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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.

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Topics (4482)
Replies Last Post Views
Quantstrat - Triggering chain rule with lag period by Rmetrics mailing lis...
3
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
2
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
0
by ashwinids
Wald test for time-varying OLS parameters by Rmetrics mailing lis...
1
by Rmetrics mailing lis...
Fitting multivariate skew-t distribution with "sn" package by sacios
0
by sacios
GMM by Rmetrics mailing lis...
4
by Rmetrics mailing lis...
Creating regression tables for objects returned from ugarchfit by Philipp Reich
1
by alexios
Calculating VaR by T.Riedle
2
by Eric Zivot-2
new experience by achievingbala
0
by achievingbala
Imputing Missing Values by Rmetrics mailing lis...
4
by Rmetrics mailing lis...
dynamic copula using rmgarch package (ignore previous question, don't know how to delete it) by sacios
2
by sacios
Copula-EVT-GARCH with rmgarch package (reproducible code) by sacios
0
by sacios
Option pricing, basic question by thp
8
by Joshua Ulrich
Fwd: Re: This isn't base R so it must be a package -- maybe IBrokers (?)... Would be good to identify it as such by Stephen Choularton-3
1
by zadig
reqNewsBulletins by Stephen Choularton-3
0
by Stephen Choularton-3
Dynamic copula simulation with 'rmgarch' package by sacios
0
by sacios
How are errors terms calculated in GARCH model by rugarch package? by Xie Yijun
1
by alexios
Estimating gumbel copula parameter by sacios
0
by sacios
Passing two distributions to one parameter by Atakan Okan
2
by Atakan Okan
Position Limits by John Klingensmith
2
by Joshua Ulrich
rule delays by Stephen Choularton-3
4
by braverock
CEV Model & MC simulation by Francesco Bianchi
0
by Francesco Bianchi
ugarchfit: Error in temp$h : $ operator is invalid for atomic vectors by FAKIR CHARLES
0
by FAKIR CHARLES
Trailing Stop Loss Execution at Custom Levels by Atakan Okan
2
by braverock
ugarchspec: external regressors by FAKIR CHARLES
2
by FAKIR CHARLES
FW: Re: racd package by Trung.BA
1
by alexios
Fwd: dataset to xts conversion issue with timeseries data by Aritra Pan
6
by Aritra Pan
R-SIG-Finance by Nelio Machado
0
by Nelio Machado
FW: Contract R Position in DC by terry leitch
0
by terry leitch
Adding transaction fees to Return.portfolio by Robert Wages
5
by Robert Wages
Custom Txnfee function in apply.paramset vs applyStrategy by Atakan Okan
6
by Atakan Okan
R/Finance 2016 registration now open by Joshua Ulrich
1
by Joshua Ulrich
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