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Topics (4628)
Replies Last Post Views
Réf. : Re: solve.QP (for portfolio optimization) by guillaume.nicoulaud
1
by Christian Prinoth
Réf. : Re: solve.QP (for portfolio optimization) by guillaume.nicoulaud
2
by Christian Prinoth
solve.QP by guillaume.nicoulaud
3
by braverock
Backing out implied parameters from HNGARCH option model by tobias-2
0
by tobias-2
rMetrics by gen
3
by Martin Becker
Error loading fCalendar package by Paolo Rossi-2
1
by Martin Maechler
semi variance by BBands
7
by Krishna Kumar-2
Incremental and Component VaR by Jeffrey Todd Lins
0
by Jeffrey Todd Lins
Workshop: Computational and Financial Econometrics by Achim Zeileis-2
0
by Achim Zeileis-2
Re: R-SIG-Finance Digest, Vol 31, Issue 7 by Michael Barber-2
0
by Michael Barber-2
implied volatility of American Put by Bird Fish
0
by Bird Fish
Anderson-Darling test for stable law by EMMANUEL LECLERCQ
0
by EMMANUEL LECLERCQ
coskewness, cokurtosis, and higher beta co-moments of the return distribution (implemented) by braverock
1
by braverock
GARCH/APARCH with fSeries by Efferz
0
by Efferz
Incremental and Component VaR by braverock
3
by braverock
Converting factors back to numbers in R by ровен Акьатои
1
by John C. Frain
fBasics: error with stableFit, cannot find PhiStable by EMMANUEL LECLERCQ
0
by EMMANUEL LECLERCQ
portfolioMarkowitz function by Deb Midya
1
by Diethelm Wuertz
problems with garchFit by T Mu
1
by T Mu
questions about garchFit by T Mu
0
by T Mu
Garch, beginner questions by Benjamin Dickgiesser
1
by Benjamin Dickgiesser
Re: R-SIG-Finance Digest - Yield Curve Modeling by Kevin Ramoutar
4
by Kevin Ramoutar
1.data sorting and matching/2.quantile function of empirical marginal distribution by Xiaochen Sun
0
by Xiaochen Sun
ARMA(m,n)-APARCH(p,q) by Citta Francesco
1
by Krishna Kumar-2
use log return or quotient return? by LosemindL
5
by John C. Frain
Zeros of a hairy function by Valentin Popov
1
by ARDIA David
where to obtain T-bill 3 month rate? by LosemindL
4
by Gabor Grothendieck
tsPlot and timeSeries by jaci
2
by Gabor Grothendieck
Fwd: Re: looking for functions that can test/estimate CAPM, APT, Fama's factor model, etc. by Deb Midya
2
by Gabor Grothendieck
looking for functions that can test/estimate CAMPM, APT, Fama's factor model, etc. by LosemindL
4
by Andrew West
CONTINUOUS TIME FINANCE with S-Plus by Xiaochen Sun
0
by Xiaochen Sun
beginner asks: by jk-8
1
by Jeffrey Ryan
3-D graphing in quantile curve by Xiaochen Sun
1
by Rob Hyndman-2
R Implementation of FIX by Tom Johnson-2
4
by Tom Johnson-2
Adding NYMEX to holidays calendar by Joe Byers
2
by Joe Byers
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