R-SIG-Finance December 2018

Thread Subject Author Date

14 messages in 7 threads

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Apparent bug in rmgarch

1 msg Dec 19

Josh Segal Apparent bug in rmgarch Dec 19, 2018

Calculating rolling alpha

3 msgs Dec 7

Bobbur Abhilash Chowdary Calculating rolling alpha Dec 5, 2018

Ilya Kipnis Calculating rolling alpha Dec 5, 2018

Bobbur Abhilash Chowdary Calculating rolling alpha Dec 7, 2018

rugarch intraday plot ugarchroll

2 msgs Dec 4

Владимир Иванов rugarch intraday plot ugarchroll Dec 4, 2018

Frank rugarch intraday plot ugarchroll Dec 4, 2018

rugarch roll forecast

3 msgs Dec 3

Владимир Иванов rugarch roll forecast Dec 3, 2018

Alexios Ghalanos rugarch roll forecast Dec 3, 2018

Владимир Иванов rugarch roll forecast Dec 3, 2018

rugarch roll plot. why abs(mu) in plot?

4 msgs Dec 3

Владимир Иванов rugarch roll plot. why abs(mu) in plot? Nov 30, 2018

Владимир Иванов rugarch xts causes error Dec 3, 2018

Alexios Ghalanos rugarch xts causes error Dec 3, 2018

Владимир Иванов rugarch xts causes error Dec 3, 2018

riskParityPortfolio package release

1 msg Dec 1

José Vinícius de Miranda Cardoso riskParityPortfolio package release Dec 1, 2018

rugarch roll plot. why abs(mu) in plot?

1 msg Nov 30