R-SIG-Finance February 2014

Thread Subject Author Date

42 messages in 13 threads

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8th R/Rmetrics Summer School and Workshop

1 msg · Feb 9

P. Henaff 8th R/Rmetrics Summer School and Workshop Feb 9, 2014

About ugarchboot

2 msgs · Feb 7 – Feb 7

Jaimie Villanueva About ugarchboot Feb 7, 2014 Alexios Ghalanos About ugarchboot Feb 7, 2014

Can Rugarch handle univariate GARCH models with many external regressors?

1 msg · Feb 21

Vojtěch Pištora Can Rugarch handle univariate GARCH models with many external regressors? Feb 21, 2014

DEoptim MSGARCH

4 msgs · Feb 21 – Feb 21

Bastian Offermann DEoptim MSGARCH Feb 21, 2014 Brian G. Peterson DEoptim MSGARCH Feb 21, 2014 Bastian Offermann DEoptim MSGARCH Feb 21, 2014 Brian G. Peterson DEoptim MSGARCH Feb 21, 2014

Leverage Constraint Error when running PortfolioAnalytics

2 msgs · Feb 5 – Feb 5

John Kaprich Leverage Constraint Error when running PortfolioAnalytics Feb 5, 2014 Ross Bennett Leverage Constraint Error when running PortfolioAnalytics Feb 5, 2014

NGARCH with FGarch package

1 msg · Feb 18

Milos Cipovic NGARCH with FGarch package Feb 18, 2014

Simulating an In-Mean Garch (1, 1) model with Rugarch.

2 msgs · Feb 20 – Feb 21

Benny André Byremo Simulating an In-Mean Garch (1, 1) model with Rugarch. Feb 20, 2014 Alexios Ghalanos Simulating an In-Mean Garch (1, 1) model with Rugarch. Feb 21, 2014

Spline GARCH

6 msgs · Feb 7 – Feb 10

Bastian Offermann Spline GARCH Feb 7, 2014 Paul Gilbert Spline GARCH Feb 7, 2014 Alexios Ghalanos Spline GARCH Feb 7, 2014 Bastian Offermann Spline GARCH Feb 7, 2014 Bastian Offermann Spline GARCH Feb 7, 2014 Paul Gilbert Spline GARCH Feb 10, 2014

aparch model in rugarch package

2 msgs · Feb 24 – Feb 25

Jaimie Villanueva aparch model in rugarch package Feb 24, 2014 Alexios Ghalanos aparch model in rugarch package Feb 25, 2014

meaning of IBroker mktData information

11 msgs · Feb 17 – Feb 28

Stephen Choularton meaning of IBroker mktData information Feb 17, 2014 Stephen Choularton meaning of IBroker mktData information Feb 22, 2014 Arnaud Gaboury meaning of IBroker mktData information Feb 22, 2014 Stephen Choularton meaning of IBroker mktData information Feb 22, 2014 Arnaud Gaboury meaning of IBroker mktData information Feb 22, 2014 Stephen Choularton meaning of IBroker mktData information Feb 27, 2014 Stergios Marinopoulos meaning of IBroker mktData information Feb 27, 2014 Brian G. Peterson meaning of IBroker mktData information Feb 28, 2014 ce meaning of IBroker mktData information Feb 28, 2014 Mark Knecht meaning of IBroker mktData information Feb 28, 2014 R P Herrold meaning of IBroker mktData information Feb 28, 2014

medium term Curreny/fx forecasting ( with ar ma arma + garch ? )

1 msg · Feb 26

ce medium term Curreny/fx forecasting ( with ar ma arma + garch ? ) Feb 26, 2014

ruGARCH realGARCH: Comparing sigma() with realizedVol input

5 msgs · Feb 17 – Feb 17

Duco van Rossem ruGARCH realGARCH: Comparing sigma() with realizedVol input Feb 17, 2014 Alexios Ghalanos ruGARCH realGARCH: Comparing sigma() with realizedVol input Feb 17, 2014 Duco van Rossem ruGARCH realGARCH: Comparing sigma() with realizedVol input Feb 17, 2014 Alexios Ghalanos ruGARCH realGARCH: Comparing sigma() with realizedVol input Feb 17, 2014 Duco van Rossem ruGARCH realGARCH: Comparing sigma() with realizedVol input Feb 17, 2014

understanding an error from ugarchfit

4 msgs · Feb 6 – Feb 18

tvernay understanding an error from ugarchfit Feb 6, 2014 Alexios Ghalanos understanding an error from ugarchfit Feb 6, 2014 tvernay understanding an error from ugarchfit Feb 18, 2014 Alexios Ghalanos understanding an error from ugarchfit Feb 18, 2014