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Topics (4457)
Replies Last Post Views
Does autoarfima from rugarch only work with external regressors in "full" mode? by Maximilian Bredendie...
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by Maximilian Bredendie...
a question about highfrequency by yuanchaowen@gmail.co...
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by yuanchaowen@gmail.co...
an opinion question by Erin Hodgess-2
1
by mark leeds
Rugarch package using external regressors by Luigi Maria Briglia
1
by alexios
Fwd: Multi-Asset Portfolio Performance Attribution by Rmetrics mailing lis...
1
by braverock
Quantstrat Parameter Optimization by Colton Smith
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by Colton Smith
Coherent Datafeed R Package for Thomson Reuters Elektron version 1.0.8 Released Today by Thomas Fuller
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by Thomas Fuller
Backtesting without long-only constraint by d.indjic
1
by braverock
Attempting to switch between instruments in quantstrat by Erol Biceroglu-2
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by Erol Biceroglu-2
Multi Asset portfolio failing at applyStrategy with 'data' must be of a vector type, was 'NULL' by Golam Sakline
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by Golam Sakline
Quantstrat - Triggering chain rule with lag period by Rmetrics mailing lis...
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by Rmetrics mailing lis...
apply.paramset.signal.analysis error by Erol Biceroglu-2
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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
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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
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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
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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
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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
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by Stephen Choularton-3
Dynamic copula simulation with 'rmgarch' package by sacios
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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
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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
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by Francesco Bianchi
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