1. 2018-07-31 [1] Re: [R-SIG-Finance] Quantstrat - extracting current s r-sig-fin James Hirscho 2. 2018-07-26 [3] [R-SIG-Finance] modeling VARMA-Garch in R r-sig-fin Márcio_Rodri 3. 2018-07-25 [1] [R-SIG-Finance] Fitting a generalised student t distr r-sig-fin Valentin Popo 4. 2018-07-23 [4] [R-SIG-Finance] rugarch: Initializing an AR1 model fi r-sig-fin Mickey Peters 5. 2018-07-22 [3] [R-SIG-Finance] problem creating graphs r-sig-fin Frank 6. 2018-07-11 [1] Re: [R-SIG-Finance] Mean Variance Portfolio Optimiza r-sig-fin Vivek Rao via 7. 2018-07-11 [2] [R-SIG-Finance] Error in `[.xts`(one, trim:length(two r-sig-fin Joshua Ulrich 8. 2018-07-11 [1] [R-SIG-Finance] Mean Variance Portfolio Optimization r-sig-fin Fianu, Emmanu