Rmetrics

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Topics (4679)
Replies Last Post Views
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...
rugarch bug or my mistake? by travisgleith .
1
by alexios
R Programming Language & COVID-19 by Nelson Wong
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by Nelson Wong
Fisher Transformation quantstrat strategy by user134728
0
by user134728
R/Finance 2020 Conference by Joshua Ulrich
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by Joshua Ulrich
Re: R-SIG-Finance Digest, Vol 190, Issue 1 by Gareth McEwan
1
by Rmetrics mailing lis...
Portfolio Composition Forecasting by Gareth McEwan
2
by Adam Ginensky
Performance Analytics PA-Bacon vignette by Rmetrics mailing lis...
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by Rmetrics mailing lis...
Arch - garch model plus dummies in R by Juan Miranda
0
by Juan Miranda
Rmetrics - fPortfolio - portfolioFrontier function by Josh Chien-2
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by Josh Chien-2
Call for new Maintainers for the Rmetrics (f*) packages by Tobias Setz-2
1
by Bob Jansen
ruragrch package using dummy variables in gjr garch by seaonju hong
0
by seaonju hong
rugarch singular issue by Jia Shao
1
by alexios
Asymmetric Vector MEM using rmgarch by Evan Matthews (HDR)
0
by Evan Matthews (HDR)
R/Finance 2020: Call for Presentations by Joshua Ulrich
1
by Joshua Ulrich
Fwd: Problems with rugarch package by Camila Villegas
1
by alexios
Questions about Quantstrat by Rodger Dodger
1
by Ilya Kipnis
data differs by Stephen Choularton-3
1
by braverock
Multivariate random number generation for skewed distribution of asset class returns by Rmetrics mailing lis...
3
by Jasen Mackie
How to lag Return.portfolio a day? by Ilya Kipnis
0
by Ilya Kipnis
GARCH for random time grid by Alec Schmidt-2
2
by Rmetrics mailing lis...
rmgarch DCC likelihood by Berk Koralp
1
by alexios
R in Finance 2020 by Anton Antonov
1
by braverock
Resources for AI/ML in Risk Management by Rmetrics mailing lis...
1
by braverock
breatdh indicators by diego peroni-2
0
by diego peroni-2
Manually calculating and backtesting VaR and CVaR from DCC-GARCH by john_doe_meteo
0
by john_doe_meteo
External Regressors in GARCH Equation when using Twinkle by Neil Patrick Lawton
1
by alexios
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