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R-SIG-Finance February 2014

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Alexios Ghalanos

Last active: Feb 25, 2014
8 msgs
Alexios Ghalanos understanding an error from ugarchfit Feb 6, 2014 Alexios Ghalanos Spline GARCH Feb 7, 2014 Alexios Ghalanos About ugarchboot Feb 7, 2014 Alexios Ghalanos ruGARCH realGARCH: Comparing sigma() with realizedVol input Feb 17, 2014 Alexios Ghalanos ruGARCH realGARCH: Comparing sigma() with realizedVol input Feb 17, 2014 Alexios Ghalanos understanding an error from ugarchfit Feb 18, 2014 Alexios Ghalanos Simulating an In-Mean Garch (1, 1) model with Rugarch. Feb 21, 2014 Alexios Ghalanos aparch model in rugarch package Feb 25, 2014

Arnaud Gaboury

Last active: Feb 22, 2014
2 msgs
Arnaud Gaboury meaning of IBroker mktData information Feb 22, 2014 Arnaud Gaboury meaning of IBroker mktData information Feb 22, 2014

Bastian Offermann

Last active: Feb 21, 2014
5 msgs
Bastian Offermann Spline GARCH Feb 7, 2014 Bastian Offermann Spline GARCH Feb 7, 2014 Bastian Offermann Spline GARCH Feb 7, 2014 Bastian Offermann DEoptim MSGARCH Feb 21, 2014 Bastian Offermann DEoptim MSGARCH Feb 21, 2014

Benny André Byremo

Last active: Feb 20, 2014
1 msg
Benny André Byremo Simulating an In-Mean Garch (1, 1) model with Rugarch. Feb 20, 2014

Brian G. Peterson

Last active: Feb 28, 2014
3 msgs
Brian G. Peterson DEoptim MSGARCH Feb 21, 2014 Brian G. Peterson DEoptim MSGARCH Feb 21, 2014 Brian G. Peterson meaning of IBroker mktData information Feb 28, 2014

Duco van Rossem

Last active: Feb 17, 2014
3 msgs
Duco van Rossem ruGARCH realGARCH: Comparing sigma() with realizedVol input Feb 17, 2014 Duco van Rossem ruGARCH realGARCH: Comparing sigma() with realizedVol input Feb 17, 2014 Duco van Rossem ruGARCH realGARCH: Comparing sigma() with realizedVol input Feb 17, 2014

Jaimie Villanueva

Last active: Feb 24, 2014
2 msgs
Jaimie Villanueva About ugarchboot Feb 7, 2014 Jaimie Villanueva aparch model in rugarch package Feb 24, 2014

John Kaprich

Last active: Feb 5, 2014
1 msg
John Kaprich Leverage Constraint Error when running PortfolioAnalytics Feb 5, 2014

Mark Knecht

Last active: Feb 28, 2014
1 msg
Mark Knecht meaning of IBroker mktData information Feb 28, 2014

Milos Cipovic

Last active: Feb 18, 2014
1 msg
Milos Cipovic NGARCH with FGarch package Feb 18, 2014

P. Henaff

Last active: Feb 9, 2014
1 msg
P. Henaff 8th R/Rmetrics Summer School and Workshop Feb 9, 2014

Paul Gilbert

Last active: Feb 10, 2014
2 msgs
Paul Gilbert Spline GARCH Feb 7, 2014 Paul Gilbert Spline GARCH Feb 10, 2014

R P Herrold

Last active: Feb 28, 2014
1 msg
R P Herrold meaning of IBroker mktData information Feb 28, 2014

Ross Bennett

Last active: Feb 5, 2014
1 msg
Ross Bennett Leverage Constraint Error when running PortfolioAnalytics Feb 5, 2014

Stephen Choularton

Last active: Feb 27, 2014
4 msgs
Stephen Choularton meaning of IBroker mktData information Feb 17, 2014 Stephen Choularton meaning of IBroker mktData information Feb 22, 2014 Stephen Choularton meaning of IBroker mktData information Feb 22, 2014 Stephen Choularton meaning of IBroker mktData information Feb 27, 2014

Stergios Marinopoulos

Last active: Feb 27, 2014
1 msg
Stergios Marinopoulos meaning of IBroker mktData information Feb 27, 2014

Vojtěch Pištora

Last active: Feb 21, 2014
1 msg
Vojtěch Pištora Can Rugarch handle univariate GARCH models with many external regressors? Feb 21, 2014

ce

Last active: Feb 28, 2014
2 msgs
ce medium term Curreny/fx forecasting ( with ar ma arma + garch ? ) Feb 26, 2014 ce meaning of IBroker mktData information Feb 28, 2014

tvernay

Last active: Feb 18, 2014
2 msgs
tvernay understanding an error from ugarchfit Feb 6, 2014 tvernay understanding an error from ugarchfit Feb 18, 2014