Questions tagged [quantmod]
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2
questions
1
vote
1
answer
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negative gamma value for gjr-garch output
I was wondering if anyone could tell me if my model is completely incorrect as I haven't been able to find anything online for this. I am running a Gjr Garch model to measure volatility in gold ...
- 11
4
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Daily option data
I am wondering where I can pull daily (hourly, by-the-minute, etc. even better) option data for a particular underlying. I would prefer a database I could scrape through and API, but would not mind ...
- 43