Third quarter 2018 Archives by author

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Starting: Tue Jul 10 22:14:45 CEST 2018
Ending: Sat Sep 29 17:53:33 CEST 2018
Messages: 71

• [R-SIG-Finance] CME files   omerle m at ili at g off at gritel at com
• [R-SIG-Finance] rmgarch package   omerle m at ili at g off at gritel at com
• [R-SIG-Finance] New python backtesting library   Sal Abbasi
• [R-SIG-Finance] rugarch: Initializing an AR1 model fit   Eric Berger
• [R-SIG-Finance] modeling VARMA-Garch in R   Marcio Bernardo
• [R-SIG-Finance] modeling VARMA-Garch in R   Márcio Rodrigues Bernardo
• [R-SIG-Finance] BIS currency index   Christofer Bogaso
• [R-SIG-Finance] CME files   Joe W. Byers
• [R-SIG-Finance] Error in `[.xts`(one, trim:length(two), ) : subscript out of bounds   Stephen Choularton
• [R-SIG-Finance] problem creating graphs   Stephen Choularton
• [R-SIG-Finance] problem creating graphs   Stephen Choularton
• [R-SIG-Finance] Mean Variance Portfolio Optimization based on a DGP   Fianu, Emmanuel Senyo
• [R-SIG-Finance] problem creating graphs   Frank
• [R-SIG-Finance] modeling VARMA-Garch in R   Alexios Galanos
• [R-SIG-Finance] Option prices on SPX using IBrokers in R   Simone Gallo
• [R-SIG-Finance] Probability / Standard Deviation Cone   Jason Hart
• [R-SIG-Finance] Quantstrat - extracting current symbol   James Hirschorn
• [R-SIG-Finance] Quantstrat - running applyStrategy in a loop   James Hirschorn
• [R-SIG-Finance] Quantstrat - running applyStrategy in a loop   James Hirschorn
• [R-SIG-Finance] xts 'order.by' cannot contain 'NA', 'NaN', or 'Inf' in optimize.portfolio.rebalancing   Simon Hovmark
• [R-SIG-Finance] rugarch gives two different results based on the same model…how is that even possible?   GALIB KHAN
• [R-SIG-Finance] Fwd: rugarch gives two different results based on the same model…how is that even possible?   GALIB KHAN
• [R-SIG-Finance] rugarch gives two different results based on the same model…how is that even possible?   GALIB KHAN
• [R-SIG-Finance] rugarch gives two different results based on the same model…how is that even possible?   GALIB KHAN
• [R-SIG-Finance] rugarch gives two different results based on the same model…how is that even possible?   GALIB KHAN
• [R-SIG-Finance] Detail analysis of solvers' results   GALIB KHAN
• [R-SIG-Finance] rugarch gives two different results based on the same model…how is that even possible?   GALIB KHAN
• [R-SIG-Finance] Detail analysis of solvers' results   GALIB KHAN
• [R-SIG-Finance] rugarch gives two different results based on the same model…how is that even possible?   GALIB KHAN
• [R-SIG-Finance] rugarch gives two different results based on the same model…how is that even possible?   GALIB KHAN
• [R-SIG-Finance] Quantstrat - running applyStrategy in a loop   Ilya Kipnis
• [R-SIG-Finance] rmgarch::Alexios Ghalanos   Amit Mittal
• [R-SIG-Finance] GAS/MSGARCH   Amit Mittal
• [R-SIG-Finance] MIDASR/DCC   Amit Mittal
• [R-SIG-Finance] rmgarch package   Amit Mittal
• [R-SIG-Finance] rmgarch::Alexios Ghalanos   Amit Mittal
• [R-SIG-Finance] bitbucket code   Amit Mittal
• [R-SIG-Finance] bitbucket code   Amit Mittal
• [R-SIG-Finance] rmgarch/GAS models GAS models/betategarch GAS/egarch/rmgarch   Amit Mittal
• [R-SIG-Finance] Proposal for coding bridges in apps   Amit Mittal
• [R-SIG-Finance] Cordist/nisurface plots::rmgarch   Amit Mittal
• [R-SIG-Finance] xts 'order.by' cannot contain 'NA', 'NaN', or 'Inf' in optimize.portfolio.rebalancing   Amit Mittal
• [R-SIG-Finance] Fwd: [R] Problems to obtain standardized betas in multiply-imputed data   Amit Mittal
• [R-SIG-Finance] Fetching options chain using ibrokers   Amit Mittal
• [R-SIG-Finance] Correct princeton R models link   Amit Mittal
• [R-SIG-Finance] Probability / Standard Deviation Cone   Amit Mittal
• [R-SIG-Finance] BIS currency index   Will Oswald
• [R-SIG-Finance] rugarch: Initializing an AR1 model fit   Mickey Petersen
• [R-SIG-Finance] rugarch: Initializing an AR1 model fit   Mickey Petersen
• [R-SIG-Finance] Quantstrat - running applyStrategy in a loop   Brian G. Peterson
• [R-SIG-Finance] bitbucket code   Brian G. Peterson
• [R-SIG-Finance] bitbucket code   Brian G. Peterson
• [R-SIG-Finance] xts 'order.by' cannot contain 'NA', 'NaN', or 'Inf' in optimize.portfolio.rebalancing   Brian G. Peterson
• [R-SIG-Finance] Fitting a generalised student t distribution   Valentin Popov
• [R-SIG-Finance] Mean Variance Portfolio Optimization based on a DGP   Vivek Rao
• [R-SIG-Finance] Correct princeton R models link   Chris Ridder
• [R-SIG-Finance] xts 'order.by' cannot contain 'NA', 'NaN', or 'Inf' in optimize.portfolio.rebalancing   Enrico Schumann
• [R-SIG-Finance] Fetching options chain using ibrokers   Ganesh Sonawane
• [R-SIG-Finance] Fetching options chain using ibrokers   Ganesh Sonawane
• [R-SIG-Finance] Error in `[.xts`(one, trim:length(two), ) : subscript out of bounds   Joshua Ulrich
• [R-SIG-Finance] Should VAR(1) and VAR(1)-GARCH(1, 1) give equal point forecasts out of sample?   Paulo Véstia
• [R-SIG-Finance] rugarch gives two different results based on the same model…how is that even possible?   alexios galanos
• [R-SIG-Finance] rugarch gives two different results based on the same model…how is that even possible?   alexios galanos
• [R-SIG-Finance] rmgarch::Alexios Ghalanos   alexios galanos
• [R-SIG-Finance] rugarch: Initializing an AR1 model fit   alexios ghalanos
• [R-SIG-Finance] bitbucket code   prof at at mit at mitt at l m at ili at g off gm at il at com
• [R-SIG-Finance] rmgarch: Alexios Ghalanos cordist/nisurface/copulagarch   prof at at mit at mitt at l m at ili at g off gm at il at com
• [R-SIG-Finance] Fetching options chain using ibrokers   amol gupta
• [R-SIG-Finance] Fetching options chain using ibrokers   amol gupta
• [R-SIG-Finance] Fetching options chain using ibrokers   amol gupta
• [R-SIG-Finance] rmgarch package   somaye mohebbi

Last message date: Sat Sep 29 17:53:33 CEST 2018
Archived on: Sat Sep 29 18:03:51 CEST 2018

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