R-SIG-Finance July 2020

Thread Subject Author Date

25 messages in 9 threads

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A Simple Estimation of Bid-Ask Spreads from Daily Close, High, and Low Prices

10 msgs · Jul 28 – Jul 29

diego peroni A Simple Estimation of Bid-Ask Spreads from Daily Close, High, and Low Prices Jul 28, 2020 Brian G. Peterson A Simple Estimation of Bid-Ask Spreads from Daily Close, High, and Low Prices Jul 28, 2020 Henrique Ramos A Simple Estimation of Bid-Ask Spreads from Daily Close, High, and Low Prices Jul 28, 2020 Adam Ginensky A Simple Estimation of Bid-Ask Spreads from Daily Close, High, and Low Prices Jul 28, 2020 Ajay Shah A Simple Estimation of Bid-Ask Spreads from Daily Close, High, and Low Prices Jul 28, 2020 Brian G. Peterson A Simple Estimation of Bid-Ask Spreads from Daily Close, High, and Low Prices Jul 28, 2020 Jasen Mackie A Simple Estimation of Bid-Ask Spreads from Daily Close, High, and Low Prices Jul 28, 2020 Alec Schmidt A Simple Estimation of Bid-Ask Spreads from Daily Close, High, and Low Prices Jul 28, 2020 diego peroni A Simple Estimation of Bid-Ask Spreads from Daily Close, High, and Low Prices Jul 29, 2020 Ajay Shah A Simple Estimation of Bid-Ask Spreads from Daily Close, High, and Low Prices Jul 29, 2020

Applicable discount rate for coupon paying bond

1 msg · Jul 2

Christofer Bogaso Applicable discount rate for coupon paying bond Jul 2, 2020

DCCroll - realGARCH(1, 1) Estimation problem: Singularity

1 msg · Jul 4

Reinhardus, Asse DCCroll - realGARCH(1, 1) Estimation problem: Singularity Jul 4, 2020

Extracting data from a web

3 msgs · Jul 30 – Jul 31

Pedro páramo Extracting data from a web Jul 30, 2020 Mario Extracting data from a web Jul 30, 2020 Chirag Anand Extracting data from a web Jul 31, 2020

Interanual Return

1 msg · Jul 25

Pedro páramo Interanual Return Jul 25, 2020

R-SIG-Finance Digest, Vol 194, Issue 1

1 msg · Jul 3

Andrew Lochemes R-SIG-Finance Digest, Vol 194, Issue 1 Jul 3, 2020

Save a plot

2 msgs · Jul 28 – Jul 28

Pedro páramo Save a plot Jul 28, 2020 Brian G. Peterson Save a plot Jul 28, 2020

Select best worst

3 msgs · Jul 29 – Jul 31

Pedro páramo Select best worst Jul 29, 2020 Brian G. Peterson Select best worst Jul 29, 2020 Joshua Ulrich Select best worst Jul 31, 2020

hist from a data frame that is a list

3 msgs · Jul 30 – Jul 30

Pedro páramo hist from a data frame that is a list Jul 30, 2020 Brian G. Peterson hist from a data frame that is a list Jul 30, 2020 Pedro páramo hist from a data frame that is a list Jul 30, 2020