R-SIG-Finance September 2021

Thread Subject Author Date

7 messages in 5 threads

|

rmgarch::cgarchfit: how to obtain Q matrix of DCC-Copula model?

1 msg Sep 30

Ezequiel Antar rmgarch::cgarchfit: how to obtain Q matrix of DCC-Copula model? Sep 30, 2021

Realized GARCH estimation problem

1 msg Sep 11

Crib Realized GARCH estimation problem Sep 11, 2021

PerformanceAnalytics

2 msgs Sep 8

Pankaj K Agarwal PerformanceAnalytics Sep 8, 2021

Brian G. Peterson PerformanceAnalytics Sep 8, 2021

SSRN paper: Analyzing intraday financial data in R: The highfrequency package

1 msg Sep 7

Vivek Rao SSRN paper: Analyzing intraday financial data in R: The highfrequency package Sep 7, 2021

plot.xts/chart_Series, multi.panel and candlesticks

2 msgs Sep 5

Mike plot.xts/chart_Series, multi.panel and candlesticks Sep 5, 2021

Joshua Ulrich plot.xts/chart_Series, multi.panel and candlesticks Sep 5, 2021