R-SIG-Finance June 2016

Creating regression tables for objects returned from ugarchfit

2 msgs Jun 29

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Philipp Reich Creating regression tables for objects returned from ugarchfit Jun 29, 2016

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Alexios Ghalanos Creating regression tables for objects returned from ugarchfit Jun 29, 2016

GMM

4 msgs Jun 28

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Pankaj K Agarwal GMM Jun 27, 2016

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Mark Leeds GMM Jun 27, 2016

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Eric Zivot GMM Jun 28, 2016

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Mark Leeds GMM Jun 28, 2016

Calculating VaR

3 msgs Jun 28

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T.Riedle Calculating VaR Jun 28, 2016

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Daniel Melendez Calculating VaR Jun 28, 2016

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Eric Zivot Calculating VaR Jun 28, 2016

new experience

1 msg Jun 28

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achievingbala at viziamail.com new experience Jun 28, 2016

Imputing Missing Values

5 msgs Jun 26

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Pankaj K Agarwal Imputing Missing Values Jun 26, 2016

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Frank Imputing Missing Values Jun 26, 2016

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Brian G. Peterson Imputing Missing Values Jun 26, 2016

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Pankaj K Agarwal Imputing Missing Values Jun 26, 2016

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Pankaj K Agarwal Imputing Missing Values Jun 26, 2016

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

2 msgs Jun 23

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

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

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

1 msg Jun 22

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

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

1 msg Jun 22

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

Option pricing, basic question

8 msgs Jun 16

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thp Option pricing, basic question Jun 8, 2016

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Frank Option pricing, basic question Jun 9, 2016

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Adam Ginensky Option pricing, basic question Jun 9, 2016

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Oleg Mubarakshin Option pricing, basic question Jun 9, 2016

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thp Option pricing, basic question Jun 9, 2016

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Frank Option pricing, basic question Jun 9, 2016

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thp Option pricing, basic question Jun 16, 2016

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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

1 msg Jun 14

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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

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

1 msg Jun 13

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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

reqNewsBulletins

1 msg Jun 12

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Stephen Choularton reqNewsBulletins Jun 12, 2016

Dynamic copula simulation with 'rmgarch' package

1 msg Jun 10

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

Option pricing, basic question

1 msg Jun 8

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Hong Yu Option pricing, basic question Jun 8, 2016

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

2 msgs Jun 8

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

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

Estimating gumbel copula parameter

1 msg Jun 5

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Sachin Kuruvithadam Estimating gumbel copula parameter Jun 5, 2016