Fourth quarter 2017 Archives by author

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Starting: Wed Oct 4 11:05:17 CEST 2017
Ending: Thu Dec 28 21:36:35 CET 2017
Messages: 55

• [R-SIG-Finance] Interaction with Alpha Vantage?   Sal Abbasi
• [R-SIG-Finance] R packages/resources for Financial Risk Management   Pankaj K Agarwal
• [R-SIG-Finance] R packages/resources for Financial Risk Management   Pankaj K Agarwal
• [R-SIG-Finance] R packages/resources for Financial Risk Management   Pankaj K Agarwal
• [R-SIG-Finance] R packages/resources for Financial Risk Management   Pankaj K Agarwal
• [R-SIG-Finance] Thanks for posting this. If you've read these books, it would be helpful if you posted a 1- or 2-line 'review' or summary of each.   Erol Biceroglu
• [R-SIG-Finance] Interaction with Alpha Vantage?   Erol Biceroglu
• [R-SIG-Finance] To obtain the t student of each rolling window with EGARCH model   Sandrine Boulerne
• [R-SIG-Finance] To obtain the t student of each rolling window with EGARCH model   Sandrine Boulerne
• [R-SIG-Finance] To obtain the t student of each rolling window with EGARCH model   Sandrine Boulerne
• [R-SIG-Finance] rugarch teste   Rafael Bressan
• [R-SIG-Finance] rugarch teste   Rafael Bressan
• [R-SIG-Finance] rugarch - VaRloss, VaRTest and ESTest   Rafael Bressan
• [R-SIG-Finance] Interaction with Alpha Vantage?   Daniel Cegiełka
• [R-SIG-Finance] Interaction with Alpha Vantage?   Daniel Cegiełka
• [R-SIG-Finance] Interaction with Alpha Vantage?   Daniel Cegiełka
• [R-SIG-Finance] Interaction with Alpha Vantage?   Dirk Eddelbuettel
• [R-SIG-Finance] Interaction with Alpha Vantage?   Dirk Eddelbuettel
• [R-SIG-Finance] Problems when estimating GARCH parameters with fGarch   Robert Harlow
• [R-SIG-Finance] Books on R & Finance   Ilya Kipnis
• [R-SIG-Finance] R packages/resources for Financial Risk Management   Terry Leitch
• [R-SIG-Finance] Problems when estimating GARCH parameters with fGarch   Curtis Miller
• [R-SIG-Finance] Problems when estimating GARCH parameters with fGarch   Curtis Miller
• [R-SIG-Finance] rugarch robust covariance matrix definition   Curtis Miller
• [R-SIG-Finance] Interaction with Alpha Vantage?   Duncan Murdoch
• [R-SIG-Finance] Interaction with Alpha Vantage?   Duncan Murdoch
• [R-SIG-Finance] Interaction with Alpha Vantage?   Duncan Murdoch
• [R-SIG-Finance] Interaction with Alpha Vantage?   Duncan Murdoch
• [R-SIG-Finance] R packages/resources for Financial Risk Management   Brian G. Peterson
• [R-SIG-Finance] R packages/resources for Financial Risk Management   Brian G. Peterson
• [R-SIG-Finance] Books on R & Finance   Henrique Ramos
• [R-SIG-Finance] Problems when estimating GARCH parameters with fGarch   Vivek Rao
• [R-SIG-Finance] rugarch robust covariance matrix definition   Vivek Rao
• [R-SIG-Finance] problem with termstrc vmmin is not finite   Glenn Schultz
• [R-SIG-Finance] R packages/resources for Financial Risk Management   Enrico Schumann
• [R-SIG-Finance] External regressor bounds in rmgarch   Josh Segal
• [R-SIG-Finance] An Issue with quantmod   Robert Sherry
• [R-SIG-Finance] An Issue with quantmod   Robert Sherry
• [R-SIG-Finance] An Issue with quantmod   Robert Sherry
• [R-SIG-Finance] rugarch convergence fails   Geoffrey Smith
• [R-SIG-Finance] Interaction with Alpha Vantage?   Paul Teetor
• [R-SIG-Finance] Interaction with Alpha Vantage?   Paul Teetor
• [R-SIG-Finance] Interaction with Alpha Vantage?   Joshua Ulrich
• [R-SIG-Finance] An Issue with quantmod   Joshua Ulrich
• [R-SIG-Finance] An Issue with quantmod   Joshua Ulrich
• [R-SIG-Finance] Books on R & Finance   Nelson Wong
• [R-SIG-Finance] Books on R & Finance   Nelson Wong
• [R-SIG-Finance] Thanks for posting this. If you've read these books, it would be helpful if you posted a 1- or 2-line 'review' or summary of each.   Nelson Wong
• [R-SIG-Finance] Followup on Books on Finance & R   Nelson Wong
• [R-SIG-Finance] ruragrch package using external regressors   khemakhem emna
• [R-SIG-Finance] ruragrch package using external regressors   khemakhem emna
• [R-SIG-Finance] rugarch robust covariance matrix definition   alexios galanos
• [R-SIG-Finance] To obtain the t student of each rolling window with EGARCH model   alexios galanos
• [R-SIG-Finance] rugarch - VaRloss, VaRTest and ESTest   alexios galanos
• [R-SIG-Finance] Skew t Copula (Luis Diego Fernández)   Luisdiego fernandez gomez

Last message date: Thu Dec 28 21:36:35 CET 2017
Archived on: Thu Dec 28 21:36:42 CET 2017

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