Fourth quarter 2007 Archives by author

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Starting: Mon Oct 1 09:09:36 CEST 2007
Ending: Mon Dec 31 16:39:17 CET 2007
Messages: 202

• [R-SIG-Finance] Non-gaussian (L-stable) Garch innovations   Christopher G. Green (L)
• [R-SIG-Finance] R can't response me, and maybe dead when calling garchFit   ANNing-ning
• [R-SIG-Finance] How to estimate an EGARCH model in R?   ANNing-ning
• [R-SIG-Finance] garchOxFit question   ANNing-ning
• [R-SIG-Finance] Kernel Regression   Sudhakar Achath
• [R-SIG-Finance] Getmansky et al. Smoothing Index   Albrecht, Dr. Stefan (APEP)
• [R-SIG-Finance] Getmansky et al. Smoothing Index   Albrecht, Dr. Stefan (APEP)
• [R-SIG-Finance] Statistical Analysis of Financial Data in S-Plus   Dan Avery
• [R-SIG-Finance] Fwd: smart updates and rolling windows   Sylvain BARTHELEMY
• [R-SIG-Finance] Burns on Cramer   BBands
• [R-SIG-Finance] Burns on Cramer   BBands
• [R-SIG-Finance] copula-based higher moment optimization   Konrad Banachewicz
• [R-SIG-Finance] ARIMA model with seasonality   Nathan Bryant
• [R-SIG-Finance] ARIMA question   Nathan Bryant
• [R-SIG-Finance] ARIMA question   Nathan Bryant
• [R-SIG-Finance] Cramer vs. Pseudo-Cramer, etc.   Patrick Burns
• [R-SIG-Finance] Burns on Cramer   Patrick Burns
• [R-SIG-Finance] Burns on Cramer   Patrick Burns
• [R-SIG-Finance] MAR-ARCH   Patrick Burns
• [R-SIG-Finance] MAR-ARCH   Patrick Burns
• [R-SIG-Finance] MAR-GARCH   Patrick Burns
• [R-SIG-Finance] GARCH estimation   Patrick Burns
• [R-SIG-Finance] GARCH estimation   Patrick Burns
• [R-SIG-Finance] Riskmetrics volatility and correlation estimation   Patrick Burns
• [R-SIG-Finance] Non-gaussian (L-stable) Garch innovations   Patrick Burns
• [R-SIG-Finance] Non-gaussian (L-stable) Garch innovations   Patrick Burns
• [R-SIG-Finance] Non-gaussian (L-stable) Garch innovations   Patrick Burns
• [R-SIG-Finance] get.hist.quote stalls   Patrick Burns
• [R-SIG-Finance] ljung-box tests in arma and garch models   Patrick Burns
• [R-SIG-Finance] ljung-box tests in arma and garch models   Patrick Burns
• [R-SIG-Finance] rulesFinCenter for America's   Joe W. Byers
• [R-SIG-Finance] holidayNYSE missing some   Joe W. Byers
• [R-SIG-Finance] [R-sig-finance] rulesFinCenter for America's   Joe W. Byers
• [R-SIG-Finance] multivariate garch   YOUNG CHO
• [R-SIG-Finance] Fwd: smart updates and rolling windows   Matt Calder
• [R-SIG-Finance] returns convention   Peter Carl
• [R-SIG-Finance] [R-sig-finance] rulesFinCenter for America's   Yohan Chalabi
• [R-SIG-Finance] [R-sig-finance] rulesFinCenter for America's   Yohan Chalabi
• [R-SIG-Finance] [R-sig-finance] Kernel Regression   Mark Difford
• [R-SIG-Finance] disaggregating weekly to daily series   Adrian Dragulescu
• [R-SIG-Finance] [OT] Spreadsheet bashing paper from arxiv.org   Dirk Eddelbuettel
• [R-SIG-Finance] [OT] Spreadsheet bashing paper from arxiv.org   Dirk Eddelbuettel
• [R-SIG-Finance] Fwd: smart updates and rolling windows   Dirk Eddelbuettel
• [R-SIG-Finance] oanda and yahoo get.hist.quote   Dirk Eddelbuettel
• [R-SIG-Finance] bloomberg question   Dirk Eddelbuettel
• [R-SIG-Finance] MAR-ARCH   Dirk Eddelbuettel
• [R-SIG-Finance] MAR-ARCH   Dirk Eddelbuettel
• [R-SIG-Finance] calendar to trading days   Dirk Eddelbuettel
• [R-SIG-Finance] Extracting Interval-Based Data From Zoo Series   Dirk Eddelbuettel
• [R-SIG-Finance] Extracting Interval-Based Data From Zoo Series (Rory Winston)   Dirk Eddelbuettel
• [R-SIG-Finance] Brief reminder that R-SIG-Finance is about Finance, and for subscribers   Dirk Eddelbuettel
• [R-SIG-Finance] rounding in FGarch procedure   John Frain
• [R-SIG-Finance] ljung-box tests in arma and garch models   John Frain
• [R-SIG-Finance] fExtremes labels   Markus Gesmann
• [R-SIG-Finance] time series database packages   Paul Gilbert
• [R-SIG-Finance] nonstandard date time format?   Spencer Graves
• [R-SIG-Finance] nonstandard date time format?   Spencer Graves
• [R-SIG-Finance] Analysis of Financial Time Series   Spencer Graves
• [R-SIG-Finance] Analysis of Financial Time Series   Spencer Graves
• [R-SIG-Finance] Non-gaussian (L-stable) Garch innovations   Spencer Graves
• [R-SIG-Finance] Non-gaussian (L-stable) Garch innovations   Spencer Graves
• [R-SIG-Finance] ljung-box tests in arma and garch models   Spencer Graves
• [R-SIG-Finance] ljung-box tests in arma and garch models   Spencer Graves
• [R-SIG-Finance] Timezone magic with zoo, POSIXct and strptime?   Gabor Grothendieck
• [R-SIG-Finance] oanda and yahoo get.hist.quote   Gabor Grothendieck
• [R-SIG-Finance] yearweek creator in zoo   Gabor Grothendieck
• [R-SIG-Finance] Interpolating/comparing two irregulartime/price sequences?   Gabor Grothendieck
• [R-SIG-Finance] nonstandard date time format?   Gabor Grothendieck
• [R-SIG-Finance] disaggregating weekly to daily series   Gabor Grothendieck
• [R-SIG-Finance] Extracting Interval-Based Data From Zoo Series   Gabor Grothendieck
• [R-SIG-Finance] Adding milliseconds to zoo object   Gabor Grothendieck
• [R-SIG-Finance] Adding milliseconds to zoo object   Gabor Grothendieck
• [R-SIG-Finance] Adding milliseconds to zoo object   Gabor Grothendieck
• [R-SIG-Finance] For loop & CRRBinomial   James
• [R-SIG-Finance] Non-gaussian (L-stable) Garch innovations   José Augusto M. de Andrade Junior
• [R-SIG-Finance] Non-gaussian (L-stable) Garch innovations   José Augusto M. de Andrade Junior
• [R-SIG-Finance] R can't response me, and maybe dead when calling garchFit   Hannu Kahra
• [R-SIG-Finance] Non-financial "seasonality"   Walt Keneipp
• [R-SIG-Finance] Non-financial "seasonality"   Walt Keneipp
• [R-SIG-Finance] American basket options   Krishna Kumar
• [R-SIG-Finance] Header intact   Damien LOUVET
• [R-SIG-Finance] bloomberg question   Mark Leeds
• [R-SIG-Finance] Could not find function "inbvisible" in OLS(Urgent!)   Weimin Mailing List
• [R-SIG-Finance] Where is the Lagrange Multiplier test for ARCH effect in Rmetrics?   Weimin Mailing List
• [R-SIG-Finance] Shapiro-Wilk test yield different p-values in R and S-Plus   Weimin Mailing List
• [R-SIG-Finance] Shapiro-Wilk test yield different p-values in R and S-Plus   Weimin Mailing List
• [R-SIG-Finance] Kalman filter, SSPIR, usage   Markus Loecher
• [R-SIG-Finance] yearweek creator in zoo   Markus Loecher
• [R-SIG-Finance] get.hist.quote stalls   Markus Loecher
• [R-SIG-Finance] prediction based on the results of fracdiff   Lloyd Lubet
• [R-SIG-Finance] Riskmetrics volatility and correlation estimation   Murali Menon
• [R-SIG-Finance] Riskmetrics volatility and correlation estimation   Murali Menon
• [R-SIG-Finance] copula-based higher moment optimization   Alexander Moreno
• [R-SIG-Finance] oanda and yahoo get.hist.quote   Alexander Moreno
• [R-SIG-Finance] calendar to trading days   Alexander Moreno
• [R-SIG-Finance] random walk: variable drift   Alexander Moreno
• [R-SIG-Finance] books?   Max Nevill
• [R-SIG-Finance] American basket options   Moshe Olshansky
• [R-SIG-Finance] American basket options   Moshe Olshansky
• [R-SIG-Finance] American basket options   Moshe Olshansky
• [R-SIG-Finance] American basket options   Moshe Olshansky
• [R-SIG-Finance] R-SIG-Finance Digest, Vol 41, Issue 8: American Basket Options   Moshe Olshansky
• [R-SIG-Finance] Non-financial "seasonality"   Panov, Evgeny
• [R-SIG-Finance] copula-based higher moment optimization   Brian G. Peterson
• [R-SIG-Finance] Black -Litterman Model   Brian G. Peterson
• [R-SIG-Finance] R memory management   Brian G. Peterson
• [R-SIG-Finance] Riskmetrics volatility and correlation estimation   Brian G. Peterson
• [R-SIG-Finance] Analysis of Financial Time Series   Brian G. Peterson
• [R-SIG-Finance] multivariate garch   Brian G. Peterson
• [R-SIG-Finance] multivariate garch   Brian G. Peterson
• [R-SIG-Finance] multivariate garch   Brian G. Peterson
• [R-SIG-Finance] Adding milliseconds to zoo object   Brian G. Peterson
• [R-SIG-Finance] PerformanceAnalytics version 0.9.6 released to CRAN   Brian G. Peterson
• [R-SIG-Finance] GARCH estimation   Joshua Reich
• [R-SIG-Finance] ljung-box tests in arma and garch models   Dale Rosenthal
• [R-SIG-Finance] returns convention   Jeff Ryan
• [R-SIG-Finance] oanda and yahoo get.hist.quote   Jeff Ryan
• [R-SIG-Finance] Financial charting now in quantmod v0.2-5   Jeff Ryan
• [R-SIG-Finance] MAR-ARCH   Jeff Ryan
• [R-SIG-Finance] MAR-ARCH   Jeff Ryan
• [R-SIG-Finance] ARIMA model with seasonality   Jeff Ryan
• [R-SIG-Finance] ARIMA question   Jeff Ryan
• [R-SIG-Finance] ARIMA question   Jeff Ryan
• [R-SIG-Finance] ARIMA question   Jeff Ryan
• [R-SIG-Finance] ARIMA question   Jeff Ryan
• [R-SIG-Finance] ARIMA question   Jeff Ryan
• [R-SIG-Finance] calendar to trading days   Jeff Ryan
• [R-SIG-Finance] calendar to trading days   Jeff Ryan
• [R-SIG-Finance] calendar to trading days   Jeff Ryan
• [R-SIG-Finance] Kernel Regression   Jeff Ryan
• [R-SIG-Finance] multivariate garch   Jeff Ryan
• [R-SIG-Finance] multivariate garch   Jeff Ryan
• [R-SIG-Finance] [R-sig-finance] timeDate vector   Ryker
• [R-SIG-Finance] RBloomberg equity options prices   Robert Sams
• [R-SIG-Finance] GARCH(1,1)-M   Stefan Schiman
• [R-SIG-Finance] disaggregating weekly to daily series   Ian Seow
• [R-SIG-Finance] MAR-ARCH   Ajay Shah
• [R-SIG-Finance] MAR-ARCH   Ajay Shah
• [R-SIG-Finance] MAR-ARCH   Ajay Shah
• [R-SIG-Finance] RBloomberg equity options prices   Ravi S. Shankar
• [R-SIG-Finance] Fwd: smart updates and rolling windows   Ryan Sheftel
• [R-SIG-Finance] R-SIG-Finance Digest, Vol 41, Issue 8: American Basket Options   Matt Slezak
• [R-SIG-Finance] American basket options   Wojciech Slusarski
• [R-SIG-Finance] American basket options   Wojciech Slusarski
• [R-SIG-Finance] American basket options   Dale Smith
• [R-SIG-Finance] [R-sig-finance] oanda and yahoo get.hist.quote   Bernd Stampfl
• [R-SIG-Finance] [R-sig-finance] oanda and yahoo get.hist.quote   Bernd Stampfl
• [R-SIG-Finance] historical option prices   Thomas Steiner
• [R-SIG-Finance] RBloomberg error   Thomas Steiner
• [R-SIG-Finance] RBloomberg error   Thomas Steiner
• [R-SIG-Finance] RBloomberg error   Thomas Steiner
• [R-SIG-Finance] FGarch Information   Eric THIBAULT
• [R-SIG-Finance] Interpolating/comparing two irregular time/price sequences?   Adrian Trapletti
• [R-SIG-Finance] Interpolating/comparing two irregulartime/price sequences?   Adrian Trapletti
• [R-SIG-Finance] historical option prices   ShyhWeir Tzang
• [R-SIG-Finance] P values in coefficients from garch fitting   ShyhWeir Tzang
• [R-SIG-Finance] GARCH estimation   ShyhWeir Tzang
• [R-SIG-Finance] garch with additional regressors   ShyhWeir Tzang
• [R-SIG-Finance] Yahoo data   Josh Ulrich
• [R-SIG-Finance] R memory management   Yuri Volchik
• [R-SIG-Finance] R memory management   Yuri Volchik
• [R-SIG-Finance] Adding milliseconds to zoo object   Yuri Volchik
• [R-SIG-Finance] Adding milliseconds to zoo object   Yuri Volchik
• [R-SIG-Finance] Adding milliseconds to zoo object   Yuri Volchik
• [R-SIG-Finance] Fwd: smart updates and rolling windows   Rory Winston
• [R-SIG-Finance] Interpolating/comparing two irregular time/price sequences?   Rory Winston
• [R-SIG-Finance] Interpolating/comparing two irregulartime/price sequences?   Rory Winston
• [R-SIG-Finance] Extracting Interval-Based Data From Zoo Series   Rory Winston
• [R-SIG-Finance] ARIMA model with seasonality   Yalla, Swaroop (FID)
• [R-SIG-Finance] ARIMA question   Yalla, Swaroop (FID)
• [R-SIG-Finance] ARIMA question   Yalla, Swaroop (FID)
• [R-SIG-Finance] ARIMA question   Yalla, Swaroop (FID)
• [R-SIG-Finance] Interpolating/comparing two irregular time/price sequences?   Achim Zeileis
• [R-SIG-Finance] returns convention   Eric Zivot
• [R-SIG-Finance] Interpolating/comparing two irregulartime/price sequences?   Eric Zivot
• [R-SIG-Finance] P values in coefficients from garch fitting   Eric Zivot
• [R-SIG-Finance] Non-gaussian (L-stable) Garch innovations   Eric Zivot
• [R-SIG-Finance] Timezone magic with zoo, POSIXct and strptime?   icosa atropa
• [R-SIG-Finance] Timezone magic with zoo, POSIXct and strptime?   icosa atropa
• [R-SIG-Finance] Extracting Interval-Based Data From Zoo Series (Rory Winston)   icosa atropa
• [R-SIG-Finance] R.e. Non-financial "seasonality"   icosa atropa
• [R-SIG-Finance] fPortfolio problems and question   i2000 at go2.pl
• [R-SIG-Finance] Yahoo data   jefe goode
• [R-SIG-Finance] Réf. : Re: Interpolating/comparing two irregular time/price sequences?   guillaume.nicoulaud at halbis.com
• [R-SIG-Finance] Fwd: smart updates and rolling windows   ngottlieb at marinercapital.com
• [R-SIG-Finance] Black -Litterman Model   ngottlieb at marinercapital.com
• [R-SIG-Finance] Black -Litterman Model   ngottlieb at marinercapital.com
• [R-SIG-Finance] Statistical Analysis of Financial Data in S-Plus   ngottlieb at marinercapital.com
• [R-SIG-Finance] fixing arma coefficients in garch modelling   michal miklovic
• [R-SIG-Finance] ljung-box tests in arma and garch models   michal miklovic
• [R-SIG-Finance] ljung-box tests in arma and garch models   michal miklovic
• [R-SIG-Finance] bloomberg question   davidr at rhotrading.com
• [R-SIG-Finance] returns convention   paul sorenson
• [R-SIG-Finance] returns convention   paul sorenson
• [R-SIG-Finance] MAR-ARCH   Nigel.Walker at studentmail.newcastle.edu.au
• [R-SIG-Finance] MAR-GARCH   Nigel.Walker at studentmail.newcastle.edu.au
• [R-SIG-Finance] returns convention   david.jessop at ubs.com
• [R-SIG-Finance] London Quant Group   david.jessop at ubs.com
• [R-SIG-Finance] ljung-box tests in arma and garch models   markleeds at verizon.net
• [R-SIG-Finance] Riskmetrics volatility and correlation estimation   elton wang
• [R-SIG-Finance] Interaction with graphs in R   ровен Акьатои
• [R-SIG-Finance] Interaction with graphs in R   ровен Акьатои

Last message date: Mon Dec 31 16:39:17 CET 2007
Archived on: Wed Jan 16 09:21:07 CET 2008

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