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R-SIG-Finance August 2019

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Thursday, August 22, 2019 1 email
Tommaso Ferrari DCC model estimation with t-Student distribution rmgarch
Saturday, August 10, 2019 2 emails
Ilya Kipnis systematic trading w/ quantstrat Ethan Smith systematic trading w/ quantstrat
Wednesday, August 7, 2019 1 email
Tommaso Ferrari Understanding fixed.pars of rmgarch
Tuesday, August 6, 2019 1 email
Joshua Knipe optimize.portfolio.rebalancing with changing stock universe
Sunday, August 4, 2019 5 emails
Brian G. Peterson Mothly Returns of Mutual funds Atul Agarawal Mothly Returns of Mutual funds Ilya Kipnis optimize.portfolio.rebalancing with changing stock universe Brian G. Peterson optimize.portfolio.rebalancing with changing stock universe Joshua Knipe optimize.portfolio.rebalancing with changing stock universe
Thursday, August 1, 2019 1 email
Eric Berger Replicating TVECM plot