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R-SIG-Finance August 2013

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"rugarch" package output help

1 msg
nserdar "rugarch" package output help Aug 10, 2013

- Pulling minute bar data with bar() function in Rbbg(RBloomberg) package in R - Email found in subject

1 msg
David Reiner - Pulling minute bar data with bar() function in Rbbg(RBloomberg) package in R - Email found in subject Aug 14, 2013

ARCH test (rugarch package)

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Suzie ARCH test (rugarch package) Aug 5, 2013 Alexios Ghalanos ARCH test (rugarch package) Aug 5, 2013

Alexxios Ghalanos Parma Package

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Steve Greiner Alexxios Ghalanos Parma Package Aug 5, 2013 Alexios Ghalanos Alexxios Ghalanos Parma Package Aug 5, 2013

Capital requirements as a cushion against risks, why?

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Copula Guy Capital requirements as a cushion against risks, why? Aug 3, 2013 michael.weylandt at gmail.com (R. Michael Weylandt Capital requirements as a cushion against risks, why? Aug 3, 2013 Joshua Ulrich Capital requirements as a cushion against risks, why? Aug 4, 2013 Hans Radtke Capital requirements as a cushion against risks, why? Aug 5, 2013

Coherent Datafeed: Thomson Reuters Edition v 0.9.3 available

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Thomas Fuller Coherent Datafeed: Thomson Reuters Edition v 0.9.3 available Aug 19, 2013

Cointegration

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Josef Jauk Cointegration Aug 7, 2013 Joshua Ulrich Cointegration Aug 7, 2013

Creating trading reports in pdf?

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Mark Knecht Creating trading reports in pdf? Aug 12, 2013 Daniel Cegiełka Creating trading reports in pdf? Aug 12, 2013 Mark Knecht Creating trading reports in pdf? Aug 13, 2013

Embarassingly Simple Questions on rmgarch

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Bob Embarassingly Simple Questions on rmgarch Aug 13, 2013 Alexios Ghalanos Embarassingly Simple Questions on rmgarch Aug 13, 2013 Bob Embarassingly Simple Questions on rmgarch Aug 13, 2013

Finding price difference of a time series

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veepsirtt Finding price difference of a time series Aug 2, 2013 veepsirtt Finding price difference of a time series Aug 2, 2013 Paul Teetor Finding price difference of a time series Aug 2, 2013 veepsirtt Finding price difference of a time series Aug 2, 2013 Daniel Cegiełka Finding price difference of a time series Aug 4, 2013

Get Index Constituents

2 msgs
Adam B Get Index Constituents Aug 9, 2013 Brian Lee Yung Rowe Get Index Constituents Aug 9, 2013

Help

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Etty Sekhon Help Aug 22, 2013

Help with stepAIC function

2 msgs
John Kaprich Help with stepAIC function Aug 21, 2013 Matthieu Stigler Help with stepAIC function Aug 30, 2013

Imposing constraints on garch parameters with ugarchfit

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George Jordan Imposing constraints on garch parameters with ugarchfit Aug 2, 2013 Alexios Ghalanos Imposing constraints on garch parameters with ugarchfit Aug 2, 2013

Multi-Period Mean Variance Optimization (MVO) implementation in R

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zeljko krizek Multi-Period Mean Variance Optimization (MVO) implementation in R Aug 14, 2013

Options solution?

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BBands Options solution? Aug 23, 2013 Jeff Ryan Options solution? Aug 25, 2013 BBands Options solution? Aug 27, 2013

Parameterization of the GED distribution in rugarch package - second try

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Maxim Odulero Parameterization of the GED distribution in rugarch package - second try Aug 1, 2013

Parma Package specifically, parmaspec

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Steve Greiner Parma Package specifically, parmaspec Aug 8, 2013 Alexios Ghalanos Parma Package specifically, parmaspec Aug 8, 2013

Pulling minute bar data with bar() function in Rbbg (RBloomberg) package in R

1 msg
Alex Bennett Pulling minute bar data with bar() function in Rbbg (RBloomberg) package in R Aug 13, 2013

Pulling minute bar data with bar() function in Rbbg(RBloomberg) package in R

1 msg
David Reiner Pulling minute bar data with bar() function in Rbbg(RBloomberg) package in R Aug 19, 2013

QUANTMOD package: retrieving the rolling front month price when using the "getSymbols" function

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Ryan Christopher QUANTMOD package: retrieving the rolling front month price when using the "getSymbols" function Aug 4, 2013 Joshua Ulrich QUANTMOD package: retrieving the rolling front month price when using the "getSymbols" function Aug 4, 2013 Frank QUANTMOD package: retrieving the rolling front month price when using the "getSymbols" function Aug 4, 2013 Joshua Ulrich QUANTMOD package: retrieving the rolling front month price when using the "getSymbols" function Aug 5, 2013 Helmuth Vollmeier QUANTMOD package: retrieving the rolling front month price when using the "getSymbols" function Aug 5, 2013

Question regarding ugarchroll in rugarch package.

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Shuo Wang Question regarding ugarchroll in rugarch package. Aug 5, 2013 Alexios Ghalanos Question regarding ugarchroll in rugarch package. Aug 5, 2013

Rbbg::bdp cannot return TIME type?

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David Reiner Rbbg::bdp cannot return TIME type? Aug 9, 2013

YieldCurve package

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jaimie villanueva YieldCurve package Aug 11, 2013 Jeff Ryan YieldCurve package Aug 11, 2013 jaimie villanueva YieldCurve package Aug 11, 2013 Joshua Ulrich YieldCurve package Aug 12, 2013 jaimie villanueva YieldCurve package Aug 13, 2013

digits and as.perc arguments in table.Arbitrary in PerformanceAnalytics

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HAKAN KAYA digits and as.perc arguments in table.Arbitrary in PerformanceAnalytics Aug 14, 2013 Peter Carl digits and as.perc arguments in table.Arbitrary in PerformanceAnalytics Aug 14, 2013

digits and as.perc arguments in table.Arbitrary inPerformanceAnalytics

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Frank digits and as.perc arguments in table.Arbitrary inPerformanceAnalytics Aug 14, 2013

error with Return.rebalancing after upgrading to latest stable PerformanceAnalytics v1.1.0

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Paolo Cavatore error with Return.rebalancing after upgrading to latest stable PerformanceAnalytics v1.1.0 Aug 9, 2013 Joshua Ulrich error with Return.rebalancing after upgrading to latest stable PerformanceAnalytics v1.1.0 Aug 9, 2013

rcppbugs and markov switching model

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pu chen rcppbugs and markov switching model Aug 28, 2013 Whit Armstrong rcppbugs and markov switching model Aug 28, 2013