceroglu-2
Help required in getting SMA triggered entry with quantstrat add.rule by Golam Sakline
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by braverock
Re: Estar Models by George Matysiak
2
by George Matysiak
Estimating parameters of asymmetric dynamic conditional correlation (aDCC) by sacios
0
by sacios
Error while using ugarchsim in Rugarch function --> error in calling in c function by ashwinids
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by ashwinids
Wald test for time-varying OLS parameters by Rmetrics mailing lis...
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by Rmetrics mailing lis...
Fitting multivariate skew-t distribution with "sn" package by sacios
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by sacios
GMM by Rmetrics mailing lis...
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by Rmetrics mailing lis...
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