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R-SIG-Finance November 2013

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Alexios Ghalanos

Last active: Nov 26, 2013
11 msgs
Alexios Ghalanos Using own simulations in package rugarch Nov 4, 2013 Alexios Ghalanos External regressors in rugarch filter / predefine residuals in fit Nov 5, 2013 Alexios Ghalanos Parameter estimation for GARCH model in rugarch package Nov 5, 2013 Alexios Ghalanos The family GARCH model equation Nov 10, 2013 Alexios Ghalanos Error In roll forecasting - rugarch Nov 17, 2013 Alexios Ghalanos racd package Nov 18, 2013 Alexios Ghalanos AGARCH + rugarch Nov 19, 2013 Alexios Ghalanos AGARCH + rugarch Nov 19, 2013 Alexios Ghalanos error in ugarchfit due to external regressors Nov 25, 2013 Alexios Ghalanos error in ugarchfit due to external regressors Nov 26, 2013 Alexios Ghalanos error in ugarchfit due to external regressors Nov 26, 2013

Brian G. Peterson

Last active: Nov 13, 2013
2 msgs
Brian G. Peterson HELP!: multivariate copula Nov 12, 2013 Brian G. Peterson R-3.0.2 - FinancialInstrument/blotter/quantstrat Nov 13, 2013

Costas Vorlow

Last active: Nov 8, 2013
1 msg
Costas Vorlow chart.TimeSeries Nov 8, 2013

Daniel

Last active: Nov 26, 2013
2 msgs
Daniel ploting time series Nov 26, 2013 Daniel ploting time series Nov 26, 2013

Dirk Eddelbuettel

Last active: Nov 2, 2013
2 msgs
Dirk Eddelbuettel RQuantLib/Quantlib for R-3.0.2 (Linux) ? Nov 2, 2013 Dirk Eddelbuettel RQuantLib/Quantlib for R-3.0.2 (Linux) ? Nov 2, 2013

Dominykas Grigonis

Last active: Nov 5, 2013
1 msg
Dominykas Grigonis European options in r3 Nov 5, 2013

Enrico Schumann

Last active: Nov 7, 2013
1 msg
Enrico Schumann European options in r3 Nov 7, 2013

Eric Thungstom

Last active: Nov 10, 2013
1 msg
Eric Thungstom Using forecasted data in fportfolio Nov 10, 2013

G See

Last active: Nov 27, 2013
3 msgs
G See Introducing TFX: An R Interface to the TrueFX Web API Nov 26, 2013 G See Introducing TFX: An R Interface to the TrueFX Web API Nov 27, 2013 G See Introducing TFX: An R Interface to the TrueFX Web API Nov 27, 2013

Joshua Ulrich

Last active: Nov 28, 2013
3 msgs
Joshua Ulrich blotter->chart.Posn -- 'no transactions/position to chart' Nov 21, 2013 Joshua Ulrich addATR() and addTA(ATR()) generate different plots Nov 28, 2013 Joshua Ulrich addATR() and addTA(ATR()) generate different plots Nov 28, 2013

Mark Knecht

Last active: Nov 26, 2013
9 msgs
Mark Knecht RQuantLib/Quantlib for R-3.0.2 (Linux) ? Nov 2, 2013 Mark Knecht RQuantLib/Quantlib for R-3.0.2 (Linux) ? Nov 2, 2013 Mark Knecht R-3.0.2 - FinancialInstrument/blotter/quantstrat Nov 13, 2013 Mark Knecht R-3.0.2 - FinancialInstrument/blotter/quantstrat Nov 13, 2013 Mark Knecht blotter->chart.Posn -- 'no transactions/position to chart' Nov 21, 2013 Mark Knecht blotter->chart.Posn -- 'no transactions/position to chart' Nov 21, 2013 Mark Knecht blotter->chart.Posn -- 'no transactions/position to chart' Nov 21, 2013 Mark Knecht ploting time series Nov 24, 2013 Mark Knecht ploting time series Nov 26, 2013

Oleg Mubarakshin

Last active: Nov 5, 2013
1 msg
Oleg Mubarakshin European options in r3 Nov 5, 2013

Patrick Burns

Last active: Nov 26, 2013
1 msg
Patrick Burns ploting time series Nov 26, 2013

Peter Carl

Last active: Nov 8, 2013
1 msg
Peter Carl chart.TimeSeries Nov 8, 2013

R. Michael Weylandt

Last active: Nov 26, 2013
1 msg
R. Michael Weylandt ploting time series Nov 26, 2013

Raghuraman Ramachandran

Last active: Nov 1, 2013
1 msg
Raghuraman Ramachandran Ranking XTS based on quantiles Nov 1, 2013

Robert Iquiapaza

Last active: Nov 11, 2013
1 msg
Robert Iquiapaza Rmetrics - Litzenberger and Ramaswamy (1979) MLE estimators in R? Nov 11, 2013

Shannon Callan

Last active: Nov 9, 2013
1 msg
Shannon Callan chart.TimeSeries Nov 9, 2013

Stefan.Jaeschke at rwe.com

Last active: Nov 5, 2013
2 msgs
Stefan.Jaeschke at rwe.com Using own simulations in package rugarch Nov 4, 2013 Stefan.Jaeschke at rwe.com External regressors in rugarch filter / predefine residuals in fit Nov 5, 2013

Suzie

Last active: Nov 10, 2013
2 msgs
Suzie The family GARCH model equation Nov 10, 2013 Suzie The family GARCH model equation Nov 10, 2013

Vishnu B

Last active: Nov 5, 2013
1 msg
Vishnu B European options in r3 Nov 5, 2013

Wei-han Liu

Last active: Nov 18, 2013
1 msg
Wei-han Liu racd package Nov 18, 2013

Yanru Zhang

Last active: Nov 5, 2013
1 msg
Yanru Zhang Parameter estimation for GARCH model in rugarch package Nov 5, 2013

ce

Last active: Nov 27, 2013
1 msg
ce blotter package, can't add new symbol to existing portfolio Nov 27, 2013

eric

Last active: Nov 7, 2013
1 msg
eric Using forecasted data in fportfolio Nov 7, 2013

fernando

Last active: Nov 26, 2013
2 msgs
fernando ploting time series Nov 24, 2013 fernando ploting time series Nov 26, 2013

leopoldo.catania

Last active: Nov 17, 2013
1 msg
leopoldo.catania Error In roll forecasting - rugarch Nov 17, 2013

manojit_roy at comcast.net

Last active: Nov 28, 2013
1 msg
manojit_roy at comcast.net addATR() and addTA(ATR()) generate different plots Nov 28, 2013

matt at considine.net

Last active: Nov 8, 2013
1 msg
matt at considine.net Using forecasted data in fportfolio Nov 8, 2013

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

Last active: Nov 19, 2013
3 msgs
michael.weylandt at gmail.com (R. Michael Weylandt European options in r3 Nov 5, 2013 michael.weylandt at gmail.com (R. Michael Weylandt AGARCH + rugarch Nov 19, 2013 michael.weylandt at gmail.com (R. Michael Weylandt AGARCH + rugarch Nov 19, 2013

nooldor

Last active: Nov 11, 2013
3 msgs
nooldor Litzenberger and Ramaswamy (1979) MLE estimators in R? Nov 1, 2013 nooldor Litzenberger and Ramaswamy (1979) MLE estimators in R? Nov 4, 2013 nooldor Rmetrics - Litzenberger and Ramaswamy (1979) MLE estimators in R? Nov 11, 2013

tvernay

Last active: Nov 26, 2013
3 msgs
tvernay error in ugarchfit due to external regressors Nov 25, 2013 tvernay error in ugarchfit due to external regressors Nov 25, 2013 tvernay error in ugarchfit due to external regressors Nov 26, 2013

veepsirtt

Last active: Nov 27, 2013
5 msgs
veepsirtt Introducing TFX: An R Interface to the TrueFX Web API Nov 26, 2013 veepsirtt Introducing TFX: An R Interface to the TrueFX Web API Nov 27, 2013 veepsirtt Introducing TFX: An R Interface to the TrueFX Web API Nov 27, 2013 veepsirtt Introducing TFX: An R Interface to the TrueFX Web API Nov 27, 2013 veepsirtt Introducing TFX: An R Interface to the TrueFX Web API Nov 27, 2013

widmo

Last active: Nov 12, 2013
1 msg
widmo HELP!: multivariate copula Nov 12, 2013