1. 2017-11-28 [4] Re: [R-SIG-Finance] To obtain the t student of each r r-sig-fin Sandrine Boul 2. 2017-11-28 [1] [R-SIG-Finance] External regressor bounds in rmgarch r-sig-fin Josh Segal 3. 2017-11-25 [5] [R-SIG-Finance] An Issue with quantmod r-sig-fin Robert Sherry 4. 2017-11-22 [2] Re: [R-SIG-Finance] rugarch teste r-sig-fin Rafael Bressa 5. 2017-11-15 [3] [R-SIG-Finance] rugarch robust covariance matrix defi r-sig-fin Vivek Rao via 6. 2017-11-14 [1] [R-SIG-Finance] problem with termstrc vmmin is not fi r-sig-fin Glenn Schultz 7. 2017-11-09 [14] [R-SIG-Finance] Interaction with Alpha Vantage? r-sig-fin Paul Teetor v 8. 2017-11-04 [4] [R-SIG-Finance] Problems when estimating GARCH parame r-sig-fin Vivek Rao via 9. 2017-11-01 [1] [R-SIG-Finance] Followup on Books on Finance & R r-sig-fin Nelson Wong