[R-SIG-Finance] What's are some go-to packages in R/Finance fordetecting shocks in financial time series?
oleg.mubarakshin at gmail.com
Tue Sep 29 16:28:57 CEST 2015
That's my fault. I can't share Bloomberg's data
I have the Russian market data (it is not from Bloomberg), Russian ruble for
Quite volatile FX pair USD/RUB - ATM vola of December option series - 23%,
with positive skew (correlation). Interesting and risky instrument.
From: Dirk Eddelbuettel
Sent: Tuesday, September 29, 2015 4:53 PM
To: Oleg Mubarakshin
Cc: Kipnis Ilya ; r-sig-finance
Subject: Re: [R-SIG-Finance] What's are some go-to packages in R/Finance
fordetecting shocks in financial time series?
On 29 September 2015 at 16:25, Oleg Mubarakshin wrote:
| I have Bloomberg terminal and can help you with market data if you want
Check your Bloomberg licensing terms. I don't think you want to do that.
http://dirk.eddelbuettel.com | @eddelbuettel | edd at debian.org
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