Third quarter 2004 Archives by author
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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