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R-SIG-Finance March 2018

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Alec Schmidt

Last active: Mar 21, 2018
5 msgs
Alec Schmidt Minimizing tracking error with restricted number of stocks Mar 7, 2018 Alec Schmidt Minimizing tracking error with restricted number of stocks Mar 7, 2018 Alec Schmidt Minimizing tracking error with restricted number of stocks Mar 8, 2018 Alec Schmidt Minimizing tracking error with restricted number of stocks Mar 8, 2018 Alec Schmidt input parameters for optimize.portfolio.rebalancing() in PortfolioAnalytics Mar 21, 2018

Alexios Ghalanos

Last active: Mar 15, 2018
2 msgs
Alexios Ghalanos Απ: Question about rugarch Mar 1, 2018 Alexios Ghalanos Restriction test (H0: alpha1+beta1 = 1, H1:alpha1 + beta1 ≠ 1) on GARCH model in R not working Mar 15, 2018

Andreas Bregiannis

Last active: Mar 1, 2018
3 msgs
Andreas Bregiannis Question about rugarch Mar 1, 2018 Andreas Bregiannis Απ: Question about rugarch Mar 1, 2018 Andreas Bregiannis Απ: Απ: Question about rugarch Mar 1, 2018

Bob

Last active: Mar 6, 2018
1 msg
Bob Question quadprogXT Mar 6, 2018

Brian G. Peterson

Last active: Mar 29, 2018
6 msgs
Brian G. Peterson Minimizing tracking error with restricted number of stocks Mar 7, 2018 Brian G. Peterson Minimizing tracking error with restricted number of stocks Mar 7, 2018 Brian G. Peterson Minimizing tracking error with restricted number of stocks Mar 8, 2018 Brian G. Peterson Error using Performance Analytics package Mar 13, 2018 Brian G. Peterson Any news about the R/Finance 2018 conference? Mar 26, 2018 Brian G. Peterson Using quantstrat with options Mar 29, 2018

Christofer Bogaso

Last active: Mar 30, 2018
1 msg
Christofer Bogaso Books for FX risk management Mar 30, 2018

Erol Biceroglu

Last active: Mar 12, 2018
1 msg
Erol Biceroglu SJC copula in R Mar 12, 2018

Gus Br

Last active: Mar 12, 2018
2 msgs
Gus Br SJC copula in R Mar 12, 2018 Gus Br SJC copula in R Mar 12, 2018

Jason Hart

Last active: Mar 8, 2018
1 msg
Jason Hart Minimizing tracking error with restricted number of stocks Mar 8, 2018

Joe O

Last active: Mar 20, 2018
1 msg
Joe O Data adjustment question Mar 20, 2018

Joshua Ulrich

Last active: Mar 12, 2018
1 msg
Joshua Ulrich Error using Performance Analytics package Mar 12, 2018

Pankaj K Agarwal

Last active: Mar 13, 2018
3 msgs
Pankaj K Agarwal Error using Performance Analytics package Mar 12, 2018 Pankaj K Agarwal Error using Performance Analytics package Mar 13, 2018 Pankaj K Agarwal Error in using PerformanceAnalytics package. Mar 13, 2018

Pedro Albuquerque

Last active: Mar 28, 2018
1 msg
Pedro Albuquerque CAViaR Mar 28, 2018

Pit Götz

Last active: Mar 28, 2018
1 msg
Pit Götz CAViaR Mar 28, 2018

Sal Abbasi

Last active: Mar 29, 2018
3 msgs
Sal Abbasi Question on highfrequency package Mar 12, 2018 Sal Abbasi Using quantstrat with options Mar 29, 2018 Sal Abbasi Using quantstrat with options Mar 29, 2018

Siegfried Köstlmeier

Last active: Mar 29, 2018
1 msg
Siegfried Köstlmeier using reqHistoricalData Mar 29, 2018

Sillas Gonzaga

Last active: Mar 26, 2018
2 msgs
Sillas Gonzaga Any news about the R/Finance 2018 conference? Mar 26, 2018 Sillas Gonzaga Any news about the R/Finance 2018 conference? Mar 26, 2018

Stephen Choularton

Last active: Mar 27, 2018
1 msg
Stephen Choularton using reqHistoricalData Mar 27, 2018

Vivek Rao

Last active: Mar 7, 2018
1 msg
Vivek Rao Minimizing tracking error with restricted number of stocks Mar 7, 2018

Woo-Young Kang

Last active: Mar 14, 2018
1 msg
Woo-Young Kang Restriction test (H0: alpha1+beta1 = 1, H1:alpha1 + beta1 ≠ 1) on GARCH model in R not working Mar 14, 2018

ibrahim ergen

Last active: Mar 1, 2018
1 msg
ibrahim ergen Question about rugarch Mar 1, 2018

于 喆

Last active: Mar 15, 2018
1 msg
于 喆 RV: replicate sigma of the function UGARCHFIT Mar 15, 2018