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R-SIG-Finance April 2020

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Alexios Ghalanos

Last active: Apr 11, 2020
2 msgs
Alexios Ghalanos rugarch bug or my mistake? Apr 1, 2020 Alexios Ghalanos Singular matrix in DCC fit in package rmgarch | how to bypass base::solve() elegantly Apr 11, 2020

Peter Ruckdeschel

Last active: Apr 9, 2020
1 msg
Peter Ruckdeschel Singular matrix in DCC fit in package rmgarch | how to bypass base::solve() elegantly Apr 9, 2020

Sania Wadud

Last active: Apr 22, 2020
1 msg
Sania Wadud VARMA DCC GARCH with external dummy variable in mean and variance model Apr 22, 2020

shawn tan

Last active: Apr 3, 2020
1 msg
shawn tan Selection of appropriate copula family for multivariate Monte Carlo simulation of asset returns Apr 3, 2020

travisgleith .

Last active: Apr 1, 2020
1 msg
travisgleith . rugarch bug or my mistake? Apr 1, 2020