Third quarter 2018 Archives by subject
Starting: Tue Jul 10 22:14:45 CEST 2018
Ending: Sat Sep 29 17:53:33 CEST 2018
Messages: 71
- [R-SIG-Finance] BIS currency index
Christofer Bogaso
- [R-SIG-Finance] BIS currency index
Will Oswald
- [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] bitbucket code
Brian G. Peterson
- [R-SIG-Finance] bitbucket code
Amit Mittal
- [R-SIG-Finance] bitbucket code
Brian G. Peterson
- [R-SIG-Finance] bitbucket code
Amit Mittal
- [R-SIG-Finance] CME files
Joe W. Byers
- [R-SIG-Finance] CME files
omerle m at ili at g off at gritel at com
- [R-SIG-Finance] Cordist/nisurface plots::rmgarch
Amit Mittal
- [R-SIG-Finance] Correct princeton R models link
Chris Ridder
- [R-SIG-Finance] Correct princeton R models link
Amit Mittal
- [R-SIG-Finance] Detail analysis of solvers' results
GALIB KHAN
- [R-SIG-Finance] Detail analysis of solvers' results
GALIB KHAN
- [R-SIG-Finance] Error in `[.xts`(one, trim:length(two), ) : subscript out of bounds
Stephen Choularton
- [R-SIG-Finance] Error in `[.xts`(one, trim:length(two), ) : subscript out of bounds
Joshua Ulrich
- [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
Amit Mittal
- [R-SIG-Finance] Fetching options chain using ibrokers
Ganesh Sonawane
- [R-SIG-Finance] Fetching options chain using ibrokers
amol gupta
- [R-SIG-Finance] Fetching options chain using ibrokers
Ganesh Sonawane
- [R-SIG-Finance] Fitting a generalised student t distribution
Valentin Popov
- [R-SIG-Finance] Fwd: [R] Problems to obtain standardized betas in multiply-imputed data
Amit Mittal
- [R-SIG-Finance] Fwd: rugarch gives two different results based on the same model…how is that even possible?
GALIB KHAN
- [R-SIG-Finance] GAS/MSGARCH
Amit Mittal
- [R-SIG-Finance] Mean Variance Portfolio Optimization based on a DGP
Fianu, Emmanuel Senyo
- [R-SIG-Finance] Mean Variance Portfolio Optimization based on a DGP
Vivek Rao
- [R-SIG-Finance] MIDASR/DCC
Amit Mittal
- [R-SIG-Finance] modeling VARMA-Garch in R
Marcio Bernardo
- [R-SIG-Finance] modeling VARMA-Garch in R
Alexios Galanos
- [R-SIG-Finance] modeling VARMA-Garch in R
Márcio Rodrigues Bernardo
- [R-SIG-Finance] New python backtesting library
Sal Abbasi
- [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] Probability / Standard Deviation Cone
Amit Mittal
- [R-SIG-Finance] problem creating graphs
Stephen Choularton
- [R-SIG-Finance] problem creating graphs
Stephen Choularton
- [R-SIG-Finance] problem creating graphs
Frank
- [R-SIG-Finance] Proposal for coding bridges in apps
Amit Mittal
- [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
Ilya Kipnis
- [R-SIG-Finance] Quantstrat - running applyStrategy in a loop
Brian G. Peterson
- [R-SIG-Finance] Quantstrat - running applyStrategy in a loop
James Hirschorn
- [R-SIG-Finance] rmgarch/GAS models GAS models/betategarch GAS/egarch/rmgarch
Amit Mittal
- [R-SIG-Finance] rmgarch::Alexios Ghalanos
Amit Mittal
- [R-SIG-Finance] rmgarch::Alexios Ghalanos
alexios galanos
- [R-SIG-Finance] rmgarch::Alexios Ghalanos
Amit Mittal
- [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] rmgarch package
somaye mohebbi
- [R-SIG-Finance] rmgarch package
omerle m at ili at g off at gritel at com
- [R-SIG-Finance] rmgarch package
Amit Mittal
- [R-SIG-Finance] rugarch: Initializing an AR1 model fit
Mickey Petersen
- [R-SIG-Finance] rugarch: Initializing an AR1 model fit
Eric Berger
- [R-SIG-Finance] rugarch: Initializing an AR1 model fit
alexios ghalanos
- [R-SIG-Finance] rugarch: Initializing an AR1 model fit
Mickey Petersen
- [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?
alexios galanos
- [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?
alexios galanos
- [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] 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] Should VAR(1) and VAR(1)-GARCH(1, 1) give equal point forecasts out of sample?
Paulo Véstia
- [R-SIG-Finance] xts 'order.by' cannot contain 'NA', 'NaN', or 'Inf' in optimize.portfolio.rebalancing
Simon Hovmark
- [R-SIG-Finance] xts 'order.by' cannot contain 'NA', 'NaN', or 'Inf' in optimize.portfolio.rebalancing
Enrico Schumann
- [R-SIG-Finance] xts 'order.by' cannot contain 'NA', 'NaN', or 'Inf' in optimize.portfolio.rebalancing
Amit Mittal
- [R-SIG-Finance] xts 'order.by' cannot contain 'NA', 'NaN', or 'Inf' in optimize.portfolio.rebalancing
Brian G. Peterson
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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