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R-SIG-Finance September 2013

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A question regarding the mcsGARCH model coding

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Yanru Zhang A question regarding the mcsGARCH model coding Sep 9, 2013 Alexios Ghalanos A question regarding the mcsGARCH model coding Sep 9, 2013

Ann: Course CART and Neural networks with R, 4-7 November, Barcelona (Spain).

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

Bloomberg Data

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Ralph Vince Bloomberg Data Sep 2, 2013 Brian G. Peterson Bloomberg Data Sep 2, 2013 Ralph Vince Bloomberg Data Sep 2, 2013

Crosses above, crosses below

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Mark Knecht Crosses above, crosses below Sep 27, 2013 Joshua Ulrich 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

Fitting a DCC-GARCH with more than one external regressor per single process using rmgarch

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leopoldo.catania 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 leopoldo.catania 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 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 Alexios Ghalanos Fitting a DCC-GARCH with more than one external regressor per single process using rmgarch Sep 7, 2013

How to get the algorithm for ARMA() function in R?

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aparna roy How to get the algorithm for ARMA() function in R? Sep 22, 2013

How to obtain the algorithm for garch() and garchFit() functions?

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AparnaRoy How to obtain the algorithm for garch() and garchFit() functions? Sep 22, 2013

How to obtain the algorithm for ugarchspec() and ugarchfit() functions?

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aparna roy How to obtain the algorithm for ugarchspec() and ugarchfit() functions? Sep 22, 2013 Brian G. Peterson How to obtain the algorithm for ugarchspec() and ugarchfit() functions? Sep 22, 2013

Is there any function in R which can estimate a GARCH model with only selective lags and exogenous variables?

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AparnaRoy Is there any function in R which can estimate a GARCH model with only selective lags and exogenous variables? Sep 22, 2013

Is there any function which will allow me to take selective lags of ARMA modelling part while doing ARMAX?

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aparna roy Is there any function which will allow me to take selective lags of ARMA modelling part while doing ARMAX? Sep 22, 2013

Kalman filter (astsa package)

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fernando Kalman filter (astsa package) Sep 23, 2013

Parma Package QP optimization Failing and Ignoring Leverage Constraint

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Preston Li Parma Package QP optimization Failing and Ignoring Leverage Constraint Sep 30, 2013 Alexios Ghalanos Parma Package QP optimization Failing and Ignoring Leverage Constraint Sep 30, 2013 R. Michael Weylandt 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

Question on IBrokers

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Qi Li Question on IBrokers Sep 30, 2013 Qi Li Question on IBrokers Sep 30, 2013

Reading MetaStock data format in R

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Peter Fertig 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 Peter Fertig Reading MetaStock data format in R Sep 30, 2013 Frank 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 Paul Gilbert Reading MetaStock data format in R Sep 30, 2013 Alexios Ghalanos Reading MetaStock data format in R Sep 30, 2013 Peter Fertig Reading MetaStock data format in R Sep 30, 2013 Alexios Ghalanos Reading MetaStock data format in R Sep 30, 2013

Setting a new method for generic function correctly?

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Mikhail Beketov Setting a new method for generic function correctly? Sep 21, 2013 Brian G. Peterson Setting a new method for generic function correctly? Sep 21, 2013

Trying to add custom indicators to chart.Posn

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Ilya Kipnis Trying to add custom indicators to chart.Posn Sep 28, 2013 Joshua Ulrich Trying to add custom indicators to chart.Posn Sep 29, 2013

problem with quantstrat

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Olivier MARTIN problem with quantstrat Sep 26, 2013 Dominykas Grigonis problem with quantstrat Sep 26, 2013 OpenTrades problem with quantstrat Sep 26, 2013 Brian G. Peterson problem with quantstrat Sep 30, 2013

question about the high frequency package

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Gmail question about the high frequency package Sep 29, 2013

rmgarch: dccforecast() and mregfor

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Cedric Membrez rmgarch: dccforecast() and mregfor Sep 2, 2013 Alexios Ghalanos rmgarch: dccforecast() and mregfor Sep 2, 2013

rugarch by processing with plyr

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Geoffrey Smith rugarch by processing with plyr Sep 23, 2013 Alexios Ghalanos rugarch by processing with plyr Sep 23, 2013

rugarch memory overload

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Geoffrey Smith rugarch memory overload Sep 6, 2013 Alexios Ghalanos rugarch memory overload Sep 6, 2013

unexpected output from filtering with mFilter package

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Wildi Marc (wlmr) unexpected output from filtering with mFilter package Sep 15, 2013

unexpected output from filtering with mFilter package

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Aidan Corcoran unexpected output from filtering with mFilter package Sep 15, 2013 Aidan Corcoran unexpected output from filtering with mFilter package Sep 15, 2013