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Topics (4577)
Replies Last Post Views
Re: Question quadprogXT by Bob
0
by Bob
Question about rugarch by AndreasBr
4
by AndreasBr
[WORKSHOP] Computational Aspects of Simulation and Inference for Stochastic Processes and the YUIMA Project by stefano iacus-2
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by stefano iacus-2
Stop Loss orders in quantstrat by Rmetrics mailing lis...
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by Rmetrics mailing lis...
Rblpapi + Bloomber Anywhere + mac os by Paweł Gołębiewski
1
by Daniel Cegiełka
Error in loading rugarch and truncnorm package by Trung.BA
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by Trung.BA
Implied Volatility by Bogaso
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by Erol Biceroglu-2
Error downloading package Ecdat by Rmetrics mailing lis...
3
by Rmetrics mailing lis...
R/Finance 2018: Call for Papers by Joshua Ulrich
1
by Joshua Ulrich
R and Bloomberg Data License by Rassenti, Luca
1
by Enrico Schumann-2
quantstrat parameter prefer = 'Open" question by Andre_Mikulec
3
by Andre_Mikulec
PortfolioAnalytics Package Questions on Initial Weights & Group Constraints by Ed Herranz
2
by Ed Herranz
Apparent bug in rmgarch by Josh Segal
2
by Josh Segal
Re: Is IBroker suitable/robust for FX-Trading? by zadig
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by zadig
R finance conference question by dmq064
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by dmq064
PortfolioAnalytics with turnover constraint by Bos, Roger-2
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by Bos, Roger-2
Is IBroker suitable/robust for FX-Trading? by Rmetrics mailing lis...
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by Rmetrics mailing lis...
Skew t Copula (Luis Diego Fernández) by Luisdiego fernandez ...
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by Luisdiego fernandez ...
rugarch - VaRloss, VaRTest and ESTest by Rafael Bressan
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by alexios
rugarch convergence fails by Geoffrey Smith-3
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by Geoffrey Smith-3
To obtain the t student of each rolling window with EGARCH model by Sandrine Boulerne
6
by Sandrine Boulerne
External regressor bounds in rmgarch by Josh Segal
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by Josh Segal
An Issue with quantmod by rsherry8
4
by rsherry8
Re: rugarch teste by Rafael Bressan
1
by Rafael Bressan
rugarch robust covariance matrix definition by Curtis Miller
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by Rmetrics mailing lis...
problem with termstrc vmmin is not finite by Glenn Schultz
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by Glenn Schultz
Interaction with Alpha Vantage? by Duncan Murdoch-2
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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
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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
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by Ilya Kipnis
R packages/resources for Financial Risk Management by Rmetrics mailing lis...
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by Rmetrics mailing lis...
ruragrch package using external regressors by emna
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by emna
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...
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