R-SIG-Finance February 2020

Portfolio Composition Forecasting

2 msgs Feb 29

G

G Mac Portfolio Composition Forecasting Feb 29, 2020

B

Brian G. Peterson Portfolio Composition Forecasting Feb 29, 2020

Performance Analytics PA-Bacon vignette

1 msg Feb 27

J

Joe W. Byers Performance Analytics PA-Bacon vignette Feb 27, 2020

Arch - garch model plus dummies in R

1 msg Feb 27

J

Juan Miranda Arch - garch model plus dummies in R Feb 27, 2020

Rmetrics - fPortfolio - portfolioFrontier function

1 msg Feb 22

J

JOSH CHIEN Rmetrics - fPortfolio - portfolioFrontier function Feb 22, 2020

Call for new Maintainers for the Rmetrics (f*) packages

2 msgs Feb 17

T

Tobias Setz Call for new Maintainers for the Rmetrics (f*) packages Feb 9, 2020

B

Bob Jansen Call for new Maintainers for the Rmetrics (f*) packages Feb 17, 2020

ruragrch package using dummy variables in gjr garch

1 msg Feb 16

S

seaonju hong ruragrch package using dummy variables in gjr garch Feb 16, 2020

rugarch singular issue

2 msgs Feb 16

J

Jia Shao rugarch singular issue Feb 16, 2020

A

Alexios Ghalanos rugarch singular issue Feb 16, 2020

Asymmetric Vector MEM using rmgarch

1 msg Feb 10

E

Evan Matthews (HDR) Asymmetric Vector MEM using rmgarch Feb 10, 2020

R/Finance 2020: Call for Presentations

1 msg Feb 5

J

Joshua Ulrich R/Finance 2020: Call for Presentations Feb 5, 2020

Problems with rugarch package

2 msgs Feb 4

C

Camila Villegas Problems with rugarch package Feb 4, 2020

A

Alexios Ghalanos Problems with rugarch package Feb 4, 2020