Fourth quarter 2007 Archives by thread
Starting: Mon Oct 1 09:09:36 CEST 2007
Ending: Mon Dec 31 16:39:17 CET 2007
Messages: 202
- [R-SIG-Finance] RBloomberg equity options prices
Ravi S. Shankar
- [R-SIG-Finance] RBloomberg equity options prices
Robert Sams
- [R-SIG-Finance] Fwd: smart updates and rolling windows
Matt Calder
- [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
ngottlieb at marinercapital.com
- [R-SIG-Finance] For loop & CRRBinomial
James
- [R-SIG-Finance] prediction based on the results of fracdiff
Lloyd Lubet
- [R-SIG-Finance] Fwd: smart updates and rolling windows
Rory Winston
- [R-SIG-Finance] Cramer vs. Pseudo-Cramer, etc.
Patrick Burns
- [R-SIG-Finance] copula-based higher moment optimization
Alexander Moreno
- [R-SIG-Finance] copula-based higher moment optimization
Konrad Banachewicz
- [R-SIG-Finance] Kalman filter, SSPIR, usage
Markus Loecher
- [R-SIG-Finance] returns convention
paul sorenson
- [R-SIG-Finance] Burns on Cramer
BBands
- [R-SIG-Finance] American basket options
Moshe Olshansky
- [R-SIG-Finance] returns convention
david.jessop at ubs.com
- [R-SIG-Finance] Black -Litterman Model
ngottlieb at marinercapital.com
- [R-SIG-Finance] Statistical Analysis of Financial Data in S-Plus
Dan Avery
- [R-SIG-Finance] R-SIG-Finance Digest, Vol 41, Issue 8: American Basket Options
Matt Slezak
- [R-SIG-Finance] London Quant Group
david.jessop at ubs.com
- [R-SIG-Finance] GARCH(1,1)-M
Stefan Schiman
- [R-SIG-Finance] Timezone magic with zoo, POSIXct and strptime?
icosa atropa
- [R-SIG-Finance] oanda and yahoo get.hist.quote
Alexander Moreno
- [R-SIG-Finance] bloomberg question
Mark Leeds
- [R-SIG-Finance] R can't response me, and maybe dead when calling garchFit
ANNing-ning
- [R-SIG-Finance] Getmansky et al. Smoothing Index
Albrecht, Dr. Stefan (APEP)
- [R-SIG-Finance] Financial charting now in quantmod v0.2-5
Jeff Ryan
- [R-SIG-Finance] MAR-ARCH
Nigel.Walker at studentmail.newcastle.edu.au
- [R-SIG-Finance] historical option prices
ShyhWeir Tzang
- [R-SIG-Finance] MAR-ARCH
Jeff Ryan
- [R-SIG-Finance] Getmansky et al. Smoothing Index
Albrecht, Dr. Stefan (APEP)
- [R-SIG-Finance] MAR-GARCH
Nigel.Walker at studentmail.newcastle.edu.au
- [R-SIG-Finance] ARIMA model with seasonality
Yalla, Swaroop (FID)
- [R-SIG-Finance] fPortfolio problems and question
i2000 at go2.pl
- [R-SIG-Finance] Could not find function "inbvisible" in OLS(Urgent!)
Weimin Mailing List
- [R-SIG-Finance] time series database packages
Paul Gilbert
- [R-SIG-Finance] Interpolating/comparing two irregular time/price sequences?
Rory Winston
- [R-SIG-Finance] ARIMA question
Yalla, Swaroop (FID)
- [R-SIG-Finance] How to estimate an EGARCH model in R?
ANNing-ning
- [R-SIG-Finance] Réf. : Re: Interpolating/comparing two irregular time/price sequences?
guillaume.nicoulaud at halbis.com
- [R-SIG-Finance] Interpolating/comparing two irregular time/price sequences?
Adrian Trapletti
- [R-SIG-Finance] yearweek creator in zoo
Markus Loecher
- [R-SIG-Finance] garchOxFit question
ANNing-ning
- [R-SIG-Finance] nonstandard date time format?
Spencer Graves
- [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] P values in coefficients from garch fitting
ShyhWeir Tzang
- [R-SIG-Finance] disaggregating weekly to daily series
Ian Seow
- [R-SIG-Finance] rounding in FGarch procedure
John Frain
- [R-SIG-Finance] fExtremes labels
Markus Gesmann
- [R-SIG-Finance] [R-sig-finance] timeDate vector
Ryker
- [R-SIG-Finance] calendar to trading days
Alexander Moreno
- [R-SIG-Finance] R memory management
Yuri Volchik
- [R-SIG-Finance] R memory management
Yuri Volchik
- [R-SIG-Finance] random walk: variable drift
Alexander Moreno
- [R-SIG-Finance] rulesFinCenter for America's
Joe W. Byers
- [R-SIG-Finance] GARCH estimation
ShyhWeir Tzang
- [R-SIG-Finance] holidayNYSE missing some
Joe W. Byers
- [R-SIG-Finance] Yahoo data
jefe goode
- [R-SIG-Finance] Extracting Interval-Based Data From Zoo Series
Rory Winston
- [R-SIG-Finance] Extracting Interval-Based Data From Zoo Series (Rory Winston)
icosa atropa
- [R-SIG-Finance] Riskmetrics volatility and correlation estimation
Murali Menon
- [R-SIG-Finance] Header intact
Damien LOUVET
- [R-SIG-Finance] FGarch Information
Eric THIBAULT
- [R-SIG-Finance] Kernel Regression
Sudhakar Achath
- [R-SIG-Finance] garch with additional regressors
ShyhWeir Tzang
- [R-SIG-Finance] Analysis of Financial Time Series
Spencer Graves
- [R-SIG-Finance] RBloomberg error
Thomas Steiner
- [R-SIG-Finance] Non-gaussian (L-stable) Garch innovations
José Augusto M. de Andrade Junior
- [R-SIG-Finance] RBloomberg error
Thomas Steiner
- [R-SIG-Finance] multivariate garch
YOUNG CHO
- [R-SIG-Finance] Adding milliseconds to zoo object
Yuri Volchik
- [R-SIG-Finance] get.hist.quote stalls
Markus Loecher
- [R-SIG-Finance] Interaction with graphs in R
ровен Акьатои
- [R-SIG-Finance] Brief reminder that R-SIG-Finance is about Finance, and for subscribers
Dirk Eddelbuettel
- [R-SIG-Finance] Interaction with graphs in R
ровен Акьатои
- [R-SIG-Finance] fixing arma coefficients in garch modelling
michal miklovic
- [R-SIG-Finance] books?
Max Nevill
- [R-SIG-Finance] ljung-box tests in arma and garch models
michal miklovic
- [R-SIG-Finance] ljung-box tests in arma and garch models
markleeds at verizon.net
- [R-SIG-Finance] R.e. Non-financial "seasonality"
icosa atropa
- [R-SIG-Finance] Non-financial "seasonality"
Panov, Evgeny
- [R-SIG-Finance] Non-financial "seasonality"
Walt Keneipp
- [R-SIG-Finance] ljung-box tests in arma and garch models
michal miklovic
- [R-SIG-Finance] PerformanceAnalytics version 0.9.6 released to CRAN
Brian G. Peterson
- [R-SIG-Finance] ljung-box tests in arma and garch models
Dale Rosenthal
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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