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• • Re: [R-SIG-Finance] rugarch xts causes error Владимир Иванов
• [R-SIG-Finance] Just finished Kris Boudt's course, running into errors from non-convergence in rugarch Ilya Kipnis
  • Re: [R-SIG-Finance] Just finished Kris Boudt's course, running into errors from non-convergence in rugarch alexios galanos
  • Re: [R-SIG-Finance] Just finished Kris Boudt's course, running into errors from non-convergence in rugarch Ilya Kipnis
  • Re: [R-SIG-Finance] Just finished Kris Boudt's course, running into errors from non-convergence in rugarch alexios galanos
  • Re: [R-SIG-Finance] Just finished Kris Boudt's course, running into errors from non-convergence in rugarch Ilya Kipnis
  • Re: [R-SIG-Finance] Just finished Kris Boudt's course, running into errors from non-convergence in rugarch prof.amit.mittal
  • Re: [R-SIG-Finance] Just finished Kris Boudt's course, running into errors from non-convergence in rugarch prof.amit.mittal
  • Re: [R-SIG-Finance] Just finished Kris Boudt's course, running into errors from non-convergence in rugarch Farid Moussaoui
• [R-SIG-Finance] How to access rugarch output object ? John Writer
  • Re: [R-SIG-Finance] How to access rugarch output object ? Eric Berger
  • Re: [R-SIG-Finance] How to access rugarch output object ? John Writer
  • [R-SIG-Finance] Query on strucchange package John Writer
• [R-SIG-Finance] timestamps IBrokers Stephen Choularton
  • Re: [R-SIG-Finance] timestamps IBrokers Farid Moussaoui
• [R-SIG-Finance] Error plotting a zoo object Baki UNAL via R-SIG-Finance
  • Re: [R-SIG-Finance] Error plotting a zoo object Joshua Ulrich
• [R-SIG-Finance] Extending the variance equation in GARCH models in the rugarch package (Realized GARCH) Riddell Red
• [R-SIG-Finance] XTS block plotting V Kurien
  • Re: [R-SIG-Finance] XTS block plotting Ross Bennett
  • Re: [R-SIG-Finance] XTS block plotting V Kurien
• [R-SIG-Finance] Problem when installing quantmod package Baki UNAL via R-SIG-Finance
  • Re: [R-SIG-Finance] Problem when installing quantmod package Frank
  • Re: [R-SIG-Finance] Problem when installing quantmod package amol gupta
  • Re: [R-SIG-Finance] Problem when installing quantmod package V Kurien
• Re: [R-SIG-Finance] Welcome to the "R-SIG-Finance" mailing list xiaohui chen
• [R-SIG-Finance] Portfolio with liabilities (LDI) Márcio Rodrigues Bernardo
• [R-SIG-Finance] ugarchfit - Weighted Ljung-Box Test and ARCH LM Test Lukas Halbeisen
  • Re: [R-SIG-Finance] ugarchfit - Weighted Ljung-Box Test and ARCH LM Test Amit Mittal
  • Re: [R-SIG-Finance] ugarchfit - Weighted Ljung-Box Test and ARCH LM Test Lukas Halbeisen
  • Re: [R-SIG-Finance] ugarchfit - Weighted Ljung-Box Test and ARCH LM Test Josh Segal
  • Re: [R-SIG-Finance] ugarchfit - Weighted Ljung-Box Test and ARCH LM Test Lukas Halbeisen
  • Re: [R-SIG-Finance] ugarchfit - Weighted Ljung-Box Test and ARCH LM Test Amit Mittal
• [R-SIG-Finance] optimize.portfolio.rebalancing with changing/dynamic stock universe [PortfolioAnalytics] Simon Hovmark
  • Re: [R-SIG-Finance] optimize.portfolio.rebalancing with changing/dynamic stock universe [PortfolioAnalytics] Eric Berger
  • Re: [R-SIG-Finance] optimize.portfolio.rebalancing with changing/dynamic stock universe [PortfolioAnalytics] Ross Bennett
  • Re: [R-SIG-Finance] optimize.portfolio.rebalancing with changing/dynamic stock universe [PortfolioAnalytics] Simon Hovmark
• [R-SIG-Finance] problem with reqMktData Stephen Choularton
  • Re: [R-SIG-Finance] problem with reqMktData Enrico Schumann
• [R-SIG-Finance] please remove Scott Padgett
• [R-SIG-Finance] Free download for USD Spot Index Christofer Bogaso
  • Re: [R-SIG-Finance] Free download for USD Spot Index Frank
  • Re: [R-SIG-Finance] Free download for USD Spot Index Christofer Bogaso
  • Re: [R-SIG-Finance] Free download for USD Spot Index Eric Berger
  • Re: [R-SIG-Finance] Free download for USD Spot Index Christofer Bogaso
  • Re: [R-SIG-Finance] Free download for USD Spot Index Frank
• [R-SIG-Finance] Probability / Standard Deviation Cone Jason Hart via R-SIG-Finance
  • Re: [R-SIG-Finance] Probability / Standard Deviation Cone Amit Mittal
• [R-SIG-Finance] Correct princeton R models link Chris Ridder
  • Re: [R-SIG-Finance] Correct princeton R models link Amit Mittal
• [R-SIG-Finance] Fwd: [R] Problems to obtain standardized betas in multiply-imputed data Amit Mittal
• [R-SIG-Finance] xts 'order.by' cannot contain 'NA', 'NaN', or 'Inf' in optimize.portfolio.rebalancing Simon Hovmark
  • Re: [R-SIG-Finance] xts 'order.by' cannot contain 'NA', 'NaN', or 'Inf' in optimize.portfolio.rebalancing Enrico Schumann
  • Re: [R-SIG-Finance] xts 'order.by' cannot contain 'NA', 'NaN', or 'Inf' in optimize.portfolio.rebalancing Amit Mittal
  • Re: [R-SIG-Finance] xts 'order.by' cannot contain 'NA', 'NaN', or 'Inf' in optimize.portfolio.rebalancing Brian G. Peterson
  • Re: [R-SIG-Finance] xts 'order.by' cannot contain 'NA', 'NaN', or 'Inf' in optimize.portfolio.rebalancing Simon Hovmark
• [R-SIG-Finance] Fetching options chain using ibrokers amol gupta
  • Re: [R-SIG-Finance] Fetching options chain using ibrokers amol gupta
  • Re: [R-SIG-Finance] Fetching options chain using ibrokers Amit Mittal
  • Re: [R-SIG-Finance] Fetching options chain using ibrokers Ganesh Sonawane
  • Re: [R-SIG-Finance] Fetching options chain using ibrokers amol gupta
  • Re: [R-SIG-Finance] Fetching options chain using ibrokers Ganesh Sonawane
• [R-SIG-Finance] BIS currency index Christofer Bogaso
  • Re: [R-SIG-Finance] BIS currency index Will Oswald
• [R-SIG-Finance] rmgarch: Alexios Ghalanos cordist/nisurface/copulagarch prof.amit.mittal
• [R-SIG-Finance] Cordist/nisurface plots::rmgarch Amit Mittal
• [R-SIG-Finance] Proposal for coding bridges in apps Amit Mittal
• [R-SIG-Finance] rmgarch/GAS models GAS models/betategarch GAS/egarch/rmgarch Amit Mittal
• [R-SIG-Finance] Option prices on SPX using IBrokers in R Simone Gallo
• [R-SIG-Finance] New python backtesting library Sal Abbasi
• [R-SIG-Finance] bitbucket code prof.amit.mittal
  • Re: [R-SIG-Finance] bitbucket code Brian G. Peterson
  • Re: [R-SIG-Finance] bitbucket code Amit Mittal
  • Re: [R-SIG-Finance] bitbucket code Brian G. Peterson
  • Re: [R-SIG-Finance] bitbucket code Amit Mittal
• [R-SIG-Finance] rmgarch package somaye mohebbi via R-SIG-Finance
  • Re: [R-SIG-Finance] rmgarch package Amit Mittal
  • Re: [R-SIG-Finance] rmgarch package omerle
• [R-SIG-Finance] CME files Joe W. Byers via R-SIG-Finance
  • Re: [R-SIG-Finance] CME files omerle
• [R-SIG-Finance] MIDASR/DCC Amit Mittal
• [R-SIG-Finance] GAS/MSGARCH Amit Mittal
• [R-SIG-Finance] rmgarch::Alexios Ghalanos Amit Mittal
  • Re: [R-SIG-Finance] rmgarch::Alexios Ghalanos alexios galanos
  • [R-SIG-Finance] rmgarch::Alexios Ghalanos Amit Mittal
• [R-SIG-Finance] Detail analysis of solvers' results GALIB KHAN
  • Re: [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
  • Re: [R-SIG-Finance] rugarch gives two different results based on the same model…how is that even possible? alexios galanos
  • [R-SIG-Finance] Fwd: rugarch gives two different results based on the same model…how is that even possible? GALIB KHAN
  • Re: [R-SIG-Finance] rugarch gives two different results based on the same model…how is that even possible? GALIB KHAN
  • Re: [R-SIG-Finance] rugarch gives two different results based on the same model…how is that even possible? alexios galanos
  • Re: [R-SIG-Finance] rugarch gives two different results based on the same model…how is that even possible? GALIB KHAN
  • Re: [R-SIG-Finance] rugarch gives two different results based on the same model…how is that even possible? GALIB KHAN
  • Re: [R-SIG-Finance] rugarch gives two different results based on the same model…how is that even possible? GALIB KHAN
  • Re: [R-SIG-Finance] rugarch gives two different results based on the same model…how is that even possible? GALIB KHAN
  • Re: [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 James Hirschorn
  • Re: [R-SIG-Finance] Quantstrat - running applyStrategy in a loop Ilya Kipnis
  • Re: [R-SIG-Finance] Quantstrat - running applyStrategy in a loop Brian G. Peterson
  • Re: [R-SIG-Finance] Quantstrat - running applyStrategy in a loop James Hirschorn
• [R-SIG-Finance] modeling VARMA-Garch in R Marcio Bernardo
  • Re: [R-SIG-Finance] modeling VARMA-Garch in R Alexios Galanos
  • Re: [R-SIG-Finance] modeling VARMA-Garch in R Márcio Rodrigues Bernardo
• [R-SIG-Finance] Fitting a generalised student t distribution Valentin Popov
• [R-SIG-Finance] problem creating graphs Stephen Choularton
  • Re: [R-SIG-Finance] problem creating graphs Frank
  • [R-SIG-Finance] problem creating graphs Stephen Choularton
• [R-SIG-Finance] rugarch: Initializing an AR1 model fit Mickey Petersen
  • Re: [R-SIG-Finance] rugarch: Initializing an AR1 model fit Eric Berger
  • Re: [R-SIG-Finance] rugarch: Initializing an AR1 model fit alexios ghalanos
  • Re: [R-SIG-Finance] rugarch: Initializing an AR1 model fit Mickey Petersen
• [R-SIG-Finance] Mean Variance Portfolio Optimization based on a DGP Fianu, Emmanuel Senyo
  • Re: [R-SIG-Finance] Mean Variance Portfolio Optimization based on a DGP Vivek Rao via R-SIG-Finance
• [R-SIG-Finance] Error in `[.xts`(one, trim:length(two), ) : subscript out of bounds Stephen Choularton
  • Re: [R-SIG-Finance] Error in `[.xts`(one, trim:length(two), ) : subscript out of bounds Joshua Ulrich
• Re: [R-SIG-Finance] Rugarch package - Reasoning for the choice of lags in the Ljung-Box and ARCH LM tests alexios galanos
• [R-SIG-Finance] Congratulations to R in Finance committee and participants Sillas Gonzaga
• Re: [R-SIG-Finance] R-SIG-Finance Digest, Vol 169, Issue 1 Nelson Wong
• [R-SIG-Finance] R/Finance 2018: Live streamed Joshua Ulrich
• [R-SIG-Finance] DCC model simulation Sultan Islam
• [R-SIG-Finance] R/Finance 2018 Registration Joshua Ulrich
  • Re: [R-SIG-Finance] R/Finance 2018 Registration Adam Ginensky
  • Re: [R-SIG-Finance] R/Finance 2018 Registration Brian G. Peterson
• Re: [R-SIG-Finance] Speed up for loop Eivind K. Dovik
  • Re: [R-SIG-Finance] Speed up for loop Eivind K. Dovik
• [R-SIG-Finance] dcc simulation Sultan Islam
• [R-SIG-Finance] Getting Quotes from Yahoo rsherry8
  • Re: [R-SIG-Finance] Getting Quotes from Yahoo Ilya Kipnis
  • Re: [R-SIG-Finance] Getting Quotes from Yahoo rsherry8
• [R-SIG-Finance] Need Help in Quandl - Getting Error in R Ganesh Sonawane
  • Re: [R-SIG-Finance] Need Help in Quandl - Getting Error in R Erol Biceroglu
  • Re: [R-SIG-Finance] Need Help in Quandl - Getting Error in R Ganesh Sonawane
  • Re: [R-SIG-Finance] Need Help in Quandl - Getting Error in R Ganesh Sonawane
  • Re: [R-SIG-Finance] Need Help in Quandl - Getting Error in R Ganesh Sonawane
• [R-SIG-Finance] Books for FX risk management Christofer Bogaso
• [R-SIG-Finance] Using quantstrat with options Sal Abbasi
  • Re: [R-SIG-Finance] Using quantstrat with options Brian G. Peterson
  • Re: [R-SIG-Finance] Using quantstrat with options Sal Abbasi
  • Re: [R-SIG-Finance] Using quantstrat with options Sal Abbasi
  • Re: [R-SIG-Finance] Using quantstrat with options Frank
  • Re: [R-SIG-Finance] Using quantstrat with options Sal Abbasi
  • Re: [R-SIG-Finance] Using quantstrat with options Frank
• [R-SIG-Finance] CAViaR Pit Götz
  • Re: [R-SIG-Finance] CAViaR Pedro Albuquerque
• [R-SIG-Finance] using reqHistoricalData Stephen Choularton
  • Re: [R-SIG-Finance] using reqHistoricalData Siegfried Köstlmeier
• [R-SIG-Finance] Any news about the R/Finance 2018 conference? Sillas Gonzaga
  • Re: [R-SIG-Finance] Any news about the R/Finance 2018 conference? Brian G. Peterson
  • Re: [R-SIG-Finance] Any news about the R/Finance 2018 conference? Sillas Gonzaga
• [R-SIG-Finance] Data adjustment question Joe O
• [R-SIG-Finance] Fwd: RV: replicate sigma of the function UGARCHFIT 于 喆
• Re: [R-SIG-Finance] Restriction test (H0: alpha1+beta1 = 1, H1:alpha1 + beta1 ≠ 1) on GARCH model in R not working alexios galanos
• [R-SIG-Finance] Question on highfrequency package Sal Abbasi
• [R-SIG-Finance] SJC copula in R Gus Br
  • Re: [R-SIG-Finance] SJC copula in R Erol Biceroglu
  • Re: [R-SIG-Finance] SJC copula in R Gus Br
• [R-SIG-Finance] Error using Performance Analytics package Pankaj K Agarwal via R-SIG-Finance
  • Re: [R-SIG-Finance] Error using Performance Analytics package Joshua Ulrich
  • Re: [R-SIG-Finance] Error using Performance Analytics package Pankaj K Agarwal via R-SIG-Finance
  • Re: [R-SIG-Finance] Error using Performance Analytics package Brian G. Peterson
• [R-SIG-Finance] Minimizing tracking error with restricted number of stocks Alec Schmidt
  • Re: [R-SIG-Finance] Minimizing tracking error with restricted number of stocks Vivek Rao via R-SIG-Finance
  • Re: [R-SIG-Finance] Minimizing tracking error with restricted number of stocks Brian G. Peterson
  • Re: [R-SIG-Finance] Minimizing tracking error with restricted number of stocks Alec Schmidt
  • Re: [R-SIG-Finance] Minimizing tracking error with restricted number of stocks Brian G. Peterson
  • Re: [R-SIG-Finance] Minimizing tracking error with restricted number of stocks Jason Hart
  • Re: [R-SIG-Finance] Minimizing tracking error with restricted number of stocks Alec Schmidt
  • Re: [R-SIG-Finance] Minimizing tracking error with restricted number of stocks Brian G. Peterson
  • Re: [R-SIG-Finance] Minimizing tracking error with restricted number of stocks Alec Schmidt
  • [R-SIG-Finance] input parameters for optimize.portfolio.rebalancing() in PortfolioAnalytics Alec Schmidt
• Re: [R-SIG-Finance] Question quadprogXT Robert Harlow
• [R-SIG-Finance] Question about rugarch Andreas Bregiannis
  • Re: [R-SIG-Finance] Question about rugarch ibrahim ergen
  • [R-SIG-Finance] Απ: Question about rugarch Andreas Bregiannis
  • Re: [R-SIG-Finance] Απ: Question about rugarch Alexios Ghalanos
  • [R-SIG-Finance] Απ: Απ: Question about rugarch Andreas Bregiannis
• [R-SIG-Finance] [WORKSHOP] Computational Aspects of Simulation and Inference for Stochastic Processes and the YUIMA Project stefano iacus
• [R-SIG-Finance] Rblpapi + Bloomber Anywhere + mac os Paweł Gołębiewski
  • Re: [R-SIG-Finance] Rblpapi + Bloomber Anywhere + mac os Daniel Cegiełka
• [R-SIG-Finance] Error in loading rugarch and truncnorm package Le Hai Trung KNH
• [R-SIG-Finance] Stop Loss orders in quantstrat Sanjay Mansabdar via R-SIG-Finance
  • Re: [R-SIG-Finance] Stop Loss orders in quantstrat Brian G. Peterson
  • Re: [R-SIG-Finance] Stop Loss orders in quantstrat Sanjay Mansabdar via R-SIG-Finance
  • Re: [R-SIG-Finance] Stop Loss orders in quantstrat Sanjay Mansabdar via R-SIG-Finance
  • Re: [R-SIG-Finance] Stop Loss orders in quantstrat Sanjay Mansabdar via R-SIG-Finance
• [R-SIG-Finance] Error downloading package Ecdat Pankaj K Agarwal via R-SIG-Finance
  • Re: [R-SIG-Finance] Error downloading package Ecdat Joshua Ulrich
  • Re: [R-SIG-Finance] Error downloading package Ecdat Adam Ginensky
  • Re: [R-SIG-Finance] Error downloading package Ecdat Pankaj K Agarwal via R-SIG-Finance
• [R-SIG-Finance] R and Bloomberg Data License Rassenti, Luca
  • Re: [R-SIG-Finance] R and Bloomberg Data License Enrico Schumann
• Re: [R-SIG-Finance] quantstrat parameter prefer = 'Open" question Ilya Kipnis
• [R-SIG-Finance] PortfolioAnalytics Package Questions on Initial Weights & Group Constraints Ed Herranz
  • Re: [R-SIG-Finance] PortfolioAnalytics Package Questions on Initial Weights & Group Constraints Brian G. Peterson
  • Re: [R-SIG-Finance] PortfolioAnalytics Package Questions on Initial Weights & Group Constraints Ed Herranz
• [R-SIG-Finance] Apparent bug in rmgarch Josh Segal
  • Re: [R-SIG-Finance] Apparent bug in rmgarch alexios galanos
  • Re: [R-SIG-Finance] Apparent bug in rmgarch Josh Segal
  • Re: [R-SIG-Finance] Apparent bug in rmgarch Josh Segal

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