Patrick Burns-2
Patrick Burns-2
Unregistered User
Groups: Anyone
Posts in R
123456 ... 8
Show   Total: 155 items
Date Subject Count Location
Re: Skewness function for intraday data return distribution 1 reply Rmetrics
Re: A question on volatility 2 replies Rmetrics
Re: missing data in return series... 1 reply Rmetrics
Re: Strategies based on Neural Networks (or SVMs) - any experience with R ? 0 replies Rmetrics
Re: Sharpe's algorithm for portfolio improvement 3 replies Rmetrics
Re: convert volatility of log returns to dollars 1 reply Rmetrics
Re: Continuous Online GARCH 0 replies Rmetrics
Re: Measure quality of fit for MA(q), ARMA(p, q) and GARCH(p, q) 2 replies Rmetrics
Re: portfolio.optim and error in solve.QP: matrix D not positive definite 0 replies Rmetrics
Re: ks test to compare manager alphas. 2 replies Rmetrics
Re: Volatility subsample analysis 0 replies Rmetrics
Re: Questions on fitted garch(1,1) 3 replies Rmetrics
Re: Calculating returns on negative time series 1 reply Rmetrics
Re: Calculating returns on negative time series 3 replies Rmetrics
Re: Portfolio Value at Risk - A conceptual problem 2 replies Rmetrics
Re: Ornstein-Uhlenbeck 1 reply Rmetrics
Re: removing repeating values from xts series 4 replies Rmetrics
blogging, etc. 0 replies Rmetrics
Re: Volatility clusters 2 replies Rmetrics
Re: Volatility clusters 4 replies Rmetrics
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