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R-SIG-Finance May 2013

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Adrian Trapletti

Last active: May 6, 2013
2 msgs
Adrian Trapletti Using adf.test to test time series stationarity of stock price May 4, 2013 Adrian Trapletti Using adf.test to test time series stationarity of stock price May 6, 2013

Alexandra Allexa

Last active: May 24, 2013
4 msgs
Alexandra Allexa CVaR with NIG- GARCH(1,1) May 12, 2013 Alexandra Allexa R-SIG-Finance Digest, Vol 108, Issue 12 May 13, 2013 Alexandra Allexa R-SIG-Finance Digest, Vol 108, Issue 12 May 14, 2013 Alexandra Allexa plots with hystorical data May 24, 2013

Alexios Ghalanos

Last active: May 23, 2013
14 msgs
Alexios Ghalanos rugarch VaR calculation "manually" May 7, 2013 Alexios Ghalanos rugarch VaR calculation "manually" May 7, 2013 Alexios Ghalanos rugarch VaR calculation "manually" May 8, 2013 Alexios Ghalanos rugarch VaR calculation "manually" May 8, 2013 Alexios Ghalanos CVaR with NIG- GARCH(1,1) May 12, 2013 Alexios Ghalanos CVaR with NIG- GARCH(1,1) May 12, 2013 Alexios Ghalanos R-SIG-Finance Digest, Vol 108, Issue 12 May 14, 2013 Alexios Ghalanos R-SIG-Finance Digest, Vol 108, Issue 12 May 14, 2013 Alexios Ghalanos Question rugarch VaR plot May 15, 2013 Alexios Ghalanos Error message of rmgarch package May 18, 2013 Alexios Ghalanos Error in rugarch ACF squared standardized residuals plot May 22, 2013 Alexios Ghalanos Error in rugarch ACF squared standardized residuals plot May 22, 2013 Alexios Ghalanos Error in rugarch ACF squared standardized residuals plot May 22, 2013 Alexios Ghalanos Garch model May 23, 2013

Billy Pilgrim

Last active: May 15, 2013
1 msg
Billy Pilgrim Analyzing Real Portfolios and Transactions from Interactive Brokers May 15, 2013

Brian G. Peterson

Last active: May 27, 2013
4 msgs
Brian G. Peterson rugarch VaR calculation "manually" May 8, 2013 Brian G. Peterson CVaR with NIG- GARCH(1,1) May 12, 2013 Brian G. Peterson plots with hystorical data May 24, 2013 Brian G. Peterson Data frame May 27, 2013

C

Last active: May 27, 2013
2 msgs
C R-SIG-Finance Digest, Vol 108, Issue 24 May 27, 2013 C Extracting numeric data from a mixed data .csv file May 27, 2013

Chinmay Patil

Last active: May 6, 2013
2 msgs
Chinmay Patil Cumulative return May 6, 2013 Chinmay Patil Cumulative return May 6, 2013

Christofer Bogaso

Last active: May 23, 2013
1 msg
Christofer Bogaso Garch model May 23, 2013

David Reiner

Last active: May 21, 2013
1 msg
David Reiner - Rbbg(Bloomberg) time zone problem and xtsconstructor - Email found in subject May 21, 2013

Deo Jaiswal

Last active: May 30, 2013
3 msgs
Deo Jaiswal Passing variables... May 20, 2013 Deo Jaiswal plots with hystorical data May 24, 2013 Deo Jaiswal ts object May 30, 2013

Diethelm Wuertz

Last active: May 13, 2013
1 msg
Diethelm Wuertz 7th R/Rmetrics Meielisalp Workshop and Summer School 2013 May 13, 2013

Dirk Eddelbuettel

Last active: May 27, 2013
3 msgs
Dirk Eddelbuettel Ten days remaining for R/Finance 2013 registrations May 7, 2013 Dirk Eddelbuettel List behavour on R-SIG-Finance May 23, 2013 Dirk Eddelbuettel R/Finance 2013 presentations posted May 27, 2013

Dominykas Grigonis

Last active: May 31, 2013
6 msgs
Dominykas Grigonis Passing variables... May 20, 2013 Dominykas Grigonis Passing variables... May 20, 2013 Dominykas Grigonis Passing variables... May 20, 2013 Dominykas Grigonis ts object May 30, 2013 Dominykas Grigonis options data May 31, 2013 Dominykas Grigonis options data May 31, 2013

Enrico Schumann

Last active: May 20, 2013
1 msg
Enrico Schumann Passing variables... May 20, 2013

Frank

Last active: May 31, 2013
1 msg
Frank options data May 31, 2013

G See

Last active: May 21, 2013
3 msgs
G See qmao installation failure May 21, 2013 G See qmao installation failure May 21, 2013 G See qmao installation failure May 21, 2013

Gmail

Last active: May 18, 2013
1 msg
Gmail Error message of rmgarch package May 18, 2013

Henry Bee

Last active: May 14, 2013
1 msg
Henry Bee getSymbols: unable to connect to 'chart.yahoo.com' on port 80 May 14, 2013

Jeff Ryan

Last active: May 9, 2013
1 msg
Jeff Ryan convert ordered but non-unique csv to unique xts May 9, 2013

Jen Bohold

Last active: May 22, 2013
6 msgs
Jen Bohold Different results between Box-Ljung test and ARCHLM test? May 18, 2013 Jen Bohold Interpretation of sign bias test in rugarch output? May 20, 2013 Jen Bohold Q-Statistics lag order and connection to plot May 20, 2013 Jen Bohold Error in rugarch ACF squared standardized residuals plot May 22, 2013 Jen Bohold Error in rugarch ACF squared standardized residuals plot May 22, 2013 Jen Bohold Error in rugarch ACF squared standardized residuals plot May 22, 2013

Jonathan Sparks

Last active: May 3, 2013
1 msg
Jonathan Sparks Z May 3, 2013

Joshua Ulrich

Last active: May 11, 2013
2 msgs
Joshua Ulrich convert ordered but non-unique csv to unique xts May 9, 2013 Joshua Ulrich Do the blotter demos work? May 11, 2013

Katherine Gobin

Last active: Apr 30, 2013
1 msg
Katherine Gobin CLEAN price of Bond in r Apr 30, 2013

Keith S Weintraub

Last active: May 18, 2013
1 msg
Keith S Weintraub CVA functionality in R? May 18, 2013

Kenneth B Vaughn

Last active: May 28, 2013
1 msg
Kenneth B Vaughn row sum in XTS object May 28, 2013

Lei Jin

Last active: May 3, 2013
1 msg
Lei Jin error in updatePortf() May 3, 2013

Mark Breman

Last active: May 28, 2013
1 msg
Mark Breman row sum in XTS object May 28, 2013

Mark Knecht

Last active: May 10, 2013
1 msg
Mark Knecht Do the blotter demos work? May 10, 2013

Martin Bauer

Last active: May 28, 2013
1 msg
Martin Bauer row sum in XTS object May 28, 2013

Matthieu Stigler

Last active: May 16, 2013
3 msgs
Matthieu Stigler Using adf.test to test time series stationarity of stock price May 3, 2013 Matthieu Stigler Using adf.test to test time series stationarity of stock price May 4, 2013 Matthieu Stigler PLM package - pggls May 16, 2013

Neuman Co

Last active: May 9, 2013
7 msgs
Neuman Co rugarch VaR calculation "manually" May 7, 2013 Neuman Co rugarch VaR calculation "manually" May 7, 2013 Neuman Co rugarch VaR calculation "manually" May 8, 2013 Neuman Co rugarch VaR calculation "manually" May 8, 2013 Neuman Co rugarch VaR calculation "manually" May 8, 2013 Neuman Co rugarch VaR calculation "manually" May 8, 2013 Neuman Co rugarch VaR calculation "manually" May 9, 2013

Nikos Rachmanis

Last active: May 21, 2013
4 msgs
Nikos Rachmanis Cumulative return May 6, 2013 Nikos Rachmanis Cumulative return May 6, 2013 Nikos Rachmanis Rbbg(Bloomberg) time zone problem and xts constructor May 20, 2013 Nikos Rachmanis Rbbg(Bloomberg) time zone problem and xts constructor May 21, 2013

Oleg Mubarakshin

Last active: May 31, 2013
2 msgs
Oleg Mubarakshin ts object May 30, 2013 Oleg Mubarakshin options data May 31, 2013

Peter Allington

Last active: May 22, 2013
2 msgs
Peter Allington Error in rugarch ACF squared standardized residuals plot May 22, 2013 Peter Allington Error in rugarch ACF squared standardized residuals plot May 22, 2013

Private Private

Last active: May 15, 2013
1 msg
Private Private Question rugarch VaR plot May 15, 2013

R. Michael Weylandt

Last active: May 30, 2013
2 msgs
R. Michael Weylandt nested matrices May 20, 2013 R. Michael Weylandt ts object May 30, 2013

Sash Ali

Last active: May 20, 2013
1 msg
Sash Ali Is R good for Finance ? May 20, 2013

Stephen Flynn

Last active: May 31, 2013
1 msg
Stephen Flynn MSCI Barra Indicie's May 31, 2013

Wei-han Liu

Last active: May 9, 2013
1 msg
Wei-han Liu PLM package - pggls May 9, 2013

Yana Roth

Last active: May 20, 2013
1 msg
Yana Roth nested matrices May 20, 2013

dae

Last active: May 26, 2013
3 msgs
dae convert ordered but non-unique csv to unique xts May 9, 2013 dae convert ordered but non-unique csv to unique xts May 9, 2013 dae Extracting numeric data from a mixed data .csv file May 26, 2013

dornan

Last active: May 21, 2013
1 msg
dornan qmao installation failure May 21, 2013

fernando

Last active: May 18, 2013
2 msgs
fernando function "spectrum" May 18, 2013 fernando function "spectrum" May 18, 2013

samshky

Last active: May 14, 2013
1 msg
samshky Portfolio Optimization Combination problem May 14, 2013

sven duve

Last active: May 18, 2013
1 msg
sven duve CVA functionality in R? May 18, 2013

tbam

Last active: May 21, 2013
1 msg
tbam qmao installation failure May 21, 2013

thomas.chan.sf at boci-pru.com.hk

Last active: May 15, 2013
1 msg
thomas.chan.sf at boci-pru.com.hk gbm.step run out of memory? May 15, 2013

towanda.sagitario

Last active: May 27, 2013
1 msg
towanda.sagitario Data frame May 27, 2013