R-SIG-Finance November 2022

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10 messages in 4 threads

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Error with getSymbols('SP500', from = "2020-01-01", to = "2021-06-30", src='FRED') SP500<-na.locf(SP500, na.rm = TRUE)

5 msgs · Nov 7 – Nov 7

Frank Error with getSymbols('SP500', from = "2020-01-01", to = "2021-06-30", src='FRED') SP500<-na.locf(SP500, na.rm = TRUE) Nov 7, 2022 Joshua Ulrich Error with getSymbols('SP500', from = "2020-01-01", to = "2021-06-30", src='FRED') SP500<-na.locf(SP500, na.rm = TRUE) Nov 7, 2022 Daniel Cegiełka Error with getSymbols('SP500', from = "2020-01-01", to = "2021-06-30", src='FRED') SP500<-na.locf(SP500, na.rm = TRUE) Nov 7, 2022 Frank Error with getSymbols('SP500', from = "2020-01-01", to = "2021-06-30", src='FRED') SP500<-na.locf(SP500, na.rm = TRUE) Nov 7, 2022 Frank Error with getSymbols('SP500', from = "2020-01-01", to = "2021-06-30", src='FRED') SP500<-na.locf(SP500, na.rm = TRUE) Nov 7, 2022

PortfolioAnalytics: Out-of-sample optimization with transaction cost constraint

3 msgs · Nov 15 – Nov 16

Jarno Bergmeier PortfolioAnalytics: Out-of-sample optimization with transaction cost constraint Nov 15, 2022 Pankaj K Agarwal PortfolioAnalytics: Out-of-sample optimization with transaction cost constraint Nov 15, 2022 Jarno Bergmeier PortfolioAnalytics: Out-of-sample optimization with transaction cost constraint Nov 16, 2022

R/Finance 2023: Call for Presentations

1 msg · Nov 30

Joshua Ulrich R/Finance 2023: Call for Presentations Nov 30, 2022

Rugarch - ugarchroll (eGarch 1,

1 msg · Nov 25

yanlu2018 Rugarch - ugarchroll (eGarch 1, Nov 25, 2022