First quarter 2007 Archives by author

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Starting: Tue Jan 9 03:17:48 CET 2007
Ending: Sun Mar 25 16:54:00 CEST 2007
Messages: 138

• [R-SIG-Finance] PerformanceAnalytics package: modern econometrics (...)   Bengoechea Bartolomé Enrique (SIES 73)
• [R-SIG-Finance] PerformanceAnalytics package: modern econometrics (...)   Bengoechea Bartolomé Enrique (SIES 73)
• [R-SIG-Finance] displaying a traditional stock chart   Armstrong, Whit
• [R-SIG-Finance] displaying a traditional stock chart   Armstrong, Whit
• [R-SIG-Finance] displaying a traditional stock chart   Armstrong, Whit
• [R-SIG-Finance] displaying a traditional stock chart   Armstrong, Whit
• [R-SIG-Finance] SVG device with tooltips   Armstrong, Whit
• [R-SIG-Finance] get.hist.quote   BBands
• [R-SIG-Finance] displaying a traditional stock chart   BBands
• [R-SIG-Finance] fpdTA and spdTA - correct figures for lags   BBands
• [R-SIG-Finance] possible bug in cdoTA   BBands
• [R-SIG-Finance] rMetrics   Martin Becker
• [R-SIG-Finance] rMetrics   Martin Becker
• [R-SIG-Finance] simulation gbm with jumps   Martin Becker
• [R-SIG-Finance] Days between dates   Martin Becker
• [R-SIG-Finance] Is there a zip file for R in windows?   Martin Becker
• [R-SIG-Finance] fBasics data   Bos, Roger
• [R-SIG-Finance] solve.QP   Patrick Burns
• [R-SIG-Finance] yahooImport   Joe Byers
• [R-SIG-Finance] assetsStat function Question   Joe Byers
• [R-SIG-Finance] assetsStat function Question   Joe Byers
• [R-SIG-Finance] assetsStat function Question   Joe Byers
• [R-SIG-Finance] coskew/cokurtosis test   Joe Byers
• [R-SIG-Finance] NERC holiday calendar   Joe W. Byers
• [R-SIG-Finance] NYSE Holiday question for handling holidays that occur on a weekend.   Joe W. Byers
• [R-SIG-Finance] PerformanceAnalytics package: modern econometrics for performance and risk (implemented)   Rasekhschaffe Keywan Christian
• [R-SIG-Finance] SVG device with tooltips   Matthew Dowle
• [R-SIG-Finance] displaying a traditional stock chart   Dirk Eddelbuettel
• [R-SIG-Finance] displaying a traditional stock chart   Dirk Eddelbuettel
• [R-SIG-Finance] recommended C++ compiler for R package ?   Dirk Eddelbuettel
• [R-SIG-Finance] single-period markowitz portfolio optimization   Dirk Eddelbuettel
• [R-SIG-Finance] Filtering Tick Data   Oliver Faulhaber
• [R-SIG-Finance] recommended C++ compiler for R package ?   John C. Frain
• [R-SIG-Finance] SVG device with tooltips   Romain Francois
• [R-SIG-Finance] Is there a zip file for R in windows?   Alejandro Garcia
• [R-SIG-Finance] Irregularly Spaced Time Series   Rich Ghazarian
• [R-SIG-Finance] Irregularly Spaced Time Series   Rich Ghazarian
• [R-SIG-Finance] Error in read.zoo   Rich Ghazarian
• [R-SIG-Finance] NAs for GARCH   Rich Ghazarian
• [R-SIG-Finance] displaying a traditional stock chart   Stefan Grosse
• [R-SIG-Finance] get.hist.quote   Gabor Grothendieck
• [R-SIG-Finance] [R-sig-finance] get.hist.quote   Gabor Grothendieck
• [R-SIG-Finance] SVG device with tooltips   Gabor Grothendieck
• [R-SIG-Finance] Irregularly Spaced Time Series   Gabor Grothendieck
• [R-SIG-Finance] recommended C++ compiler for R package ?   R P Herrold
• [R-SIG-Finance] get.hist.quote   Kurt Hornik
• [R-SIG-Finance] get.hist.quote   Kurt Hornik
• [R-SIG-Finance] Fan charts in "vars" package   Rob Hyndman
• [R-SIG-Finance] PerformanceAnalytics package: modern econometrics for performance and risk (implemented)   David Kane
• [R-SIG-Finance] displaying a traditional stock chart   Alexy Khrabrov
• [R-SIG-Finance] [R-sig-finance] fBonds svensson fitting   Markus Köstlin
• [R-SIG-Finance] Parameters estimation of ARMA with infinite variance using LAD   Emmanuel Leclercq
• [R-SIG-Finance] FW: Re: [R] comparison of packages for Unit Root test   Leeds, Mark (IED)
• [R-SIG-Finance] fBasics data   Leeds, Mark (IED)
• [R-SIG-Finance] Error loading fCalendar package   Martin Maechler
• [R-SIG-Finance] Standardized residuals for garchFit?   Hofert Marius
• [R-SIG-Finance] Pairs trade?   John McHenry
• [R-SIG-Finance] a pb wtith a script of fMultivar   POUCHAIN Michel
• [R-SIG-Finance] TAQ data and Eric Zivot's HF Library   Panov, Evgeny [CIB-EQTY]
• [R-SIG-Finance] solve.QP (for portfolio optimization)   Brian G. Peterson
• [R-SIG-Finance] solve.QP (for portfolio optimization)   Brian G. Peterson
• [R-SIG-Finance] some help with technical analysis   Brian G. Peterson
• [R-SIG-Finance] assetsStat function Question   Brian G. Peterson
• [R-SIG-Finance] TAQ data and Eric Zivot's HF Library   Brian G. Peterson
• [R-SIG-Finance] recommended C++ compiler for R package ?   Brian G. Peterson
• [R-SIG-Finance] Parameters estimation of ARMA with infinite variance using LAD   Brian G. Peterson
• [R-SIG-Finance] Filtering Tick Data   Brian G. Peterson
• [R-SIG-Finance] PerformanceAnalytics package: modern econometrics for performance and risk (implemented)   Brian G. Peterson
• [R-SIG-Finance] Pairs trade?   Brian G. Peterson
• [R-SIG-Finance] PerformanceAnalytics package: modern econometrics for performance and risk (implemented)   Brian G. Peterson
• [R-SIG-Finance] PerformanceAnalytics package: modern econometrics (...)   Brian G. Peterson
• [R-SIG-Finance] PerformanceAnalytics package installation   Brian G. Peterson
• [R-SIG-Finance] Is there a zip file for R in windows?   Brian G. Peterson
• [R-SIG-Finance] TAQ data and Eric Zivot's HF Library   Brian G. Peterson
• [R-SIG-Finance] Irregularly Spaced Time Series   Brian G. Peterson
• [R-SIG-Finance] Irregularly Spaced Time Series   Brian G. Peterson
• [R-SIG-Finance] Irregularly Spaced Time Series   Brian G. Peterson
• [R-SIG-Finance] NAs for GARCH   Brian G. Peterson
• [R-SIG-Finance] fBasics data   Brian G. Peterson
• [R-SIG-Finance] single-period markowitz portfolio optimization   Brian G. Peterson
• [R-SIG-Finance] PerformanceAnalytics package: modern econometrics for performance and risk (implemented)   Brian G. Peterson
• [R-SIG-Finance] displaying a traditional stock chart   Tony Plate
• [R-SIG-Finance] SVG device with tooltips   Tony Plate
• [R-SIG-Finance] SVG device with tooltips   Tony Plate
• [R-SIG-Finance] get.hist.quote   Jerry Pressnell
• [R-SIG-Finance] get.hist.quote   Jerry Pressnell
• [R-SIG-Finance] solve.QP   Christian Prinoth
• [R-SIG-Finance] solve.QP (for portfolio optimization)   Christian Prinoth
• [R-SIG-Finance] Réf. : Re: solve.QP (for portfolio optimization)   Christian Prinoth
• [R-SIG-Finance] Error loading fCalendar package   Paolo Rossi
• [R-SIG-Finance] Error with solve.QP function   Paolo Rossi
• [R-SIG-Finance] FinancePack and The Mind of the Market   Dominick Samperi
• [R-SIG-Finance] possible bug in cdoTA   Ulrich Staudinger
• [R-SIG-Finance] simulation gbm with jumps   Thomas Steiner
• [R-SIG-Finance] single-period markowitz portfolio optimization   Unternährer Thomas
• [R-SIG-Finance] Backing out implied parameters from HNGARCH option model   Tobias
• [R-SIG-Finance] some help with technical analysis   Josh Ulrich
• [R-SIG-Finance] get.hist.quote   Josh Ulrich
• [R-SIG-Finance] extracting technical indicators   Josh Ulrich
• [R-SIG-Finance] fpdTA and spdTA - correct figures for lags   Josh Ulrich
• [R-SIG-Finance] get.hist.quote   Josh Ulrich
• [R-SIG-Finance] Paper on R/SWIG/QuantLib now on SSRN   Joseph Wang
• [R-SIG-Finance] 1st International R/Rmetrics Workshop   Diethelm Wuertz
• [R-SIG-Finance] Fan charts in "vars" package   Achim Zeileis
• [R-SIG-Finance] CFE 2007: Abstract submission   Achim Zeileis
• [R-SIG-Finance] Reminder: CFE 2007 Submission Deadline   Achim Zeileis
• [R-SIG-Finance] Error in read.zoo   Achim Zeileis
• [R-SIG-Finance] TAQ data and Eric Zivot's HF Library   Eric Zivot
• [R-SIG-Finance] simulation gbm with jumps   kriskumar at earthlink.net
• [R-SIG-Finance] rMetrics   genx
• [R-SIG-Finance] [R-sig-finance] rMetrics   genx
• [R-SIG-Finance] Days between dates   genx
• [R-SIG-Finance] getReturns   genx
• [R-SIG-Finance] [R-sig-finance] getReturns   genx
• [R-SIG-Finance] get.hist.quote   genx
• [R-SIG-Finance] [R-sig-finance] get.hist.quote   genx
• [R-SIG-Finance] get.hist.quote   jefe goode
• [R-SIG-Finance] solve.QP   guillaume.nicoulaud at halbis.com
• [R-SIG-Finance] Réf. : Re: solve.QP (for portfolio optimization)   guillaume.nicoulaud at halbis.com
• [R-SIG-Finance] Réf. : Re: solve.QP (for portfolio optimization)   guillaume.nicoulaud at halbis.com
• [R-SIG-Finance] Réf. : Days between dates   guillaume.nicoulaud at halbis.com
• [R-SIG-Finance] Réf. : Re: Days between dates   guillaume.nicoulaud at halbis.com
• [R-SIG-Finance] Réf. : Re: assetsStat function Question   guillaume.nicoulaud at halbis.com
• [R-SIG-Finance] Réf. : single-period markowitz portfolio optimization   guillaume.nicoulaud at halbis.com
• [R-SIG-Finance] R-SIG-Finance Digest, Vol 32, Issue 7   manu
• [R-SIG-Finance] simulation gbm with jumps   march
• [R-SIG-Finance] recommended C++ compiler for R package ?   michael mathews
• [R-SIG-Finance] recommended C++ compiler for R package ?   mel
• [R-SIG-Finance] recommended C++ compiler for R package ?   mel
• [R-SIG-Finance] some help with technical analysis   stephenc
• [R-SIG-Finance] displaying a traditional stock chart   stephenc
• [R-SIG-Finance] extracting technical indicators   stephenc
• [R-SIG-Finance] fpdTA and spdTA - correct figures for lags   stephenc
• [R-SIG-Finance] average directional index   stephenc
• [R-SIG-Finance] adx formula   stephenc
• [R-SIG-Finance] adx formula - apologies for including windows formating in last email ; -(   stephenc
• [R-SIG-Finance] Irregularly Spaced Time Series   elton wang
• [R-SIG-Finance] NAs for GARCH   elton wang

Last message date: Sun Mar 25 16:54:00 CEST 2007
Archived on: Sun Mar 25 16:54:13 CEST 2007

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