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