Third quarter 2007 Archives by thread
Starting: Sun Jul 1 01:16:37 CEST 2007
Ending: Sun Sep 30 20:36:06 CEST 2007
Messages: 303
- [R-SIG-Finance] Method dispatch in functions?
Carlos J. Gil Bellosta
- [R-SIG-Finance] R-SIG-Finance Digest, Vol 38, Issue 1
Rory Winston
- [R-SIG-Finance] New to R . .
Samit Shah
- [R-SIG-Finance] Intraday data with RBloomberg
Ian Seow
- [R-SIG-Finance] Timeseries data, lattice, and model formulas?
icosa atropa
- [R-SIG-Finance] R-SIG-Finance Digest, Vol 38, Issue 4
Adrian Trapletti
- [R-SIG-Finance] Intraday data with RBloomberg
Adrian Trapletti
- [R-SIG-Finance] Simple TWAP Algorithm in R, Part II
Rory Winston
- [R-SIG-Finance] Simple TWAP Algorithm in R, Part II
Brahm, David
- [R-SIG-Finance] Rmetrics gpdFit & fitting an entire distribution
Dale Smith
- [R-SIG-Finance] SPD and RND estimation
Sankalp Upadhyay
- [R-SIG-Finance] SPD and RND estimation
Panov, Evgeny
- [R-SIG-Finance] SPD and RND estimation
Panov, Evgeny
- [R-SIG-Finance] books on financial data and R
Mario Aigner-Torres
- [R-SIG-Finance] books on financial data and R
Frederick Novomestky
- [R-SIG-Finance] Pricing option using Explicit Finite Difference method
Joseph Khalil
- [R-SIG-Finance] Pricing option using Explicit Finite Difference method
Joseph Khalil
- [R-SIG-Finance] Pricing option using Explicit Finite Differencemethod
Panov, Evgeny
- [R-SIG-Finance] Pricing option using Explicit Finite Differencemethod
Panov, Evgeny
- [R-SIG-Finance] Multi-asset portfolio VaR
Fabrice McShort
- [R-SIG-Finance] Multi-asset portfolio VaR
Fabrice McShort
- [R-SIG-Finance] rolling window
Jordi Molins
- [R-SIG-Finance] problem with fPortfolio
Julio Ferreira
- [R-SIG-Finance] [Fwd: Re: problem with fPortfolio]
Brian G. Peterson
- [R-SIG-Finance] RES: [Fwd: Re: problem with fPortfolio]
Julio Ferreira
- [R-SIG-Finance] installation of old verisons of fPortfolio
Julio Ferreira
- [R-SIG-Finance] RES: installation of old verisons of fPortfolio
Julio Ferreira
- [R-SIG-Finance] Zoo NA handling documentation?
icosa atropa
- [R-SIG-Finance] [OT] Engle lecture video
Patrick Burns
- [R-SIG-Finance] Problems collecting Intraday data
Samuel Kemp
- [R-SIG-Finance] Energy Industry Groups?
John Putz
- [R-SIG-Finance] fCopulae Availability?
Talbot Katz
- [R-SIG-Finance] fCopulae Availability?
Talbot Katz
- [R-SIG-Finance] R-SIG-Finance Digest, Vol 38, Issue 19
Vorlow Constantinos
- [R-SIG-Finance] zoo-like classes in c++?
Jordi Molins
- [R-SIG-Finance] Aggregating Statistics By Time Interval
Rory Winston
- [R-SIG-Finance] zoo-like classes in c++?
Thomas Harte
- [R-SIG-Finance] Estimate parameters of copulas
Michael Sun
- [R-SIG-Finance] question on analyzing of correlation structure
liu lu
- [R-SIG-Finance] question on analyzing of correlation structure
Wei-han Liu
- [R-SIG-Finance] How to connect R to Business Object
Fabrice McShort
- [R-SIG-Finance] How to do multivariate MLE?
Hung-Te(Stanley) Chu
- [R-SIG-Finance] R-SIG-Finance Digest, Vol 39, Issue 7
Hung-Te Chu
- [R-SIG-Finance] data upload
Nicolas Mougeot
- [R-SIG-Finance] making sense of 100's of funds
paul sorenson
- [R-SIG-Finance] RMetrics fBasics market data retrieval and timeSeries functionality still being maintained at all?
David-Michael Lincke
- [R-SIG-Finance] making sense of 100's of funds
Tobias Muhlhofer
- [R-SIG-Finance] bug in rnig (Rmetrics: fBasics 251.70)
Martin Becker
- [R-SIG-Finance] bug in .garchOxFit (Rmetrics: fSeries 251.70)
Martin Becker
- [R-SIG-Finance] [garchFit] Fitted GARCH(1, 1) results in a straight line
Jeroen van der Heide
- [R-SIG-Finance] best method for rolling forecast based on linear fit
John Putz
- [R-SIG-Finance] best method for rolling forecast based on linear fit
John Putz
- [R-SIG-Finance] Hedge Fund Job Opening
Franklin Parlamis
- [R-SIG-Finance] making sense of 100's of funds
BBands
- [R-SIG-Finance] Implied Probability Distribution
Ravi S. Shankar
- [R-SIG-Finance] question of fitMvdc and fitCopula functions
Xiaochen Sun
- [R-SIG-Finance] fit.gausscopula function
Xiaochen Sun
- [R-SIG-Finance] pointers on using VaR.gpd with return series?
Brian G. Peterson
- [R-SIG-Finance] making sense of 100's of funds
BBands
- [R-SIG-Finance] making sense of 100's of funds
Davy
- [R-SIG-Finance] making sense of 100's of funds
Adrian Trapletti
- [R-SIG-Finance] Diversification Comments...
Marc E Levitt
- [R-SIG-Finance] rollapply and cummin
Voss, Kent
- [R-SIG-Finance] Bloomberg: Polygon with color transition
Alexander Wurzer
- [R-SIG-Finance] Bloomberg: Polygon with color transition
Thomas Steiner
- [R-SIG-Finance] Bloomberg
Davy
- [R-SIG-Finance] Bloomberg: Polygon with color transition
Alexander Wurzer
- [R-SIG-Finance] ARIMA(0,1,0)+c results estimate incorrect drift
Nathan Bryant
- [R-SIG-Finance] Tabloid journalism using R !
Alpert, William
- [R-SIG-Finance] Error on "fBasics::dstable"
Shiazy Fuzzy
- [R-SIG-Finance] rcoplua.gauss sim problem
Joe W. Byers
- [R-SIG-Finance] UseR! 2008, August 12-14, Universität Dortmund, Germany
Spencer Graves
- [R-SIG-Finance] garchFit() with dummies
Rich Ghazarian
- [R-SIG-Finance] fSeries GARCH Prediction Questions
Mike Kocurek
- [R-SIG-Finance] Website authentication with R
Ian Seow
- [R-SIG-Finance] Announcement: CRAN packages 'urca' and 'vars' on R-Forge
Pfaff, Bernhard Dr.
- [R-SIG-Finance] Diversification Comments...
bogdan romocea
- [R-SIG-Finance] get.hist.quote() and Yahoo
jefe goode
- [R-SIG-Finance] money market rates download: get.hist.quote
Alexander Moreno
- [R-SIG-Finance] rcoplua.gauss sim problem
Joe W. Byers
- [R-SIG-Finance] holidayNYSE missing some
John Putz
- [R-SIG-Finance] holidayNYSE missing some
John Putz
- [R-SIG-Finance] Getmansky et al. Smoothing Index
Peter Carl
- [R-SIG-Finance] GARCH with variance targeting, stable distribution
Jens Fricke
- [R-SIG-Finance] r beginner..I need to
fontana at unive.it
- [R-SIG-Finance] [Fwd: r beginner..I need to]
fontana at unive.it
- [R-SIG-Finance] portfolio optimization using higher moments
Alexander Moreno
- [R-SIG-Finance] Candlestick chart
Kazuhiro Shimbo
- [R-SIG-Finance] daily vs weekly returns
paul sorenson
- [R-SIG-Finance] WG: portfolio optimization using higher moments
Lüthi David (luda)
- [R-SIG-Finance] Candlestick chart
Ian Seow
- [R-SIG-Finance] [R] Problem in extracting EQY_DVD_HIST from Bloomberg
davidr at rhotrading.com
- [R-SIG-Finance] [R] ISIN numbers into Bloomberg tickers
davidr at rhotrading.com
- [R-SIG-Finance] Bloomberg in LAN
Fornasier Matteo
- [R-SIG-Finance] get.hist.quote and mysql
Dry Eraser
- [R-SIG-Finance] get.hist.quotes and MySQL
Dry Eraser
- [R-SIG-Finance] get.hist.quote and mysql
Dry Eraser
- [R-SIG-Finance] Problem with the timeDate function
Strong
- [R-SIG-Finance] R-SIG-Finance Digest, Vol 40, Issue 16
icosa atropa
- [R-SIG-Finance] "Error in fmin" when running evCopulaFit (in fCopulae)
Brian Thelen
- [R-SIG-Finance] moving average
Alexander Moreno
- [R-SIG-Finance] Expanding data to higher frequency
Thinking Strong
- [R-SIG-Finance] R-squared or t-stat?
Nicolas Mougeot
- [R-SIG-Finance] Rolling functions on matrices
Murali Menon
- [R-SIG-Finance] are R packages open-source?
Alexander Moreno
- [R-SIG-Finance] backtesting engine (full-blown) application
adschai at optonline.net
- [R-SIG-Finance] RBloomberg equity options prices
Moshe Olshansky
- [R-SIG-Finance] Using blockMaxima in fExtremes package for preprocessing the Data
Ashish Kumar
- [R-SIG-Finance] Which package has Efficient frontier
ngottlieb at marinercapital.com
- [R-SIG-Finance] Fwd: smart updates and rolling windows
Bradford Cross
- [R-SIG-Finance] Bug report on mgarchBEKK
Ajay Shah
Last message date:
Sun Sep 30 20:36:06 CEST 2007
Archived on: Sun Sep 30 20:36:51 CEST 2007
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