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R-SIG-Finance July 2013

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Question regarding ugarchroll in rugarch package.
2 msgs
Shuo Wang Question regarding ugarchroll in rugarch package. Jul 31, 2013
Alexios Ghalanos Question regarding ugarchroll in rugarch package. Jul 31, 2013
Parameterization of the GED distribution in rugarch package
1 msg
Copula Guy Parameterization of the GED distribution in rugarch package Jul 30, 2013
Range intersections
4 msgs
Mark Knecht Range intersections Jul 26, 2013
R. Michael Weylandt Range intersections Jul 26, 2013
Enrico Schumann Range intersections Jul 27, 2013
Matthew Clegg Range intersections Jul 28, 2013
TTR package feature suggestion
2 msgs
Andreas Voellenklee TTR package feature suggestion Jul 27, 2013
R. Michael Weylandt TTR package feature suggestion Jul 27, 2013
TTR package feature suggestion
1 msg
Helmuth Vollmeier TTR package feature suggestion Jul 27, 2013
Bond market liquidity
1 msg
Bastian Offermann Bond market liquidity Jul 26, 2013
IBrokers storing Interactive data.
5 msgs
ganesha0701 IBrokers storing Interactive data. Jul 20, 2013
BBands IBrokers storing Interactive data. Jul 22, 2013
Jeff Ryan IBrokers storing Interactive data. Jul 22, 2013
ganesha0701 IBrokers storing Interactive data. Jul 25, 2013
ganesha0701 IBrokers storing Interactive data. Jul 25, 2013
subset section of trading day from RBloomberg bar download
6 msgs
Tim Meggs subset section of trading day from RBloomberg bar download Jul 25, 2013
michael.weylandt at gmail.com (R. Michael Weylandt subset section of trading day from RBloomberg bar download Jul 25, 2013
Brian Lee Yung Rowe subset section of trading day from RBloomberg bar download Jul 25, 2013
Tim Meggs subset section of trading day from RBloomberg bar download Jul 25, 2013
John Laing subset section of trading day from RBloomberg bar download Jul 25, 2013
Jeff Ryan subset section of trading day from RBloomberg bar download Jul 25, 2013
[SPAM] - Re: subset section of trading day from RBloombergbar download - Email found in subject
1 msg
David Reiner - Re: subset section of trading day from RBloombergbar download - Email found in subject Jul 25, 2013
Finding price difference of a time series
2 msgs
veepsirtt Finding price difference of a time series Jul 22, 2013
Joshua Ulrich Finding price difference of a time series Jul 23, 2013
rugarch package (sstd density function)
1 msg
W S rugarch package (sstd density function) Jul 23, 2013
day/month/year functions?
3 msgs
Mark Knecht day/month/year functions? Jul 22, 2013
G See day/month/year functions? Jul 22, 2013
Daniel day/month/year functions? Jul 22, 2013
Do the blotter demos work?
8 msgs
Joshua Ulrich Do the blotter demos work? Jul 21, 2013
Jim Green Do the blotter demos work? Jul 21, 2013
Joshua Ulrich Do the blotter demos work? Jul 22, 2013
Mark Knecht Do the blotter demos work? Jul 22, 2013
Jim Green Do the blotter demos work? Jul 22, 2013
Mark Knecht Do the blotter demos work? Jul 22, 2013
G See Do the blotter demos work? Jul 22, 2013
Mark Knecht Do the blotter demos work? Jul 22, 2013
create data frame with coefficients from many regressions
3 msgs
iza.ch1 create data frame with coefficients from many regressions Jul 22, 2013
Bastian Offermann create data frame with coefficients from many regressions Jul 22, 2013
Jeff Ryan create data frame with coefficients from many regressions Jul 22, 2013
Equality of covariance matrices??
1 msg
Brian Lee Yung Rowe Equality of covariance matrices?? Jul 22, 2013
how to get programmatically "portfolio weights" from portfolioFrontier-Object after optimization
1 msg
zeljko krizek how to get programmatically "portfolio weights" from portfolioFrontier-Object after optimization Jul 22, 2013
Equality of covariance matrices??
2 msgs
benn fine Equality of covariance matrices?? Jul 21, 2013
Wildi Marc (wlmr) Equality of covariance matrices?? Jul 22, 2013
rugarch package (sstd density function)
2 msgs
W S rugarch package (sstd density function) Jul 20, 2013
Alexios Ghalanos rugarch package (sstd density function) Jul 20, 2013
An experiment
1 msg
BBands An experiment Jul 18, 2013
Counterparty Credit Risk and CVA
1 msg
Hans Radtke Counterparty Credit Risk and CVA Jul 16, 2013
Counterparty Credit Risk and CVA
1 msg
Rafael Nogueira Counterparty Credit Risk and CVA Jul 15, 2013
An experiment
1 msg
BBands An experiment Jul 11, 2013
IBROKER - Problems with OrderID
2 msgs
Martin Bauer IBROKER - Problems with OrderID Jul 10, 2013
Jeff Ryan IBROKER - Problems with OrderID Jul 10, 2013
efficient linear programming problem!
3 msgs
Daniel Duan efficient linear programming problem! Jul 10, 2013
Brian G. Peterson efficient linear programming problem! Jul 10, 2013
Alexios Ghalanos efficient linear programming problem! Jul 10, 2013
Rforge TradeAnalytics packages forbidden
2 msgs
Marteau Rforge TradeAnalytics packages forbidden Jul 9, 2013
Marteau Rforge TradeAnalytics packages forbidden Jul 9, 2013
WTI Crude oil prices
1 msg
Helmuth Vollmeier WTI Crude oil prices Jul 8, 2013
qmao and earnings.com problem
4 msgs
TheTerrible qmao and earnings.com problem Jul 7, 2013
G See qmao and earnings.com problem Jul 7, 2013
Alexios Ghalanos qmao and earnings.com problem Jul 7, 2013
TheTerrible qmao and earnings.com problem Jul 7, 2013
WTI Crude oil prices
1 msg
Frank WTI Crude oil prices Jul 7, 2013
VaR calculation produces unreliable result
1 msg
Daniel Liebert VaR calculation produces unreliable result Jul 6, 2013
why my rugarch ugarchfit function is slow ?
2 msgs
ce why my rugarch ugarchfit function is slow ? Jul 5, 2013
Alexios Ghalanos why my rugarch ugarchfit function is slow ? Jul 5, 2013
How to customize rugarch.
2 msgs
jaimie villanueva How to customize rugarch. Jul 4, 2013
Alexios Ghalanos How to customize rugarch. Jul 4, 2013
why my rugarch ugarchfit function is slow ?
1 msg
ce why my rugarch ugarchfit function is slow ? Jul 4, 2013
why my rugarch ugarchfit function is slow ?
2 msgs
ce why my rugarch ugarchfit function is slow ? Jul 4, 2013
Alexios Ghalanos why my rugarch ugarchfit function is slow ? Jul 4, 2013
why my rugarch ugarchfit function is slow ?
3 msgs
ce why my rugarch ugarchfit function is slow ? Jul 2, 2013
Alexios Ghalanos why my rugarch ugarchfit function is slow ? Jul 2, 2013
durbanky at rogers.com why my rugarch ugarchfit function is slow ? Jul 3, 2013
quantmod FX from Oanda
3 msgs
Martin Bauer quantmod FX from Oanda Jul 2, 2013
Brian G. Peterson quantmod FX from Oanda Jul 2, 2013
ArvanitisCh at piraeusbank.gr quantmod FX from Oanda Jul 3, 2013
chartSeries
2 msgs
Dominykas Grigonis chartSeries Jul 2, 2013
Joshua Ulrich chartSeries Jul 2, 2013