Rmetrics

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Topics (4722)
Replies Last Post Views
fiGarch estmates in rugarch package by Rmetrics mailing lis...
1
by alexios
Q: SGT for GARCH estimation by enjo faes
1
by Rmetrics mailing lis...
Forward Curve Fitting by Oleg Mubarakshin
0
by Oleg Mubarakshin
Indicator as histogram or rectangle boxes instead of line by Mike-3
3
by Mike-3
Retrieving corporate event information for listed companies by H-2
11
by H-2
Data by Emmanuel Senyo
6
by Enrico Schumann-2
Question about the Ulcer Index calculation in PerformanceAnalytics by Ilya Kipnis
3
by Farid Moussaoui-2
Issues fitting basic models with rmgarch by Ezequiel Antar
0
by Ezequiel Antar
rugarch fitting Duan's 1995 model by Argyrios Ramandanis
0
by Argyrios Ramandanis
PnL data - PerformanceAnalytics / by Johan Palleschitz
2
by Johan Palleschitz
Praising the Binancer package from a blind user’s perspective and few questions about technical indicators. by Faiz Rasool
1
by Joshua Ulrich
EDGAR filing data and corporate actions by H-2
1
by H-2
IBrokers - reqMktData - snapshot by diego peroni-2
2
by diego peroni-2
cgarchfit (rmgarch package): cannot reconcile likelihood of a Copula-GARCH model by Ezequiel Antar
0
by Ezequiel Antar
Partial profits and moving SL to breakeven in Quantstrat by oliver
0
by oliver
Quantstrat Position Accounting System: Netting vs Hedging Systems by Ayhan yuksel
7
by Ayhan yuksel
How can I calculate annualized log returns when the year is different from a calendar year by Maulik Bhatt
1
by braverock
dccfit (RMGARCH): using uGARCHmultifit by borkresearch
2
by borkresearch
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
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