Third quarter 2004 Archives by author

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Starting: Thu Jul 1 16:40:14 CEST 2004
Ending: Thu Sep 30 21:18:33 CEST 2004
Messages: 103

• [R-sig-finance] problem of installing packages   durgadas kulkarni
• [R-sig-finance] VAR, VECM, Kalman,... non-R software recomme ndations?   Whit Armstrong
• [R-sig-finance] Import from Bloomberg   Enrique Bengoechea
• [R-sig-finance] Import from Bloomberg   Enrique Bengoechea
• [R-sig-finance] Re: Import from Bloomberg   Enrique Bengoechea
• [R-sig-finance] Import from Bloomberg   Schargorodsky Benjamin-BSCHARG1
• [R-sig-finance] VAR, VECM, Kalman, ... non-R software recommendations?   Patrick Brandt
• [R-sig-finance] VAR, VECM, Kalman, ... non-R software recomme ndations?   Patrick Brandt
• [R-sig-finance] tips and tricks for rolling regressions?   Patrick Burns
• [R-sig-finance] tips and tricks for rolling regressions?   Patrick Burns
• [R-sig-finance] correlation between two stock market indices   Patrick Burns
• [R-sig-finance] correlation between two stock market indices   Patrick Burns
• [R-sig-finance] correlation between two stock market indices   Patrick Burns
• [R-sig-finance] How can I do this better? (Filling in last traded price for NA)   Patrick Burns
• [R-sig-finance] How can I do this better? (Filling in last tr aded price for NA)   Patrick Burns
• [R-sig-finance] POP version 2 released   Patrick Burns
• [R-sig-finance] TAR   Alessandro Correa
• [R-sig-finance] GARCH(1,1)   Alessandro Correa
• [R-sig-finance] VAR, VECM, Kalman,... non-R software   Daltonmota at aol.com
• [R-sig-finance] RE: diffusion of innovations modeling?   Daltonmota at aol.com
• [R-sig-finance] RE: R-sig-finance Digest, Vol 4, Issue 4   Daltonmota at aol.com
• [R-sig-finance] How can I do this better? (Filling in last tr aded price for NA)   Matthew Dowle
• [R-sig-finance] How can I do this better? (Filling in last tr aded price for NA)   Matthew Dowle
• [R-sig-finance] How can I do this better? (Filling in last tr aded price for NA)   Matthew Dowle
• [R-sig-finance] Re: Rmetrics 191.10057   Dirk Eddelbuettel
• [R-sig-finance] Re: Rmetrics 191.10057   Dirk Eddelbuettel
• [R-sig-finance] import.data.rte in R?   Dirk Eddelbuettel
• FW: [R-sig-finance] import.data.rte in R?   Dirk Eddelbuettel
• [R-sig-finance] c++ and D-COM   Dirk Eddelbuettel
• [R-sig-finance] multivariate garch?   Dirk Eddelbuettel
• [R-sig-finance] VAR, VECM, Kalman, ... non-R software recommendations?   Dirk Eddelbuettel
• [R-sig-finance] VAR, VECM, Kalman, ... non-R software recommendations?   Dirk Eddelbuettel
• [R-sig-finance] VAR, VECM, Kalman, ... non-R software recommendations?   Dirk Eddelbuettel
• [R-sig-finance] VAR, VECM, Kalman, ... non-R software recommendations?   Dirk Eddelbuettel
• [R-sig-finance] VAR, VECM, Kalman, ... non-R software recommendations?   Dirk Eddelbuettel
• [R-sig-finance] VAR, VECM, Kalman, ... non-R software recommendations?   Dirk Eddelbuettel
• [R-sig-finance] VAR, VECM, Kalman, ... non-R software recomme ndations?   Dirk Eddelbuettel
• FW: [R-sig-finance] correlation between two stock market indices   Dirk Eddelbuettel
• [R-sig-finance] How can I do this better? (Filling in last traded price for NA)   Dirk Eddelbuettel
• [R-sig-finance] Posting on behalf of ...   Dirk Eddelbuettel
• [R-sig-finance] How to set up an ITS object, just the basics?   Dirk Eddelbuettel
• [R-sig-finance] function "fields"   Flatman
• [R-sig-finance] tips and tricks for rolling regressions?   Gregor.gawron at rmf.ch
• [R-sig-finance] tips and tricks for rolling regressions?   Gregor.gawron at rmf.ch
• [R-sig-finance] VAR, VECM, Kalman, ... non-R software recommendations?   Gabor Grothendieck
• [R-sig-finance] tips and tricks for rolling regressions?   Gabor Grothendieck
• FW: [R-sig-finance] correlation between two stock market indices   Gabor Grothendieck
• [R-sig-finance] How can I do this better? (Filling in last traded price for NA)   Gabor Grothendieck
• [R-sig-finance] How can I do this better? (Filling in last traded price for NA)   Gabor Grothendieck
• [R-sig-finance] How can I do this better? (Filling in last tr aded price for NA)   Gabor Grothendieck
• [R-sig-finance] How to set up an ITS object, just the basics?   Gabor Grothendieck
• [R-sig-finance] tips and tricks for rolling regressions?   Taher Khan
• [R-sig-finance] How to set up an ITS object, just the basics?   Taher Khan
• [R-sig-finance] correlation between two stock market indices   Christoph Lehmann
• [R-sig-finance] TAR   Jeffrey Todd Lins
• [R-sig-finance] TAR   Jeffrey Todd Lins
• [R-sig-finance] VAR, VECM, Kalman, ... non-R software recommendations?   Jeffrey Todd Lins
• [R-sig-finance] VAR, VECM, Kalman, ... non-R software recommendations?   Jeffrey Todd Lins
• [R-sig-finance] aparchFit()$fitted.value   Lisa
• [R-sig-finance] problem of installing packages   Martin Maechler
• [R-sig-finance] Brand New User   Mitra, Abhijit (IM)
• [R-sig-finance] (no subject)   Mitra, Abhijit (IM)
• [R-sig-finance] import.data.rte in R?   Molins, Jordi
• FW: [R-sig-finance] import.data.rte in R?   Molins, Jordi
• [R-sig-finance] c++ and D-COM   Molins, Jordi
• [R-sig-finance] multivariate garch?   Molins, Jordi
• [R-sig-finance] Common project   Molins, Jordi
• [R-sig-finance] correlation between two stock market indices   Vadim Ogranovich
• [R-sig-finance] correlation between two stock market indices   Vadim Ogranovich
• [R-sig-finance] Re: Rmetrics 191.10057   Tamas Papp
• [R-sig-finance] TAR   Pfaff, Bernhard
• [R-sig-finance] VAR, VECM, Kalman, ... non-R software recomme ndations?   Pfaff, Bernhard
• [R-sig-finance] VAR, VECM, Kalman, ... non-R software recomme ndations?   Pfaff, Bernhard
• [R-sig-finance] correlation between two stock market indices   Pfaff, Bernhard
• FW: [R-sig-finance] correlation between two stock market indices   Pfaff, Bernhard
• [R-sig-finance] 3-d visualisation of yield curves?   Pfaff, Bernhard
• [R-sig-finance] How can I do this better? (Filling in last tradedprice for NA)   Richard Pugh
• [R-sig-finance] How can I do this better? (Filling in last tradedprice for NA)   Rich at mango-solutions.com
• [R-sig-finance] tips and tricks for rolling regressions?   Ajay Shah
• [R-sig-finance] tips and tricks for rolling regressions?   Ajay Shah
• [R-sig-finance] Convergence problems in garch(1,1)   Ajay Shah
• [R-sig-finance] 3-d visualisation of yield curves?   Ajay Shah
• FW: [R-sig-finance] correlation between two stock market indices   Ajay Shah
• [R-sig-finance] How can I do this better? (Filling in last traded price for NA)   Ajay Shah
• [R-sig-finance] SUMMARY: Copying previous observation for NA values (LOCF)   Ajay Shah
• [R-sig-finance] SUMMARY: Copying previous observation for NA values (LOCF)   Ajay Shah
• [R-sig-finance] getReturns problem   Linus Thand
• [R-sig-finance] VAR, VECM, Kalman, ... non-R software recommendations?   Pijus Virketis
• [R-sig-finance] Rmetrics 191.10057   Diethelm Wuertz
• [R-sig-finance] import.data.rte   Diethelm Wuertz
• [R-sig-finance] Rmetrics Documentation Update   Diethelm Wuertz
• [R-sig-finance] VAR, VECM, Kalman, ... non-R software recommendations?   Achim Zeileis
• [R-sig-finance] tips and tricks for rolling regressions?   Achim Zeileis
• [R-sig-finance] TAR   Eric Zivot
• [R-sig-finance] VAR, VECM, Kalman, ... non-R software recomme ndations?   Eric Zivot
• [R-sig-finance] How can I do this better? (Filling in last traded price for NA)   john.gavin at ubs.com
• [R-sig-finance] correlation between two stock market indices   kris kumar
• [R-sig-finance] VAR, VECM, Kalman, ... non-R software recommendations?   krishna kumar
• [R-sig-finance] Stefan Albrecht/HV/Finanzen/Allianz-Sach ist außer Haus. : R-sig-finance Digest, Vol 4, Issue 3   stefan.albrecht at allianz.com
• [R-sig-finance] question on lm test for arma lag specification   s viswanath
• [R-sig-finance] Re: lagrange multiplier test for arma modelling   s viswanath
• [R-sig-finance] diffusion of innovations modeling?   elijah wright
• [R-sig-finance] RE: diffusion of innovations modeling?   elijah wright

Last message date: Thu Sep 30 21:18:33 CEST 2004
Archived on: Thu Sep 30 21:18:43 CEST 2004

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