R-SIG-Finance November 2014

Adding support for dollar returns?

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I

B

8 msgs · Nov 29 – Nov 30

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Ivan Popivanov Adding support for dollar returns? Nov 29, 2014

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Ilya Kipnis Adding support for dollar returns? Nov 29, 2014

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Ivan Popivanov Adding support for dollar returns? Nov 29, 2014

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Ilya Kipnis Adding support for dollar returns? Nov 29, 2014

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Ilya Kipnis Adding support for dollar returns? Nov 29, 2014

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Ivan Popivanov Adding support for dollar returns? Nov 29, 2014

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Ivan Popivanov Adding support for dollar returns? Nov 29, 2014

B

Brian G. Peterson Adding support for dollar returns? Nov 30, 2014

Block Exogeneity Test

D

B

J

7 msgs · Nov 21 – Nov 23

D

DEBASISH MAITRA Block Exogeneity Test Nov 21, 2014

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Brian G. Peterson Block Exogeneity Test Nov 21, 2014

B

Brian G. Peterson Block Exogeneity Test Nov 21, 2014

B

Brian G. Peterson Block Exogeneity Test Nov 21, 2014

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John C Frain Block Exogeneity Test Nov 21, 2014

D

DEBASISH MAITRA Block Exogeneity Test Nov 22, 2014

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John C Frain Block Exogeneity Test Nov 23, 2014

Blotter Question related to addAcctTxn and updateAcct

A

J

2 msgs · Nov 6 – Nov 11

A

Alexios Ghalanos Blotter Question related to addAcctTxn and updateAcct Nov 6, 2014

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Joshua Ulrich Blotter Question related to addAcctTxn and updateAcct Nov 11, 2014

Bug in tradeStats function?

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B

2 msgs · Nov 23 – Nov 23

N

Nick Bug in tradeStats function? Nov 23, 2014

B

Brian G. Peterson Bug in tradeStats function? Nov 23, 2014

FIGRACH

D

1 msg · Nov 12

D

DEBASISH MAITRA FIGRACH Nov 12, 2014

Fitting Arma-garch models to my troublesome data

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A

2 msgs · Nov 12 – Nov 12

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Lasse Thorst Fitting Arma-garch models to my troublesome data Nov 12, 2014

A

Alexios Ghalanos Fitting Arma-garch models to my troublesome data Nov 12, 2014

Fitting qGARCH, eGARCH and nGARCH (with rugarch)

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A

2 msgs · Nov 10 – Nov 10

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Lasse Thorst Fitting qGARCH, eGARCH and nGARCH (with rugarch) Nov 10, 2014

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Alexios Ghalanos Fitting qGARCH, eGARCH and nGARCH (with rugarch) Nov 10, 2014

GARCH Modelling of transformed series

Б

1 msg · Nov 24

Б

Бобровский Дмитрий GARCH Modelling of transformed series Nov 24, 2014

Heston Simulation

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G

2 msgs · Nov 16 – Nov 16

P

P. Henaff Heston Simulation Nov 16, 2014

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Gmail Heston Simulation Nov 16, 2014

How to add lagged values to rugarch-model

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A

B

5 msgs · Nov 5 – Nov 5

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Lasse Thorst How to add lagged values to rugarch-model Nov 5, 2014

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Alexios Ghalanos How to add lagged values to rugarch-model Nov 5, 2014

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Bob How to add lagged values to rugarch-model Nov 5, 2014

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Lasse Thorst How to add lagged values to rugarch-model Nov 5, 2014

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Alexios Ghalanos How to add lagged values to rugarch-model Nov 5, 2014

Learning statistical analysis methods and capabilities of R

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N

3 msgs · Nov 10 – Nov 10

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Sri Burra Learning statistical analysis methods and capabilities of R Nov 10, 2014

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Ilya Kipnis Learning statistical analysis methods and capabilities of R Nov 10, 2014

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Nick Learning statistical analysis methods and capabilities of R Nov 10, 2014

Preparing data for Superior predictive ability (SPA) test

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B

4 msgs · Nov 27 – Nov 29

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Karthik Raju Preparing data for Superior predictive ability (SPA) test Nov 27, 2014

B

Brian G. Peterson Preparing data for Superior predictive ability (SPA) test Nov 28, 2014

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Karthik Raju Preparing data for Superior predictive ability (SPA) test Nov 28, 2014

B

Brian G. Peterson Preparing data for Superior predictive ability (SPA) test Nov 29, 2014

R-SIG-Financ

A

1 msg · Nov 12

A

adarshpl7 at gmail.com R-SIG-Financ Nov 12, 2014

R/Finance 2015 Call for Papers

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1 msg · Nov 18

J

Joshua Ulrich R/Finance 2015 Call for Papers Nov 18, 2014

RBloomberg

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J

2 msgs · Nov 19 – Nov 19

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Larry Shank RBloomberg Nov 19, 2014

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John Laing RBloomberg Nov 19, 2014

Specifying an expected mu and Sigma for fPortfolio

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E

2 msgs · Nov 12 – Nov 12

T

Thomas Chevrier Specifying an expected mu and Sigma for fPortfolio Nov 12, 2014

E

elliot noma Specifying an expected mu and Sigma for fPortfolio Nov 12, 2014

Talking to C# API (Any reference to learn the same)

Б

1 msg · Nov 30

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Бобровский Дмитрий Talking to C# API (Any reference to learn the same) Nov 30, 2014

WTLE GARCH models

A

1 msg · Nov 12

A

Andrea Sestu WTLE GARCH models Nov 12, 2014

heston model simulation

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S

2 msgs · Nov 15 – Nov 18

G

Gmail heston model simulation Nov 15, 2014

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stefano iacus heston model simulation Nov 18, 2014

incorrectly storing results from `blotter` when using `foreach`

N

B

2 msgs · Nov 17 – Nov 17

N

Nick incorrectly storing results from `blotter` when using `foreach` Nov 17, 2014

B

Brian G. Peterson incorrectly storing results from `blotter` when using `foreach` Nov 17, 2014

quantstrat::Return.rebalancing

B

B

3 msgs · Nov 4 – Nov 4

B

Bos, Roger quantstrat::Return.rebalancing Nov 4, 2014

B

Brian G. Peterson quantstrat::Return.rebalancing Nov 4, 2014

B

Bos, Roger quantstrat::Return.rebalancing Nov 4, 2014

rmgarch gogarchFit standardized residuals

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A

2 msgs · Nov 6 – Nov 6

E

Ed Herranz rmgarch gogarchFit standardized residuals Nov 6, 2014

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Alexios Ghalanos rmgarch gogarchFit standardized residuals Nov 6, 2014

ugarchroll returns objects structures differently

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A

3 msgs · Nov 8 – Nov 8

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Ivan Popivanov ugarchroll returns objects structures differently Nov 8, 2014

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Alexios Ghalanos ugarchroll returns objects structures differently Nov 8, 2014

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Alexios Ghalanos ugarchroll returns objects structures differently Nov 8, 2014

zero coupon yield curve estimation

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K

2 msgs · Oct 31 – Nov 2

M

Matthew Johnson zero coupon yield curve estimation Oct 31, 2014

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kw1958 zero coupon yield curve estimation Nov 2, 2014