Fourth quarter 2006 Archives by author
Starting: Sun Oct 1 00:19:57 CEST 2006
Ending: Fri Dec 29 13:16:34 CET 2006
Messages: 119
- [R-SIG-Finance] How to try technical indicators, fMultivar
Andy (Lists)
- [R-SIG-Finance] error message when loading package fSeries
-
- [R-SIG-Finance] error message when loading package fSeries
-
- [R-SIG-Finance] semi variance
BBands
- [R-SIG-Finance] semi variance
BBands
- [R-SIG-Finance] R-SIG-Finance Digest, Vol 31, Issue 7
Michael Barber
- [R-SIG-Finance] use log return or quotient return?
Patrick Burns
- [R-SIG-Finance] isBizday question
Joe Byers
- [R-SIG-Finance] isBizday question
Joe Byers
- [R-SIG-Finance] Adding NYMEX to holidays calendar
Joe Byers
- [R-SIG-Finance] Help with date arithmetic
Joe W. Byers
- [R-SIG-Finance] Adding NYMEX to holidays calendar
Joe W. Byers
- [R-SIG-Finance] Help with date arithmetic
Joe W. Byers
- [R-SIG-Finance] Help with date arithmetic
Joe W. Byers
- [R-SIG-Finance] Incremental and Component VaR
Joe W. Byers
- [R-SIG-Finance] Incremental and Component VaR
Joe W. Byers
- [R-SIG-Finance] Zeros of a hairy function
ARDIA David
- [R-SIG-Finance] No fMultivar Windows Binary on CRAN, installation alternatives?
Paul DeBruicker
- [R-SIG-Finance] Garch, beginner questions
Benjamin Dickgiesser
- [R-SIG-Finance] Garch, beginner questions
Benjamin Dickgiesser
- [R-SIG-Finance] error message when loading package fSeries
Dirk Eddelbuettel
- [R-SIG-Finance] Error message
Dirk Eddelbuettel
- [R-SIG-Finance] Where is the R Finance website?
Dirk Eddelbuettel
- [R-SIG-Finance] R Implementation of FIX
Dirk Eddelbuettel
- [R-SIG-Finance] where to obtain T-bill 3 month rate?
Dirk Eddelbuettel
- [R-SIG-Finance] implied volatility of American Put
Bird Fish
- [R-SIG-Finance] use log return or quotient return?
John C. Frain
- [R-SIG-Finance] Converting factors back to numbers in R
John C. Frain
- [R-SIG-Finance] R-SIG-Finance Digest, Vol 29, Issue 9
Citta Francesco
- [R-SIG-Finance] ARMA(m,n)-APARCH(p,q)
Citta Francesco
- [R-SIG-Finance] Some bond basics... please help
Spencer Graves
- [R-SIG-Finance] Some bond basics... please help
Spencer Graves
- [R-SIG-Finance] DCC-MGARCH
Spencer Graves
- [R-SIG-Finance] R Implementation of FIX
Spencer Graves
- [R-SIG-Finance] Adding NYMEX to holidays calendar
Spencer Graves
- [R-SIG-Finance] Where is the R Finance website?
Gabor Grothendieck
- [R-SIG-Finance] use log return or quotient return?
Gabor Grothendieck
- [R-SIG-Finance] Fwd: Re: looking for functions that can test/estimate CAPM, APT, Fama's factor model, etc.
Gabor Grothendieck
- [R-SIG-Finance] tsPlot and timeSeries
Gabor Grothendieck
- [R-SIG-Finance] where to obtain T-bill 3 month rate?
Gabor Grothendieck
- [R-SIG-Finance] predict.Arima question
Rob Hyndman
- [R-SIG-Finance] No fMultivar Windows Binary on CRAN, installation alternatives?
Rob Hyndman
- [R-SIG-Finance] 3-D graphing in quantile curve
Rob Hyndman
- [R-SIG-Finance] R Implementation of FIX
Tom Johnson
- [R-SIG-Finance] R Implementation of FIX
Tom Johnson
- [R-SIG-Finance] How to try technical indicators, fMultivar
David Kane
- [R-SIG-Finance] R-SIG-Finance Digest - Yield Curve Modeling
Micha Keijzers
- [R-SIG-Finance] use log return or quotient return?
Krishna Kumar
- [R-SIG-Finance] semi variance
Krishna Kumar
- [R-SIG-Finance] semi variance
Krishna Kumar
- [R-SIG-Finance] fBasics: error with stableFit, cannot find PhiStable
EMMANUEL LECLERCQ
- [R-SIG-Finance] Anderson-Darling test for stable law
EMMANUEL LECLERCQ
- [R-SIG-Finance] use log return or quotient return?
Leeds, Mark (IED)
- [R-SIG-Finance] semi variance
Jeffrey Todd Lins
- [R-SIG-Finance] Incremental and Component VaR
Jeffrey Todd Lins
- [R-SIG-Finance] looking for functions that can test/estimate CAMPM, APT, Fama's factor model, etc.
Michael
- [R-SIG-Finance] looking for functions that can test/estimate CAPM, APT, Fama's factor model, etc.
Michael
- [R-SIG-Finance] use log return or quotient return?
Michael
- [R-SIG-Finance] where to obtain T-bill 3 month rate?
Michael
- [R-SIG-Finance] Fwd: Re: looking for functions that can test/estimate CAPM, APT, Fama's factor model, etc.
Deb Midya
- [R-SIG-Finance] portfolioMarkowitz function
Deb Midya
- [R-SIG-Finance] questions about garchFit
T Mu
- [R-SIG-Finance] problems with garchFit
T Mu
- [R-SIG-Finance] problems with garchFit
T Mu
- [R-SIG-Finance] Some bond basics... please help
Frederick Novomestky
- [R-SIG-Finance] regarding bootstrapping
Brian G. Peterson
- [R-SIG-Finance] regarding bootstrapping... REVISITED
Brian G. Peterson
- [R-SIG-Finance] Some ANOVA and data matrix basics... please help
Brian G. Peterson
- [R-SIG-Finance] Some bond basics... please help
Brian G. Peterson
- [R-SIG-Finance] R Implementation of FIX
Brian G. Peterson
- [R-SIG-Finance] looking for functions that can test/estimate CAPM, APT, Fama's factor model, etc.
Brian G. Peterson
- [R-SIG-Finance] looking for functions that can test/estimate CAPM, APT, Fama's factor model, etc.
Brian G. Peterson
- [R-SIG-Finance] tsPlot and timeSeries
Brian G. Peterson
- [R-SIG-Finance] Incremental and Component VaR
Brian G. Peterson
- [R-SIG-Finance] Incremental and Component VaR
Brian G. Peterson
- [R-SIG-Finance] performance analytics functions missing from other libraries (implemented)
Brian G. Peterson
- [R-SIG-Finance] semi variance
Brian G. Peterson
- [R-SIG-Finance] semi variance
Brian G. Peterson
- [R-SIG-Finance] semi variance
Brian G. Peterson
- [R-SIG-Finance] Zeros of a hairy function
Valentin Popov
- [R-SIG-Finance] R-SIG-Finance Digest - Yield Curve Modeling
Kevin Ramoutar
- [R-SIG-Finance] R-SIG-Finance Digest - Yield Curve Modeling
Kevin Ramoutar
- [R-SIG-Finance] R-SIG-Finance Digest - Yield Curve Modeling
Kevin Ramoutar
- [R-SIG-Finance] Some ANOVA and data matrix basics... please help
Jan-Paul Roodbol
- [R-SIG-Finance] beginner asks:
Jeff Ryan
- [R-SIG-Finance] predict.Arima question
Felipe Santos
- [R-SIG-Finance] R-SIG-Finance Digest - Yield Curve Modeling
Ryan Sheftel
- [R-SIG-Finance] regarding bootstrapping
Thomas Steiner
- [R-SIG-Finance] regarding bootstrapping... REVISITED
Thomas Steiner
- [R-SIG-Finance] where to obtain T-bill 3 month rate?
Thomas Steiner
- [R-SIG-Finance] 3-D graphing in quantile curve
Xiaochen Sun
- [R-SIG-Finance] CONTINUOUS TIME FINANCE with S-Plus
Xiaochen Sun
- [R-SIG-Finance] 1.data sorting and matching/2.quantile function of empirical marginal distribution
Xiaochen Sun
- [R-SIG-Finance] Error in if (Y > 0) { : missing value where TRUE/FALSE needed
VitorTeixeira
- [R-SIG-Finance] Error message
VitorTeixeira
- [R-SIG-Finance] looking for functions that can test/estimate CAPM, APT, Fama's factor model, etc.
Andrew West
- [R-SIG-Finance] Fwd: Re: looking for functions that can test/estimate CAPM, APT, Fama's factor model, etc.
Andrew West
- [R-SIG-Finance] isBizday question
Diethelm Wuertz
- [R-SIG-Finance] error message when loading package fSeries
Diethelm Wuertz
- [R-SIG-Finance] portfolioMarkowitz function
Diethelm Wuertz
- [R-SIG-Finance] Workshop: Computational and Financial Econometrics
Achim Zeileis
- [R-SIG-Finance] where to obtain T-bill 3 month rate?
Eric Zivot
- [R-SIG-Finance] regarding bootstrapping
gyadav at ccilindia.co.in
- [R-SIG-Finance] regarding bootstrapping
gyadav at ccilindia.co.in
- [R-SIG-Finance] regarding bootstrapping... REVISITED
gyadav at ccilindia.co.in
- [R-SIG-Finance] ERRATA: Re: [R] regarding bootstrapping... REVISITED
gyadav at ccilindia.co.in
- [R-SIG-Finance] Some bond basics... please help
gyadav at ccilindia.co.in
- [R-SIG-Finance] ARMA(m,n)-APARCH(p,q)
kriskumar at earthlink.net
- [R-SIG-Finance] GARCH/APARCH with fSeries
Efferz at gmx.de
- [R-SIG-Finance] tsPlot and timeSeries
jacinthe at gmx.de
- [R-SIG-Finance] beginner asks:
jk
- [R-SIG-Finance] [R] counting a sequence of charactors or numbers
roger koenker
- [R-SIG-Finance] troubles with the weights in the VaR function
manu
- [R-SIG-Finance] DCC-MGARCH
bechir raggad
- [R-SIG-Finance] regarding bootstrapping
davidr at rhotrading.com
- [R-SIG-Finance] regarding bootstrapping... REVISITED
davidr at rhotrading.com
- [R-SIG-Finance] Where is the R Finance website?
tom soyer
- [R-SIG-Finance] Where is the R Finance website?
tom soyer
- [R-SIG-Finance] Converting factors back to numbers in R
ровен Акьатои
Last message date:
Fri Dec 29 13:16:34 CET 2006
Archived on: Fri Dec 29 13:16:42 CET 2006
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