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 5 – 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

riskParityPortfolio package release

1 msg · Dec 1

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

rugarch intraday plot ugarchroll

2 msgs · Dec 4 – 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 – 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?

1 msg · Nov 30

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

rugarch xts causes error

3 msgs · Dec 3 – Dec 3

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