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.
1234 ... 135
Topics (4704)
Replies Last Post Views
GET LOG RETURNS FUNCTION by Rmetrics mailing lis...
1
by Rmetrics mailing lis...
collect data from the web by Rmetrics mailing lis...
1
by Ezra Tucker-2
PairTrading package by Alec Schmidt-2
14
by Matt Cleary
Empty indicator / plot.window: need finite 'ylim' values by Mike-3
7
by Joshua Ulrich
periodReturn at the acutual day by Pedro páramo
4
by braverock
Statistical Modelling of time series by Bogaso
0
by Bogaso
Re: [R] hist from a list by Pedro páramo
0
by Pedro páramo
Bollinger Band by Pedro páramo
1
by Pedro páramo
Problem with PortfolioAnalytics by Sam H
0
by Sam H
Select best worst by Pedro páramo
2
by Joshua Ulrich
Extracting data from a web by Pedro páramo
2
by Chirag Anand
hist from a data frame that is a list by Pedro páramo
2
by Pedro páramo
A Simple Estimation of Bid-Ask Spreads from Daily Close, High, and Low Prices by diego peroni-2
9
by Ajay Shah
Save a plot by Pedro páramo
1
by braverock
Interanual Return by Pedro páramo
0
by Pedro páramo
DCCroll - realGARCH(1, 1) Estimation problem: Singularity by Reinhardus, Asse
0
by Reinhardus, Asse
Re: R-SIG-Finance Digest, Vol 194, Issue 1 by Andrew Lochemes
0
by Andrew Lochemes
Applicable discount rate for coupon paying bond by Bogaso
0
by Bogaso
Valuation of FID by Bogaso
7
by Enrico Schumann-2
GARCH models that use range data by Rmetrics mailing lis...
0
by Rmetrics mailing lis...
Yahoo Finance Stock data (FTSEMIB.MI) Issue by Rmetrics mailing lis...
6
by Rasmus Liland-3
Back testing by Bogaso
10
by Sebastian Bayer
Hi everyone C# - R - and igraph library by Emanuele Cecere
0
by Emanuele Cecere
query on adjRatios() function from TTR package by Pitabas Mohanty
3
by Pitabas Mohanty
Using optimize.portfolio by Roger J. Bos
12
by Roger J. Bos
Event studies package by Ajay Shah
0
by Ajay Shah
R quantstrat - filter consecutive entries by Andreas Henneck
3
by Jasen Mackie
Removing Effect of Macroeconomic Variables from Time Series by Rmetrics mailing lis...
1
by Ajay Shah
effects of events that happened at the same time by Alec Schmidt-2
2
by Alec Schmidt-2
Help regarding SVARMA by DEBASISH MAITRA
0
by DEBASISH MAITRA
Please remove this email from your distribution list by Rmetrics mailing lis...
2
by Rmetrics mailing lis...
Questions about IBrokers package by Duke Vane
1
by Johan Palleschitz
Fwd: VARMA DCC GARCH with external dummy variable in mean and variance model by sunmastermind
0
by sunmastermind
Singular matrix in DCC fit in package rmgarch | how to bypass base::solve() elegantly by Peter Ruckdeschel-2
1
by alexios
Selection of appropriate copula family for multivariate Monte Carlo simulation of asset returns by Rmetrics mailing lis...
0
by Rmetrics mailing lis...
1234 ... 135