R-SIG-Finance December 2017

Thread Subject Author Date

4 messages in 3 threads

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Skew t Copula (Luis Diego Fernández)

1 msg · Dec 28

Luisdiego fernandez gomez Skew t Copula (Luis Diego Fernández) Dec 28, 2017

rugarch - VaRloss, VaRTest and ESTest

2 msgs · Dec 15 – Dec 15

Rafael Bressan rugarch - VaRloss, VaRTest and ESTest Dec 15, 2017 Alexios Ghalanos rugarch - VaRloss, VaRTest and ESTest Dec 15, 2017

rugarch convergence fails

1 msg · Dec 13

Geoffrey Smith rugarch convergence fails Dec 13, 2017