Rmetrics

This forum is an archive for the mailing list r-sig-finance@r-project.org (more options) Messages posted here will be sent to this mailing list.
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.

This is an archive for R-sig-finance, not a forum. It is not possible to post through Nabble - you may not start a new thread nor follow up an existing thread. If you wish to post, but are not subscribed to the list through the list homepage, subscribe first and post from your subscribed email address. Until 2015-08-31, subscribers could post through Nabble, but policy has been changed as too many non-subscribers misunderstood the interface.
1 ... 125126127128129130131
Topics (4558)
Replies Last Post Views
Data and label skew in plot.timeSeries? (fCalendar) by Peter Carl
2
by Gabor Grothendieck
Problem with garch (tseries) forgot to attach the data by Michael Mathews-2
0
by Michael Mathews-2
how to fit arma(1,1)? by Tom Boonen
1
by Achim Zeileis
Workshop on Portfolio Optimisation & Stochastic Programming by Xiaochen Sun
0
by Xiaochen Sun
NLS and IV by John Janmaat
0
by John Janmaat
Elementary zoo question by Ajay Shah
2
by Gabor Grothendieck
Modified Cornish-Fisher VaR by braverock
2
by braverock
plotting zoo objects by oyvfos
1
by Gabor Grothendieck
[R-sig-finance] Multivariate GARCH with only univariate estimation by Edward
2
by braverock
Re: Has anyone done any work on Modified Cornish-Fisher VaR calculations in R? by Joe Byers
0
by Joe Byers
calling rmvnorm from C ? by Benn Fine
0
by Benn Fine
S-PLUS (binary code?) to R ... by Thomas Harte
1
by Dirk Eddelbuettel
Convert tick data to OHLC by Bret Shroyer
3
by bogdan romocea
Backtesting speed by ManojQ
11
by Steve Miller-5
Reminder about subscription before posting by Dirk Eddelbuettel
0
by Dirk Eddelbuettel
Supplied example breaks with mvBEKK.sim() by Ajay Shah
0
by Ajay Shah
help on portfolio optimization by Armstrong, Whit
1
by Frederick Novomestky
Problems subsetting zoo objects by icosa atropa
1
by Gabor Grothendieck
Re: [R] Help for updating package by Kerpel, John
0
by Kerpel, John
Help for updating package by Ivan Kalafatic
0
by Ivan Kalafatic
Re: R-SIG-Finance Digest, Vol 26, Issue 9 by Kevin Ramoutar
0
by Kevin Ramoutar
Re: arma model results when exogenouse variables used in, ARMA(p=5, q=(1-6, 19)) (Joe Byers) by Joe Byers
1
by Joe Byers
Fwd: Testing technical indicators by Andrea Malagoli-2
1
by Jeffrey Ryan
frontierMarkowitz in fPortfolio by Hannu
1
by Gabor Grothendieck
Rmetric and sciviews by Joe Byers
2
by Joe Byers
multivariate GARCH by Citta Francesco
2
by Grant Farnsworth
fMultivar rollMax question by Omar Lakkis
1
by Spencer Graves
arma model results when exogenouse variables used in ARMA(p=5, q=(1-6, 19)) by Joe Byers
0
by Joe Byers
arma model when exogenouse variables used in ARMA(p=5, q=(1-6, 19)) by Joe Byers
0
by Joe Byers
Problem with garchFit function in fSeries by Ivan Kalafatic
0
by Ivan Kalafatic
Data management question by Daye, Wilfred
2
by Carlos J. Gil Bellos...
Confidence intervals for spread returns by David Kane
5
by David Kane
fSeries prob by oyvfos
2
by oyvfos
Re: MC simulations from R-SIG-Finance Digest, Vol 25, Issue 17 by Daniele Amberti
1
by Patrick Burns-2
Re: MC simulations from R-SIG-Finance Digest, Vol 25, Issue, 17 (Daniele Amberti) by Joe Byers
0
by Joe Byers
1 ... 125126127128129130131