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R-SIG-Finance June 2016

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Calculating VaR

3 msgs
T.Riedle Calculating VaR Jun 28, 2016 Daniel Melendez Calculating VaR Jun 28, 2016 Eric Zivot Calculating VaR Jun 28, 2016

Copula-EVT-GARCH with rmgarch package (reproducible code)

1 msg
Sachin Kuruvithadam Copula-EVT-GARCH with rmgarch package (reproducible code) Jun 22, 2016

Creating regression tables for objects returned from ugarchfit

2 msgs
Philipp Reich Creating regression tables for objects returned from ugarchfit Jun 29, 2016 Alexios Ghalanos Creating regression tables for objects returned from ugarchfit Jun 29, 2016

Dynamic copula simulation with 'rmgarch' package

1 msg
Sachin Kuruvithadam Dynamic copula simulation with 'rmgarch' package Jun 10, 2016

Estimating gumbel copula parameter

1 msg
Sachin Kuruvithadam Estimating gumbel copula parameter Jun 5, 2016

GMM

4 msgs
Pankaj K Agarwal GMM Jun 27, 2016 Mark Leeds GMM Jun 27, 2016 Eric Zivot GMM Jun 28, 2016 Mark Leeds GMM Jun 28, 2016

How are errors terms calculated in GARCH model by rugarch package?

2 msgs
Xie Yijun How are errors terms calculated in GARCH model by rugarch package? Jun 8, 2016 Alexios Ghalanos How are errors terms calculated in GARCH model by rugarch package? Jun 8, 2016

Imputing Missing Values

5 msgs
Pankaj K Agarwal Imputing Missing Values Jun 26, 2016 Frank Imputing Missing Values Jun 26, 2016 Brian G. Peterson Imputing Missing Values Jun 26, 2016 Pankaj K Agarwal Imputing Missing Values Jun 26, 2016 Pankaj K Agarwal Imputing Missing Values Jun 26, 2016

Option pricing, basic question

9 msgs
thp Option pricing, basic question Jun 8, 2016 Hong Yu Option pricing, basic question Jun 8, 2016 Frank Option pricing, basic question Jun 9, 2016 Adam Ginensky Option pricing, basic question Jun 9, 2016 Oleg Mubarakshin Option pricing, basic question Jun 9, 2016 thp Option pricing, basic question Jun 9, 2016 Frank Option pricing, basic question Jun 9, 2016 thp Option pricing, basic question Jun 16, 2016 Joshua Ulrich Option pricing, basic question Jun 16, 2016

This isn't base R so it must be a package -- maybe IBrokers (?)... Would be good to identify it as such

2 msgs
Stephen Choularton This isn't base R so it must be a package -- maybe IBrokers (?)... Would be good to identify it as such Jun 13, 2016 ce This isn't base R so it must be a package -- maybe IBrokers (?)... Would be good to identify it as such Jun 14, 2016

dynamic copula using rmgarch package (ignore previous question, don't know how to delete it)

3 msgs
Sachin Kuruvithadam dynamic copula using rmgarch package (ignore previous question, don't know how to delete it) Jun 22, 2016 Robert Iquiapaza dynamic copula using rmgarch package (ignore previous question, don't know how to delete it) Jun 23, 2016 Sachin Kuruvithadam dynamic copula using rmgarch package (ignore previous question, don't know how to delete it) Jun 23, 2016

new experience

1 msg
achievingbala at viziamail.com new experience Jun 28, 2016

reqNewsBulletins

1 msg
Stephen Choularton reqNewsBulletins Jun 12, 2016