Re: [R-SIG-Finance] Yahoo Finance API change

Thank you Josh. I did not know about quantmod 0.4-9. From: Joshua Ulrich Sent: Tuesday, June 27, 2017 5:00 PM To: Alec Schmidt Cc: r-sig-finance Subject: Re: [R-SIG-Finance] Yahoo Finance API change What versions are you referring

Re: [R-SIG-Finance] Yahoo Finance API change

What versions are you referring to as "old"? This was fixed in quantmod 0.4-9 and tseries 0.10-41. Or are you referring to this issue? https://github.com/joshuaulrich/quantmod/issues/174 On Tue, Jun 27, 2017 at 3:01 PM, Alec Schmidt wrote: > It is possible now to download

Re: [R-SIG-Finance] Yahoo Finance API change

It is possible now to download long time series of prices from Yahoo manually. However, the 'old' APIs for quantmod and tseries do not work. Is there chance new APIs will be implemented? Alec From: R-SIG-Finance on

[R-SIG-Finance] Estimate conditional SD with rugarch package for different series than what used for model estimation

Hi, I am trying to find a way where I estimate a Garch moel parameters using rugrach package based on some data set, and use those estimate to estimate conditional SD and predict for some different series. To demonstrate, say I have below data set which to be used for parameter estimation :