Second quarter 2007 Archives by subject

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Starting: Tue Apr 3 13:48:13 CEST 2007
Ending: Thu Jun 28 18:05:05 CEST 2007
Messages: 145

• [R-SIG-Finance] [R-sig-finance] ISO-8601 with time zone designator, format handling with fCalendar/chron   jeam
• [R-SIG-Finance] [R-sig-finance] troubles with the weights in the VaR function   genx
• [R-SIG-Finance] [R-sig-finance] troubles with the weights in the VaR function   Gabor Grothendieck
• [R-SIG-Finance] [R-sig-finance] troubles with the weights in the VaR function   genx
• [R-SIG-Finance] [R-sig-finance] troubles with the weights in the VaR function   Gabor Grothendieck
• [R-SIG-Finance] [R-sig-finance] troubles with the weights in the VaR function   Brian G. Peterson
• [R-SIG-Finance] [R-sig-finance] troubles with the weights in the VaR function   genx
• [R-SIG-Finance] [R-sig-finance] troubles with the weights in the VaR function   Brian G. Peterson
• [R-SIG-Finance] [R-sig-finance] troubles with the weights in the VaR function   genx
• [R-SIG-Finance] Bloomberg bulk data download - example code   Paul DeBruicker
• [R-SIG-Finance] Confidence Intervals   Warren Loken
• [R-SIG-Finance] Confidence Intervals   frednovo at pipeline.com
• [R-SIG-Finance] Connecting R w/ 3rd Party Apps   Bernzweig, Bruce (Consultant)
• [R-SIG-Finance] Connecting R w/ 3rd Party Apps   Felipe Momm
• [R-SIG-Finance] Convertion of a zoo object to a ts object   Sylvain BARTHELEMY
• [R-SIG-Finance] Convertion of a zoo object to a ts object   Sylvain BARTHELEMY
• [R-SIG-Finance] Convertion of a zoo object to a ts object   Ulrich Staudinger
• [R-SIG-Finance] Convertion of a zoo object to a ts object   Sylvain BARTHELEMY
• [R-SIG-Finance] Convertion of a zoo object to a ts object   Achim Zeileis
• [R-SIG-Finance] Convertion of a zoo object to a ts object   Sylvain BARTHELEMY
• [R-SIG-Finance] Cox, Ingersoll, Ross/Vasicek parameter estimationviaKalman-Filter (SSPIR)   gyadav at ccilindia.co.in
• [R-SIG-Finance] Cox, Ingersoll, Ross/Vasicek parameter estimation viaKalman-Filter (SSPIR)   gyadav at ccilindia.co.in
• [R-SIG-Finance] Cox, Ingersoll, Ross/Vasicek parameter estimation via Kalman-Filter (SSPIR)   Arne Krombach
• [R-SIG-Finance] Cox, Ingersoll, Ross/Vasicek parameter estimation via Kalman-Filter (SSPIR)   Leeds, Mark (IED)
• [R-SIG-Finance] Cox, Ingersoll, Ross/Vasicek parameter estimation via Kalman-Filter (SSPIR)   Eric Zivot
• [R-SIG-Finance] Cox, Ingersoll, Ross/Vasicek parameter estimation via Kalman-Filter (SSPIR)   Brian G. Peterson
• [R-SIG-Finance] Cox, Ingersoll, Ross/Vasicek parameter estimation via Kalman-Filter (SSPIR)   Thomas Steiner
• [R-SIG-Finance] Cox, Ingersoll, Ross/Vasicek parameter estimation viaKalman-Filter (SSPIR)   Thomas Steiner
• [R-SIG-Finance] Cox, Ingersoll, Ross/Vasicek parameter estimationviaKalman-Filter (SSPIR)   Thomas Steiner
• [R-SIG-Finance] Cox, Ingersoll, Ross/Vasicek parameter   Pedro Silva
• [R-SIG-Finance] Cox, Ingersoll, Ross/Vasicek parameter estimation viaKalman-Filter (SSPIR)   stefano iacus
• [R-SIG-Finance] Dynamic Conditional Correlation (Engle's model)?   John McHenry
• [R-SIG-Finance] Event studies in R ?   Alpert, William
• [R-SIG-Finance] Filler necessary   Stampfl Bernd 0969 SPI
• [R-SIG-Finance] Finance at useR!2007   Dirk Eddelbuettel
• [R-SIG-Finance] fix for Package: r-cran-fcalendar (240.10068-2)   Dirk Eddelbuettel
• [R-SIG-Finance] frontierMarkowitz problem: Tangential POrtfolio   Christian Grupp
• [R-SIG-Finance] frontierMarkowitz problem: Tangential POrtfolio   Brian G. Peterson
• [R-SIG-Finance] FW: Welcome to the "R-SIG-Finance" mailing list (Digest mode)   Fabrice McShort
• [R-SIG-Finance] get.hist.quote   Tormod Sætre
• [R-SIG-Finance] GEV Parameters   Ignacio Perez Velez
• [R-SIG-Finance] hedge funds data   Liu Zhigang
• [R-SIG-Finance] hedge funds data   Brian G. Peterson
• [R-SIG-Finance] hedge funds data   ngottlieb at marinercapital.com
• [R-SIG-Finance] Heston SV model implementation   udai
• [R-SIG-Finance] Heston SV model implementation   Krishna Kumar
• [R-SIG-Finance] How to produce vector of correlation matrices   Murali Menon
• [R-SIG-Finance] How to produce vector of correlation matrices   Murali Menon
• [R-SIG-Finance] How to produce vector of correlation matrices   Gabor Grothendieck
• [R-SIG-Finance] How to solve DP from KMV model ?   JOSH CHIEN
• [R-SIG-Finance] Interpretation of results from ca.jo in urca package   William Ferreira
• [R-SIG-Finance] ISO-8601 with time zone designator, format handling with fCalendar/chron   Gabor Grothendieck
• [R-SIG-Finance] ISO-8601 with time zone designator, format handling with fCalendar/chron   Gabor Grothendieck
• [R-SIG-Finance] ISO-8601 with time zone designator, format handling with fCalendar/chron   jeam
• [R-SIG-Finance] ISO-8601 with time zone designator, format handling with fCalendar/chron   Brian G. Peterson
• [R-SIG-Finance] Looking for short-term consulting   Jeffrey Horner
• [R-SIG-Finance] Method dispatch in functions?   John McHenry
• [R-SIG-Finance] option model for interest rate future   Robert Sams
• [R-SIG-Finance] option model for interest rate future   Brian G. Peterson
• [R-SIG-Finance] option model for interest rate future   Sylvain BARTHELEMY
• [R-SIG-Finance] option model for interest rate future   Robert Sams
• [R-SIG-Finance] option model for interest rate future   James
• [R-SIG-Finance] option model for interest rate future   Robert Sams
• [R-SIG-Finance] option model for interest rate future   Brian G. Peterson
• [R-SIG-Finance] option model for interest rate future   James
• [R-SIG-Finance] Panel VAR in EViews   M.R.Farzanegan
• [R-SIG-Finance] Panel VAR in EViews   kriskumar at earthlink.net
• [R-SIG-Finance] PerformanceAnalytics R package for Performance and Risk Analysis (v0.9.4)   Kurt Hornik
• [R-SIG-Finance] PerformanceAnalytics R package for Performance and Risk Analysis (v0.9.4)   Brian G. Peterson
• [R-SIG-Finance] PerformanceAnalytics R package for Performance and Risk Analysis (v0.9.4)   Martin Becker
• [R-SIG-Finance] PerformanceAnalytics R package for Performance and Risk Analysis (v0.9.4)   Brian G. Peterson
• [R-SIG-Finance] Plotting 2 option value lines   James
• [R-SIG-Finance] Plotting 2 option value lines   James
• [R-SIG-Finance] Plotting 2 option value lines   James
• [R-SIG-Finance] Problem with function "garchFit" (fSeries)   Mathias Slansky
• [R-SIG-Finance] Problem with function "garchFit" (fSeries)   Brian G. Peterson
• [R-SIG-Finance] Problems in fSeries 240.10068   Mukhopadyay.C
• [R-SIG-Finance] Problems in fSeries 240.10068   manos par
• [R-SIG-Finance] Problems in fSeries 240.10068   Mukhopadyay.C
• [R-SIG-Finance] Problems in fSeries 240.10068   David.Miron at csiro.au
• [R-SIG-Finance] Problems with fSeries on Vista   iperez at escuelaing.edu.co
• [R-SIG-Finance] Program Trading Techniques and Financial Models for Hedge Funds: 3rd Annual CARISMA Seminar   Michael Sun
• [R-SIG-Finance] Question about re-order the dataframe   Brian Wu
• [R-SIG-Finance] Question about re-order the dataframe   Gabor Grothendieck
• [R-SIG-Finance] Question for IB TWS users   mel
• [R-SIG-Finance] Question for IB TWS users [long]   Bill Pippin
• [R-SIG-Finance] Question: How to Notionalize a Commodity Future?   ngottlieb at marinercapital.com
• [R-SIG-Finance] Question: How to Notionalize a Commodity Future?   Armstrong, Whit
• [R-SIG-Finance] Question: How to Notionalize a Commodity Future?   ngottlieb at marinercapital.com
• [R-SIG-Finance] Question: How to Notionalize a Commodity Future?   Edmund Jackson
• [R-SIG-Finance] Question: How to Notionalize a Commodity Future?   davidr at rhotrading.com
• [R-SIG-Finance] Question: How to Notionalize a Commodity Future?   ngottlieb at marinercapital.com
• [R-SIG-Finance] Question: How to Notionalize a Commodity Future?   ngottlieb at marinercapital.com
• [R-SIG-Finance] R / Risk measurement and the problem of data   Fabrice McShort
• [R-SIG-Finance] R / Risk measurement and the problem of data   ngottlieb at marinercapital.com
• [R-SIG-Finance] R / Risk measurement and the problem of data   Sylvain BARTHELEMY
• [R-SIG-Finance] R / Risk measurement and the problem of data   ngottlieb at marinercapital.com
• [R-SIG-Finance] R / Risk measurement and the problem of data   Brian G. Peterson
• [R-SIG-Finance] R / Risk measurement and the problem of data   Fabrice McShort
• [R-SIG-Finance] R and FinCad   Ryan Sheftel
• [R-SIG-Finance] R and FinCad   Robert Sams
• [R-SIG-Finance] R and FinCad   Andrew Piskorski
• [R-SIG-Finance] R and FinCad   Yong Xiao
• [R-SIG-Finance] R and FinCad   Robert Sams
• [R-SIG-Finance] R and FinCad   Dirk Eddelbuettel
• [R-SIG-Finance] R and FinCad   Ryan Sheftel
• [R-SIG-Finance] R interface to LIM?   Thomas Harte
• [R-SIG-Finance] R interface to LIM?   Armstrong, Whit
• [R-SIG-Finance] R quant framework   Hans Radtke
• [R-SIG-Finance] R quant framework   Zanella Marco
• [R-SIG-Finance] R quant framework   Stefan Grosse
• [R-SIG-Finance] R quant framework   Zanella Marco
• [R-SIG-Finance] R quant framework?   Zanella Marco
• [R-SIG-Finance] R-project and the risk measurement for mutual and hedge funds   Sylvain BARTHELEMY
• [R-SIG-Finance] R-project and the risk measurement for mutual and hedge funds   stefano iacus
• [R-SIG-Finance] R-project and the risk measurement for mutual and hedge funds   Bengoechea Bartolomé Enrique (SIES 73)
• [R-SIG-Finance] R-project and the risk measurement for mutual and hedge funds   Fabrice McShort
• [R-SIG-Finance] R-project and the risk measurement for mutual and hedge funds   Matteo Fornasier
• [R-SIG-Finance] R-project and the risk measurement for mutual and hedge funds   Fabrice McShort
• [R-SIG-Finance] R-project and the risk measurement for mutual and hedge funds   Fabrice McShort
• [R-SIG-Finance] R-project and the risk measurement for mutual and hedge funds   Brian G. Peterson
• [R-SIG-Finance] R-project and the risk measurement for mutual and hedge funds   Fabrice McShort
• [R-SIG-Finance] R-SIG-Finance Digest, Vol 35, Issue 1   Sandy.Lucka at t-online.de
• [R-SIG-Finance] R-SIG-Finance Digest, Vol 36, Issue 13   Bengoechea Bartolomé Enrique (SIES 73)
• [R-SIG-Finance] R-SIG-Finance Digest, Vol 37, Issue 14   rudy at zuck.fr
• [R-SIG-Finance] readcsvIts   Vorlow Constantinos
• [R-SIG-Finance] readcsvIts   Armstrong, Whit
• [R-SIG-Finance] Réf. : hedge funds data   guillaume.nicoulaud at halbis.com
• [R-SIG-Finance] Réf. : hedge funds data   Frederick Novomestky
• [R-SIG-Finance] Réf. : R / Risk measurement and the problem of data   guillaume.nicoulaud at halbis.com
• [R-SIG-Finance] Réf. : Re: R-project and the risk measurement for mutual and hedge funds   guillaume.nicoulaud at halbis.com
• [R-SIG-Finance] Réf. : Re: R-project and the risk measurement for mutual and hedge funds   Brian G. Peterson
• [R-SIG-Finance] Réf. : Re: R-project and the risk measurement for mutual and hedge funds   Sylvain BARTHELEMY
• [R-SIG-Finance] Réf. : Re: R-project and the risk measurement for mutual and hedge funds   Joshua Reich
• [R-SIG-Finance] Réf. : Re: R-project and the risk measurement for mutual and hedge funds   ngottlieb at marinercapital.com
• [R-SIG-Finance] Simple TWAP-like Algorithm in R   Rory Winston
• [R-SIG-Finance] simpleWarning in timeDate from Sys.putenv   Roger Davis
• [R-SIG-Finance] Simulations for Project Management   Mario Aigner-Torres
• [R-SIG-Finance] Small Hedge Fund Seeks Data Deity   Rob Steele
• [R-SIG-Finance] Standard deviation and plots   genx
• [R-SIG-Finance] Standard deviation and plots   BBands
• [R-SIG-Finance] Standard deviation and plots   Peter Carl
• [R-SIG-Finance] Standard deviation and plots   Brian G. Peterson
• [R-SIG-Finance] Taoufik ZIZI doesn't work any longer for SG.   taoufik.zizi at sgcib.com
• [R-SIG-Finance] Yet another GARCH-T question   Rich Ghazarian

Last message date: Thu Jun 28 18:05:05 CEST 2007
Archived on: Thu Jun 28 18:05:23 CEST 2007

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