R-SIG-Finance February 2021

Thread Subject Author Date

5 messages in 3 threads

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Issues fitting basic models with rmgarch

1 msg Feb 10

Ezequiel Antar Issues fitting basic models with rmgarch Feb 10, 2021

rugarch fitting Duan's 1995 model

1 msg Feb 9

Argyrios Ramandanis rugarch fitting Duan's 1995 model Feb 9, 2021

PnL data - PerformanceAnalytics /

3 msgs Feb 7

Johan Palleschitz PnL data - PerformanceAnalytics / Feb 3, 2021

Brian G. Peterson PnL data - PerformanceAnalytics / Feb 4, 2021

Johan Palleschitz PnL data - PerformanceAnalytics / Feb 7, 2021