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R-SIG-Finance September 2013

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Aidan Corcoran

Last active: Sep 15, 2013
2 msgs
Aidan Corcoran unexpected output from filtering with mFilter package Sep 15, 2013 Aidan Corcoran unexpected output from filtering with mFilter package Sep 15, 2013

Alexios Ghalanos

Last active: Sep 30, 2013
10 msgs
Alexios Ghalanos rmgarch: dccforecast() and mregfor Sep 2, 2013 Alexios Ghalanos Fitting a DCC-GARCH with more than one external regressor per single process using rmgarch Sep 3, 2013 Alexios Ghalanos Fitting a DCC-GARCH with more than one external regressor per single process using rmgarch Sep 3, 2013 Alexios Ghalanos rugarch memory overload Sep 6, 2013 Alexios Ghalanos Fitting a DCC-GARCH with more than one external regressor per single process using rmgarch Sep 7, 2013 Alexios Ghalanos A question regarding the mcsGARCH model coding Sep 9, 2013 Alexios Ghalanos rugarch by processing with plyr Sep 23, 2013 Alexios Ghalanos Reading MetaStock data format in R Sep 30, 2013 Alexios Ghalanos Reading MetaStock data format in R Sep 30, 2013 Alexios Ghalanos Parma Package QP optimization Failing and Ignoring Leverage Constraint Sep 30, 2013

AparnaRoy

Last active: Sep 22, 2013
2 msgs
AparnaRoy Is there any function in R which can estimate a GARCH model with only selective lags and exogenous variables? Sep 22, 2013 AparnaRoy How to obtain the algorithm for garch() and garchFit() functions? Sep 22, 2013

Brian G. Peterson

Last active: Sep 30, 2013
4 msgs
Brian G. Peterson Bloomberg Data Sep 2, 2013 Brian G. Peterson Setting a new method for generic function correctly? Sep 21, 2013 Brian G. Peterson How to obtain the algorithm for ugarchspec() and ugarchfit() functions? Sep 22, 2013 Brian G. Peterson problem with quantstrat Sep 30, 2013

Cedric Membrez

Last active: Sep 2, 2013
1 msg
Cedric Membrez rmgarch: dccforecast() and mregfor Sep 2, 2013

Dominykas Grigonis

Last active: Sep 26, 2013
1 msg
Dominykas Grigonis problem with quantstrat Sep 26, 2013

Frank

Last active: Sep 30, 2013
1 msg
Frank Reading MetaStock data format in R Sep 30, 2013

Geoffrey Smith

Last active: Sep 23, 2013
2 msgs
Geoffrey Smith rugarch memory overload Sep 6, 2013 Geoffrey Smith rugarch by processing with plyr Sep 23, 2013

Gmail

Last active: Sep 29, 2013
1 msg
Gmail question about the high frequency package Sep 29, 2013

Ilya Kipnis

Last active: Sep 28, 2013
1 msg
Ilya Kipnis Trying to add custom indicators to chart.Posn Sep 28, 2013

Joshua Ulrich

Last active: Sep 29, 2013
2 msgs
Joshua Ulrich Crosses above, crosses below Sep 27, 2013 Joshua Ulrich Trying to add custom indicators to chart.Posn Sep 29, 2013

Mark Knecht

Last active: Sep 30, 2013
3 msgs
Mark Knecht Crosses above, crosses below Sep 27, 2013 Mark Knecht Crosses above, crosses below Sep 27, 2013 Mark Knecht Crosses above, crosses below Sep 30, 2013

Mikhail Beketov

Last active: Sep 21, 2013
1 msg
Mikhail Beketov Setting a new method for generic function correctly? Sep 21, 2013

Olivier MARTIN

Last active: Sep 26, 2013
1 msg
Olivier MARTIN problem with quantstrat Sep 26, 2013

OpenTrades

Last active: Sep 26, 2013
1 msg
OpenTrades problem with quantstrat Sep 26, 2013

Paul Gilbert

Last active: Sep 30, 2013
1 msg
Paul Gilbert Reading MetaStock data format in R Sep 30, 2013

Peter Fertig

Last active: Sep 30, 2013
3 msgs
Peter Fertig Reading MetaStock data format in R Sep 30, 2013 Peter Fertig Reading MetaStock data format in R Sep 30, 2013 Peter Fertig Reading MetaStock data format in R Sep 30, 2013

Preston Li

Last active: Sep 30, 2013
2 msgs
Preston Li Parma Package QP optimization Failing and Ignoring Leverage Constraint Sep 30, 2013 Preston Li Parma Package QP optimization Failing and Ignoring Leverage Constraint Sep 30, 2013

Qi Li

Last active: Sep 30, 2013
2 msgs
Qi Li Question on IBrokers Sep 30, 2013 Qi Li Question on IBrokers Sep 30, 2013

R. Michael Weylandt

Last active: Sep 30, 2013
1 msg
R. Michael Weylandt Parma Package QP optimization Failing and Ignoring Leverage Constraint Sep 30, 2013

Ralph Vince

Last active: Sep 2, 2013
2 msgs
Ralph Vince Bloomberg Data Sep 2, 2013 Ralph Vince Bloomberg Data Sep 2, 2013

Soledad De Esteban Trivigno

Last active: Sep 30, 2013
1 msg
Soledad De Esteban Trivigno Ann: Course CART and Neural networks with R, 4-7 November, Barcelona (Spain). Sep 30, 2013

Wildi Marc (wlmr)

Last active: Sep 15, 2013
1 msg
Wildi Marc (wlmr) unexpected output from filtering with mFilter package Sep 15, 2013

Yanru Zhang

Last active: Sep 9, 2013
1 msg
Yanru Zhang A question regarding the mcsGARCH model coding Sep 9, 2013

aparna roy

Last active: Sep 22, 2013
3 msgs
aparna roy Is there any function which will allow me to take selective lags of ARMA modelling part while doing ARMAX? Sep 22, 2013 aparna roy How to get the algorithm for ARMA() function in R? Sep 22, 2013 aparna roy How to obtain the algorithm for ugarchspec() and ugarchfit() functions? Sep 22, 2013

fernando

Last active: Sep 23, 2013
1 msg
fernando Kalman filter (astsa package) Sep 23, 2013

leopoldo.catania

Last active: Sep 7, 2013
4 msgs
leopoldo.catania Fitting a DCC-GARCH with more than one external regressor per single process using rmgarch Sep 3, 2013 leopoldo.catania Fitting a DCC-GARCH with more than one external regressor per single process using rmgarch Sep 3, 2013 leopoldo.catania Fitting a DCC-GARCH with more than one external regressor per single process using rmgarch Sep 3, 2013 leopoldo.catania Fitting a DCC-GARCH with more than one external regressor per single process using rmgarch Sep 7, 2013

michael.weylandt at gmail.com (R. Michael Weylandt

Last active: Sep 30, 2013
2 msgs
michael.weylandt at gmail.com (R. Michael Weylandt Reading MetaStock data format in R Sep 30, 2013 michael.weylandt at gmail.com (R. Michael Weylandt Reading MetaStock data format in R Sep 30, 2013