Skip to content

R-SIG-Finance June 2013

|

AlexPiche

Last active: Jun 13, 2013
1 msg
AlexPiche RQuantLib setCalendarContext Jun 13, 2013

Alexandra Bridges

Last active: Jun 12, 2013
3 msgs
Alexandra Bridges Are my VaR forecasts correct (using rugarch)? Jun 4, 2013 Alexandra Bridges Are my VaR forecasts correct (using rugarch)? Jun 8, 2013 Alexandra Bridges Window size in ugarchroll of rugarch package? Jun 12, 2013

Alexios Ghalanos

Last active: Jun 23, 2013
13 msgs
Alexios Ghalanos Are my VaR forecasts correct (using rugarch)? Jun 4, 2013 Alexios Ghalanos Best optimizer for large scale problems Jun 6, 2013 Alexios Ghalanos rugarch Jun 8, 2013 Alexios Ghalanos Are my VaR forecasts correct (using rugarch)? Jun 8, 2013 Alexios Ghalanos Computational Time using rugarch package Jun 10, 2013 Alexios Ghalanos Computational Time using rugarch package Jun 10, 2013 Alexios Ghalanos Computational Time using rugarch package Jun 10, 2013 Alexios Ghalanos Window size in ugarchroll of rugarch package? Jun 15, 2013 Alexios Ghalanos can't find setstart setbound setfixed in rugarch package Jun 18, 2013 Alexios Ghalanos Expected Shortfall from GARCH Models with sged Innovation Jun 19, 2013 Alexios Ghalanos Expected Shortfall from GARCH Models with sged Innovation Jun 19, 2013 Alexios Ghalanos can't find setstart setbound setfixed in rugarch package Jun 19, 2013 Alexios Ghalanos rugarch package Jun 23, 2013

Andrew Piskorski

Last active: Jun 16, 2013
1 msg
Andrew Piskorski Continuous time series in futures. Jun 16, 2013

BBands

Last active: Jun 23, 2013
2 msgs
BBands Clustering Jun 22, 2013 BBands Turing's Cathedral Jun 23, 2013

Bastian Offermann

Last active: Jun 5, 2013
1 msg
Bastian Offermann Best optimizer for large scale problems Jun 5, 2013

Bos, Roger

Last active: Jun 5, 2013
1 msg
Bos, Roger performance attribution output Jun 5, 2013

Brian G. Peterson

Last active: Jun 14, 2013
1 msg
Brian G. Peterson Cointegration question. Jun 14, 2013

Christofer Bogaso

Last active: Jun 29, 2013
2 msgs
Christofer Bogaso Garch Model Jun 15, 2013 Christofer Bogaso Risk return analysis Jun 29, 2013

Daniel Liebert

Last active: Jun 19, 2013
2 msgs
Daniel Liebert Expected Shortfall from GARCH Models with sged Innovation Jun 19, 2013 Daniel Liebert Expected Shortfall from GARCH Models with sged Innovation Jun 19, 2013

Deo Jaiswal

Last active: Jun 17, 2013
1 msg
Deo Jaiswal Error when I run the strategy. Jun 17, 2013

Dominykas Grigonis

Last active: Jun 23, 2013
4 msgs
Dominykas Grigonis Best optimizer for large scale problems Jun 6, 2013 Dominykas Grigonis How to calculate AIC and BIC for GBM and OU processes in R Jun 15, 2013 Dominykas Grigonis cut range from time objects Jun 23, 2013 Dominykas Grigonis create new columns xts Jun 23, 2013

Eduardo Romero López

Last active: Jun 16, 2013
1 msg
Eduardo Romero López Error when I run the strategy. Jun 16, 2013

Enrico Schumann

Last active: Jun 12, 2013
2 msgs
Enrico Schumann Best optimizer for large scale problems Jun 6, 2013 Enrico Schumann Warning: timeLastNdayInMonth gets Fridays one week off Jun 12, 2013

Evelyn Mitchell

Last active: Jun 23, 2013
1 msg
Evelyn Mitchell fastCluster Clustering Jun 23, 2013

Frank

Last active: Jun 30, 2013
2 msgs
Frank Delete bad dividend row Jun 30, 2013 Frank Delete bad dividend row Jun 30, 2013

G See

Last active: Jun 30, 2013
3 msgs
G See cut range from time objects Jun 23, 2013 G See create new columns xts Jun 23, 2013 G See Delete bad dividend row Jun 30, 2013

Gmail

Last active: Jun 23, 2013
1 msg
Gmail rugarch package Jun 23, 2013

Ilya Kipnis

Last active: Jun 12, 2013
1 msg
Ilya Kipnis Warning: timeLastNdayInMonth gets Fridays one week off Jun 12, 2013

Ivanov Ruporvrich

Last active: Jun 10, 2013
4 msgs
Ivanov Ruporvrich Computational Time using rugarch package Jun 9, 2013 Ivanov Ruporvrich Computational Time using rugarch package Jun 10, 2013 Ivanov Ruporvrich Computational Time using rugarch package Jun 10, 2013 Ivanov Ruporvrich Computational Time using rugarch package Jun 10, 2013

Jeff Ryan

Last active: Jun 8, 2013
1 msg
Jeff Ryan rugarch Jun 8, 2013

Jesper Hybel Pedersen

Last active: Jun 8, 2013
1 msg
Jesper Hybel Pedersen rugarch Jun 8, 2013

Kent Hoxsey

Last active: Jun 15, 2013
1 msg
Kent Hoxsey Cointegration question. Jun 15, 2013

Krishna Kumar

Last active: Jun 12, 2013
1 msg
Krishna Kumar Monte Carlo simulations for barrier options? Jun 12, 2013

Mark Leeds

Last active: Jun 15, 2013
1 msg
Mark Leeds How to calculate AIC and BIC for GBM and OU processes in R Jun 15, 2013

Matt Considine

Last active: Jun 1, 2013
1 msg
Matt Considine MSCI Barra Indicie's Jun 1, 2013

Matt Rimmer

Last active: Jun 15, 2013
1 msg
Matt Rimmer Cointegration question. Jun 15, 2013

Matthieu Stigler

Last active: Jun 5, 2013
1 msg
Matthieu Stigler Regarding significance of "Season" parameter Jun 5, 2013

Me

Last active: Jun 22, 2013
1 msg
Me Clustering Jun 22, 2013

Oleg Mubarakshin

Last active: Jun 19, 2013
1 msg
Oleg Mubarakshin FLEX options Jun 19, 2013

Raghuraman Ramachandran

Last active: Jun 14, 2013
2 msgs
Raghuraman Ramachandran Monte Carlo simulations for barrier options? Jun 10, 2013 Raghuraman Ramachandran Monte Carlo simulations for barrier options? Jun 14, 2013

Ryan Lanham

Last active: Jun 4, 2013
1 msg
Ryan Lanham SABR or 5 point models Jun 4, 2013

Vikram Bahure

Last active: Jun 18, 2013
1 msg
Vikram Bahure Package "eventstudies" and column names Jun 18, 2013

Whit Armstrong

Last active: Jun 6, 2013
1 msg
Whit Armstrong Best optimizer for large scale problems Jun 6, 2013

Wildi Marc (wlmr)

Last active: Jun 29, 2013
2 msgs
Wildi Marc (wlmr) Cointegration question. Jun 14, 2013 Wildi Marc (wlmr) Risk return analysis Jun 29, 2013

Yang Lu

Last active: Jun 5, 2013
1 msg
Yang Lu performance attribution output Jun 5, 2013

ce

Last active: Jun 19, 2013
2 msgs
ce can't find setstart setbound setfixed in rugarch package Jun 18, 2013 ce can't find setstart setbound setfixed in rugarch package Jun 19, 2013

ganesha0701

Last active: Jun 15, 2013
4 msgs
ganesha0701 Questions on stationarity and johansen test. Jun 14, 2013 ganesha0701 Cointegration question. Jun 14, 2013 ganesha0701 Cointegration question. Jun 15, 2013 ganesha0701 Continuous time series in futures. Jun 15, 2013

gunjan narulkar

Last active: Jun 5, 2013
2 msgs
gunjan narulkar Regarding significance of "Season" parameter Jun 3, 2013 gunjan narulkar Regarding significance of "Season" parameter Jun 5, 2013

iza.ch1

Last active: Jun 18, 2013
1 msg
iza.ch1 Package "eventstudies" and column names Jun 18, 2013

ousbens

Last active: Jun 15, 2013
1 msg
ousbens How to calculate AIC and BIC for GBM and OU processes in R Jun 15, 2013

sidharth mallik

Last active: Jun 29, 2013
1 msg
sidharth mallik Risk return analysis Jun 29, 2013