Rmetrics

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Topics (4601)
Replies Last Post Views
rmgarch package by Rmetrics mailing lis...
2
by Amit Mittal
CME files by Rmetrics mailing lis...
1
by Olivier MERLE
MIDASR/DCC by Amit Mittal
0
by Amit Mittal
GAS/MSGARCH by Amit Mittal
0
by Amit Mittal
rugarch gives two different results based on the same model…how is that even possible? by GALIB KHAN
9
by GALIB KHAN
Quantstrat - running applyStrategy in a loop by James Hirschorn-3
3
by James Hirschorn-3
Detail analysis of solvers' results by GALIB KHAN
1
by GALIB KHAN
Should VAR(1) and VAR(1)-GARCH(1, 1) give equal point forecasts out of sample? by pvestia
0
by pvestia
Re: Quantstrat - extracting current symbol by James Hirschorn-3
0
by James Hirschorn-3
Re: modeling VARMA-Garch in R by alexios
1
by Márcio Rodrigues Ber...
Need Help in Quandl - Getting Error in R by Ganesh Sonawane
3
by Ganesh Sonawane
Getting Quotes from Yahoo by rsherry8
2
by rsherry8
Using quantstrat with options by Sal Abbasi
6
by Frank-2
Books for FX risk management by Bogaso
0
by Bogaso
using reqHistoricalData by Stephen Choularton-3
1
by Siegfried Köstlmeier
CAViaR by Pit Götz
1
by Pedro Albuquerque
Any news about the R/Finance 2018 conference? by Sillas Gonzaga
2
by Sillas Gonzaga
Minimizing tracking error with restricted number of stocks by Alec Schmidt-2
9
by Alec Schmidt-2
Data adjustment question by JoeO
0
by JoeO
Fwd: RV: replicate sigma of the function UGARCHFIT by 于 喆
0
by 于 喆
Restriction test (H0: alpha1+beta1 = 1, H1:alpha1 + beta1 ≠ 1) on GARCH model in R not working by Woo Young Kang
1
by alexios
Error using Performance Analytics package by Rmetrics mailing lis...
3
by braverock
Error in using PerformanceAnalytics package. by Rmetrics mailing lis...
0
by Rmetrics mailing lis...
SJC copula in R by Gus Br
2
by Gus Br
Question on highfrequency package by Sal Abbasi
0
by Sal Abbasi
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
0
by stefano iacus-2
Stop Loss orders in quantstrat by Rmetrics mailing lis...
4
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
0
by Trung.BA
Implied Volatility by Bogaso
9
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
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