Second quarter 2020 Archives by author

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Starting: Wed Apr 1 19:39:05 CEST 2020
Ending: Tue Jun 23 16:20:21 CEST 2020
Messages: 67

• [R-SIG-Finance] rugarch bug or my mistake?   travisgleith .
• [R-SIG-Finance] Removing Effect of Macroeconomic Variables from Time Series   Pankaj K Agarwal
• [R-SIG-Finance] Back testing Expected Shortfall   Sebastian Bayer
• [R-SIG-Finance] Valuation of FID   Eric Berger
• [R-SIG-Finance] Valuation of FID   Eric Berger
• [R-SIG-Finance] Valuation of FID   Eric Berger
• [R-SIG-Finance] Back testing   Christofer Bogaso
• [R-SIG-Finance] Back testing   Christofer Bogaso
• [R-SIG-Finance] Valuation of FID   Christofer Bogaso
• [R-SIG-Finance] Valuation of FID   Christofer Bogaso
• [R-SIG-Finance] Using optimize.portfolio   Roger Bos
• [R-SIG-Finance] Using optimize.portfolio   Roger Bos
• [R-SIG-Finance] Using optimize.portfolio   Roger Bos
• [R-SIG-Finance] Using optimize.portfolio   Roger Bos
• [R-SIG-Finance] Using optimize.portfolio   Roger Bos
• [R-SIG-Finance] Using optimize.portfolio   Roger Bos
• [R-SIG-Finance] Hi everyone C# - R - and igraph library   Emanuele Cecere
• [R-SIG-Finance] Back testing Expected Shortfall   Daniel Cegiełka
• [R-SIG-Finance] Back testing Expected Shortfall   Daniel Cegiełka
• [R-SIG-Finance] Yahoo Finance Stock data (FTSEMIB.MI) Issue   Daniel Cegiełka
• [R-SIG-Finance] Yahoo Finance Stock data (FTSEMIB.MI) Issue   Daniel Cegiełka
• [R-SIG-Finance] Please remove this email from your distribution list   John Frain
• [R-SIG-Finance] Back testing Expected Shortfall   Pit Götz
• [R-SIG-Finance] R quantstrat - filter consecutive entries   Andreas Henneck
• [R-SIG-Finance] R quantstrat - filter consecutive entries   Andreas Henneck
• [R-SIG-Finance] Using optimize.portfolio   Ilya Kipnis
• [R-SIG-Finance] Yahoo Finance Stock data (FTSEMIB.MI) Issue   Christopher Kromm
• [R-SIG-Finance] Yahoo Finance Stock data (FTSEMIB.MI) Issue   Christopher Kromm
• [R-SIG-Finance] Yahoo Finance Stock data (FTSEMIB.MI) Issue   Rasmus Liland
• [R-SIG-Finance] Yahoo Finance Stock data (FTSEMIB.MI) Issue   Rasmus Liland
• [R-SIG-Finance] Help regarding SVARMA   DEBASISH MAITRA
• [R-SIG-Finance] R quantstrat - filter consecutive entries   Jasen Mackie
• [R-SIG-Finance] R quantstrat - filter consecutive entries   Jasen Mackie
• [R-SIG-Finance] Yahoo Finance Stock data (FTSEMIB.MI) Issue   Mark McClellan
• [R-SIG-Finance] query on adjRatios() function from TTR package   Pitabas Mohanty
• [R-SIG-Finance] query on adjRatios() function from TTR package   Pitabas Mohanty
• [R-SIG-Finance] Questions about IBrokers package   Johan Palleschitz
• [R-SIG-Finance] effects of events that happened at the same time   Brian G. Peterson
• [R-SIG-Finance] Using optimize.portfolio   Brian G. Peterson
• [R-SIG-Finance] Using optimize.portfolio   Brian G. Peterson
• [R-SIG-Finance] Using optimize.portfolio   Brian G. Peterson
• [R-SIG-Finance] Back testing Expected Shortfall   Brian G. Peterson
• [R-SIG-Finance] Back testing Expected Shortfall   Brian G. Peterson
• [R-SIG-Finance] Valuation of FID   Brian G. Peterson
• [R-SIG-Finance] Valuation of FID   Brian G. Peterson
• [R-SIG-Finance] GARCH models that use range data   Vivek Rao
• [R-SIG-Finance] Singular matrix in DCC fit in package rmgarch | how to bypass base::solve() elegantly   Peter Ruckdeschel
• [R-SIG-Finance] effects of events that happened at the same time   Alec Schmidt
• [R-SIG-Finance] effects of events that happened at the same time   Alec Schmidt
• [R-SIG-Finance] Using optimize.portfolio   Enrico Schumann
• [R-SIG-Finance] query on adjRatios() function from TTR package   Enrico Schumann
• [R-SIG-Finance] Valuation of FID   Enrico Schumann
• [R-SIG-Finance] Removing Effect of Macroeconomic Variables from Time Series   Ajay Shah
• [R-SIG-Finance] Event studies package   Ajay Shah
• [R-SIG-Finance] Please remove this email from your distribution list   Sacha Tihanyi
• [R-SIG-Finance] Please remove this email from your distribution list   Sacha Tihanyi
• [R-SIG-Finance] query on adjRatios() function from TTR package   Joshua Ulrich
• [R-SIG-Finance] Questions about IBrokers package   Duke Vane
• [R-SIG-Finance] Fwd: VARMA DCC GARCH with external dummy variable in mean and variance model   Sania Wadud
• [R-SIG-Finance] rugarch bug or my mistake?   alexios galanos
• [R-SIG-Finance] Singular matrix in DCC fit in package rmgarch | how to bypass base::solve() elegantly   alexios galanos
• [R-SIG-Finance] Using optimize.portfolio   alexios galanos
• [R-SIG-Finance] Using optimize.portfolio   alexios galanos
• [R-SIG-Finance] Back testing Expected Shortfall   alexios galanos
• [R-SIG-Finance] Back testing Expected Shortfall   alexios galanos
• [R-SIG-Finance] Back testing   leo sea
• [R-SIG-Finance] Selection of appropriate copula family for multivariate Monte Carlo simulation of asset returns   shawn tan

Last message date: Tue Jun 23 16:20:21 CEST 2020
Archived on: Tue Jun 23 16:50:47 CEST 2020

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