R-SIG-Finance July 2018

Thread Subject Author Date

16 messages in 7 threads

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Error in `[.xts`(one, trim:length(two), ) : subscript out of bounds

2 msgs · Jul 10 – Jul 11

Stephen Choularton Error in `[.xts`(one, trim:length(two), ) : subscript out of bounds Jul 10, 2018 Joshua Ulrich Error in `[.xts`(one, trim:length(two), ) : subscript out of bounds Jul 11, 2018

Fitting a generalised student t distribution

1 msg · Jul 25

Valentin Popov Fitting a generalised student t distribution Jul 25, 2018

Mean Variance Portfolio Optimization based on a DGP

2 msgs · Jul 11 – Jul 11

Fianu, Emmanuel Senyo Mean Variance Portfolio Optimization based on a DGP Jul 11, 2018 Vivek Rao Mean Variance Portfolio Optimization based on a DGP Jul 11, 2018

Quantstrat - extracting current symbol

1 msg · Jul 31

James Hirschorn Quantstrat - extracting current symbol Jul 31, 2018

modeling VARMA-Garch in R

3 msgs · Jul 25 – Jul 25

Marcio Bernardo modeling VARMA-Garch in R Jul 25, 2018 Alexios Ghalanos modeling VARMA-Garch in R Jul 25, 2018 Márcio Rodrigues Bernardo modeling VARMA-Garch in R Jul 25, 2018

problem creating graphs

3 msgs · Jul 22 – Jul 22

Stephen Choularton problem creating graphs Jul 22, 2018 Stephen Choularton problem creating graphs Jul 22, 2018 Frank problem creating graphs Jul 22, 2018

rugarch: Initializing an AR1 model fit

4 msgs · Jul 19 – Jul 23

Mickey Petersen rugarch: Initializing an AR1 model fit Jul 19, 2018 Eric Berger rugarch: Initializing an AR1 model fit Jul 19, 2018 Alexios Ghalanos rugarch: Initializing an AR1 model fit Jul 19, 2018 Mickey Petersen rugarch: Initializing an AR1 model fit Jul 23, 2018