R-SIG-Finance May 2014
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Friday, May 30, 2014 1 email
Wednesday, May 28, 2014 9 emails
Mark Knecht
Time Varying Higher Moments - racd?
Alexios Ghalanos
Time Varying Higher Moments - racd?
Alexios Ghalanos
Simulating returns using copula and SPD distribution
Mark Knecht
Time Varying Higher Moments - racd?
Guillaume PEALAT
Simulating returns using copula and SPD distribution
Alexios Ghalanos
Simulating returns using copula and SPD distribution
Alexios Ghalanos
Time Varying Higher Moments - racd?
Guillaume PEALAT
Simulating returns using copula and SPD distribution
Mark Knecht
Time Varying Higher Moments - racd?
Tuesday, May 27, 2014 9 emails
Alexios Ghalanos
Time Varying Higher Moments - racd?
Mark Knecht
Time Varying Higher Moments - racd?
Alexios Ghalanos
understanding an error from ugarchfit
Alexios Ghalanos
Time Varying Higher Moments - racd?
firhat.nawfan.h
understanding an error from ugarchfit
Joshua Ulrich
Time Varying Higher Moments - racd?
Mark Knecht
Time Varying Higher Moments - racd?
Alexios Ghalanos
understanding an error from ugarchfit
firhat.nawfan.h
understanding an error from ugarchfit
Monday, May 26, 2014 2 emails
Saturday, May 24, 2014 3 emails
Thursday, May 22, 2014 4 emails
Wednesday, May 21, 2014 1 email
Tuesday, May 20, 2014 3 emails
Monday, May 19, 2014 5 emails
PoddyOne
Changing (seasonal) conditional distribution in a fGarch model
PoddyOne
Changing (seasonal) conditional distribution in a fGarch model
Alexios Ghalanos
Changing (seasonal) conditional distribution in a fGarch model
PoddyOne
Changing (seasonal) conditional distribution in a fGarch model
Joshua Ulrich
quantstrat - object 'prefer' not found?
Sunday, May 18, 2014 1 email
Friday, May 16, 2014 5 emails
Johannes Moser
change-point detection in highly dependent time series
cen six
change-point detection in highly dependent time series
amarjit chandhial
stochastic oscillator OBOS - intraday data & optimization TIMEFILTER & TIMESPANS
amarjit chandhial
stochastic oscillator OBOS - intraday data & optimization TIMEFILTER & TIMESPANS
Johannes Moser
change-point detection in highly dependent time series
Thursday, May 15, 2014 5 emails
Wednesday, May 14, 2014 4 emails
Tuesday, May 13, 2014 2 emails
Monday, May 12, 2014 4 emails
Saturday, May 10, 2014 9 emails
Pablo Rios
Luxor strategy (quantstrat) - Why are successive short (and long) trades happening ?
Johannes Moser
timout using "evalWithTimeout" in looped rugarch estimation
Alexios Ghalanos
timout using "evalWithTimeout" in looped rugarch estimation
amarjit chandhial
Luxor strategy (quantstrat) - Why are successive short (and long) trades happening ?
Johannes Moser
timout using "evalWithTimeout" in looped rugarch estimation
Alexios Ghalanos
timout using "evalWithTimeout" in looped rugarch estimation
Johannes Moser
timout using "evalWithTimeout" in looped rugarch estimation
Alexios Ghalanos
timout using "evalWithTimeout" in looped rugarch estimation
Johannes Moser
timout using "evalWithTimeout" in looped rugarch estimation
Friday, May 9, 2014 6 emails
stefano iacus
YUIMA package on CRAN
stefano iacus
Scaling and Clustering of Financial Data
max nissman
Volume data
Adam Ginensky
Volume data
Johannes Moser
timout using "evalWithTimeout" in looped rugarch estimation
Joshua Ulrich
Luxor strategy (quantstrat) - Why are successive short (and long) trades happening ?
Thursday, May 8, 2014 8 emails
Chinmay Patil
Luxor strategy (quantstrat) - Why are successive short (and long) trades happening ?
Pablo Rios
Luxor strategy (quantstrat) - Why are successive short (and long) trades happening ?
Pablo Rios
Luxor strategy (quantstrat) - Why are successive short (and long) trades happening ?
Oleg Mubarakshin
Implied Volatility
Neil Tiffin
clustering
Katherine Gobin
Implied Volatility
Joshua Ulrich
Luxor strategy (quantstrat) - Why are successive short (and long) trades happening ?
rPaulS
quantstrat - object 'prefer' not found?
Wednesday, May 7, 2014 3 emails
Tuesday, May 6, 2014 3 emails
Monday, May 5, 2014 1 email
Sunday, May 4, 2014 2 emails
Saturday, May 3, 2014 1 email
Friday, May 2, 2014 2 emails
Thursday, May 1, 2014 9 emails
Chinmay Patil
preserving dates in output of tseries
sean fallon
preserving dates in output of tseries
Alec Schmidt
preserving dates in output of tseries
Mustafa Baydogan
Mode list to mode numerical.... fast..
Mustafa Baydogan
Mode list to mode numerical.... fast..
Dirk Eddelbuettel
Mode list to mode numerical.... fast..
Joshua Ulrich
Mode list to mode numerical.... fast..
Steve Greiner
Mode list to mode numerical.... fast..
Aidan Corcoran
rbbg connection problem