R-SIG-Finance May 2023

Thread Subject Author Date

16 messages in 5 threads

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Downloaded stock prices from Yahoo Finance

3 msgs · May 5 – May 5

Dennis Fisher Downloaded stock prices from Yahoo Finance May 5, 2023 Joshua Ulrich Downloaded stock prices from Yahoo Finance May 5, 2023 Dennis Fisher Downloaded stock prices from Yahoo Finance May 5, 2023

None-Elliptical Copula Using rmgarch

2 msgs · May 7 – May 18

mhio@goth m@iii@g oii duck@com None-Elliptical Copula Using rmgarch May 7, 2023 mhio@goth m@iii@g oii duck@com None-Elliptical Copula Using rmgarch May 18, 2023

Performanceanalytics Charts - removing default date in title?

4 msgs · May 22 – May 23

Ed Herranz Performanceanalytics Charts - removing default date in title? May 22, 2023 Joshua Ulrich Performanceanalytics Charts - removing default date in title? May 23, 2023 Ilya Kipnis Performanceanalytics Charts - removing default date in title? May 23, 2023 Joshua Ulrich Performanceanalytics Charts - removing default date in title? May 23, 2023

VaRTest in rugarch package version 1.4.9 returns NaN

3 msgs · May 18 – May 22

Ayla VaRTest in rugarch package version 1.4.9 returns NaN May 18, 2023 Alexios Ghalanos VaRTest in rugarch package version 1.4.9 returns NaN May 18, 2023 Ayla VaRTest in rugarch package version 1.4.9 returns NaN May 22, 2023

rugarch: Mean model used for armaOrder(0,0)

4 msgs · May 2 – May 4

Simon Rhodes rugarch: Mean model used for armaOrder(0,0) May 2, 2023 Alexios Ghalanos rugarch: Mean model used for armaOrder(0,0) May 2, 2023 Simon Rhodes rugarch: Mean model used for armaOrder(0,0) May 4, 2023 Alexios Ghalanos rugarch: Mean model used for armaOrder(0,0) May 4, 2023