Rmetrics

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Topics (4704)
Replies Last Post Views
rugarch bug or my mistake? by travisgleith .
1
by alexios
R Programming Language & COVID-19 by Nelson Wong
0
by Nelson Wong
Fisher Transformation quantstrat strategy by user134728
0
by user134728
R/Finance 2020 Conference by Joshua Ulrich
0
by Joshua Ulrich
Re: R-SIG-Finance Digest, Vol 190, Issue 1 by Gareth McEwan
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by Rmetrics mailing lis...
Portfolio Composition Forecasting by Gareth McEwan
2
by Adam Ginensky
Performance Analytics PA-Bacon vignette by Rmetrics mailing lis...
0
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
0
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
how to grow XTS series in R dynamically ? And Quickly! by Vladimir Morozov-2
9
by Vladimir Morozov-2
Endorsement for arxiv q-fin by Anton Antonov
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by Anton Antonov
DCC model estimation with t-Student distribution rmgarch by Tommaso
0
by Tommaso
systematic trading w/ quantstrat by Ethan Smith
1
by Ilya Kipnis
Understanding fixed.pars of rmgarch by Tommaso
0
by Tommaso
[PortfolioAnalytics] optimize.portfolio.rebalancing with changing stock universe by JoshKnipe
3
by JoshKnipe
Mothly Returns of Mutual funds by Atul Agarawal
1
by braverock
Replicating TVECM plot by Rodrigo B.
1
by Eric Berger
Partitioning approach towards portfolio construction - ensemble models/weights based on parameter sets by Sam H
2
by Enrico Schumann-2
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