First quarter 2005 Archives by author

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Starting: Mon Jan 3 11:59:25 CEST 2005
Ending: Thu Mar 31 23:14:26 CEST 2005
Messages: 29

• [R-sig-finance] APARCH residuals and fitted values   Wojciech Ślusarski
• [R-sig-finance] Computing implied volatility using fOptions   Wojciech Ślusarski
• [R-sig-finance] what is the R equivalent of S+ Finmetrics   Ferdinando Ametrano
• [R-sig-finance] Error in unitrootTest   Roberto Bertolusso
• [R-sig-finance] spreadsheet addiction   Patrick Burns
• [R-sig-finance] Multivariate GARCH with only univariate estimation   Patrick Burns
• [R-sig-finance] Re: [R] How to make R faster?   Tim Churches
• [R-sig-finance] what is the R equivalent of S+ Finmetrics   Dirk Eddelbuettel
• [R-sig-finance] Re: [R] How to make R faster?   Spencer Graves
• [R-sig-finance] Computing implied volatility using fOptions   Kahra Hannu
• [R-sig-finance] nearby   Omar Lakkis
• [R-sig-finance] RE: [R] How to make R faster?   Liaw, Andy
• [R-sig-finance] RollGeskeWhaleyOption with maturity time close to 0   Shing Hing Man
• [R-sig-finance] FastICA   Maniar, Rahul
• [R-sig-finance] singluar spectrum analysis/PCA/EVD   John Nicholas
• [R-sig-finance] recursive penalized regression   Vadim Ogranovich
• [R-sig-finance] Computing implied volatility using fOptions   Wojciech Slusarski
• [R-sig-finance] Price change after breakout   James Sogi
• [R-sig-finance] Multivariate GARCH   Brett F. Sumsion
• [R-sig-finance] Outlier Threshold   Melanie Vida
• [R-sig-finance] Outlier Threshold for Temporal Analysis of variable x   Melanie Vida
• [R-sig-finance] Outlier Threshold   Achim Zeileis
• [R-sig-finance] nearby   davidr at rhotrading.com
• [R-sig-finance] Computing implied volatility using fOptions   davidr at rhotrading.com
• [R-sig-finance] Computing implied volatility using fOptions   davidr at rhotrading.com
• [R-sig-finance] RE: [R] Bloomberg data import SOLVED   davidr at rhotrading.com
• [R-sig-finance] CGIwithR   ebashi
• [R-sig-finance] How to make R faster?   ebashi
• [R-sig-finance] R for CGI   ebashi

Last message date: Thu Mar 31 23:14:26 CEST 2005
Archived on: Thu Mar 31 23:14:47 CEST 2005

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