R-SIG-Finance November 2017

Thread Subject Author Date

35 messages in 10 threads

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An Issue with quantmod

5 msgs · Nov 14 – Nov 25

rsherry8 An Issue with quantmod Nov 14, 2017 Joshua Ulrich An Issue with quantmod Nov 14, 2017 rsherry8 An Issue with quantmod Nov 25, 2017 Joshua Ulrich An Issue with quantmod Nov 25, 2017 rsherry8 An Issue with quantmod Nov 25, 2017

External regressor bounds in rmgarch

1 msg · Nov 28

Josh Segal External regressor bounds in rmgarch Nov 28, 2017

Followup on Books on Finance & R

1 msg · Nov 1

Nelson Wong Followup on Books on Finance & R Nov 1, 2017

Interaction with Alpha Vantage?

14 msgs · Nov 6 – Nov 9

Duncan Murdoch Interaction with Alpha Vantage? Nov 6, 2017 Dirk Eddelbuettel Interaction with Alpha Vantage? Nov 6, 2017 Joshua Ulrich Interaction with Alpha Vantage? Nov 6, 2017 Daniel Cegiełka Interaction with Alpha Vantage? Nov 6, 2017 Duncan Murdoch Interaction with Alpha Vantage? Nov 6, 2017 Sal Abbasi Interaction with Alpha Vantage? Nov 6, 2017 Dirk Eddelbuettel Interaction with Alpha Vantage? Nov 6, 2017 Duncan Murdoch Interaction with Alpha Vantage? Nov 6, 2017 Daniel Cegiełka Interaction with Alpha Vantage? Nov 6, 2017 Daniel Cegiełka Interaction with Alpha Vantage? Nov 6, 2017 Duncan Murdoch Interaction with Alpha Vantage? Nov 6, 2017 Erol Biceroglu Interaction with Alpha Vantage? Nov 6, 2017 Paul Teetor Interaction with Alpha Vantage? Nov 8, 2017 Paul Teetor Interaction with Alpha Vantage? Nov 9, 2017

Problems when estimating GARCH parameters with fGarch

1 msg · Nov 4

Vivek Rao Problems when estimating GARCH parameters with fGarch Nov 4, 2017

Problems when estimating GARCH parameters with fGarch

3 msgs · Nov 2 – Nov 4

Curtis Miller Problems when estimating GARCH parameters with fGarch Nov 2, 2017 Bob Problems when estimating GARCH parameters with fGarch Nov 3, 2017 Curtis Miller Problems when estimating GARCH parameters with fGarch Nov 4, 2017

To obtain the t student of each rolling window with EGARCH model

4 msgs · Nov 23 – Nov 28

Sandrine Boulerne To obtain the t student of each rolling window with EGARCH model Nov 23, 2017 Alexios Ghalanos To obtain the t student of each rolling window with EGARCH model Nov 23, 2017 Sandrine Boulerne To obtain the t student of each rolling window with EGARCH model Nov 24, 2017 Sandrine Boulerne To obtain the t student of each rolling window with EGARCH model Nov 28, 2017

problem with termstrc vmmin is not finite

1 msg · Nov 13

Glenn Schultz problem with termstrc vmmin is not finite Nov 13, 2017

rugarch robust covariance matrix definition

3 msgs · Nov 14 – Nov 14

Curtis Miller rugarch robust covariance matrix definition Nov 14, 2017 Alexios Ghalanos rugarch robust covariance matrix definition Nov 14, 2017 Vivek Rao rugarch robust covariance matrix definition Nov 14, 2017

rugarch teste

2 msgs · Nov 21 – Nov 22

Rafael Bressan rugarch teste Nov 21, 2017 Rafael Bressan rugarch teste Nov 22, 2017