First quarter 2008 Archives by author
Starting: Wed Jan 2 18:27:22 CET 2008
Ending: Mon Mar 31 21:12:24 CEST 2008
Messages: 381
- [R-SIG-Finance] Quick and simple Simulation of a multivariatereturns
Lüthi David (luda)
- [R-SIG-Finance] Zivot vs. Engle vs. Stoffer - help with the meaning of different GARCH notations, please!
Zeno Adams
- [R-SIG-Finance] Garch question
Zeno Adams
- [R-SIG-Finance] fBrowser in Rmetrics - does it exist? [r-sig-finance]
Liviu Andronic
- [R-SIG-Finance] fBrowser in Rmetrics - does it exist? [r-sig-finance]
Liviu Andronic
- [R-SIG-Finance] R package for continuous futures contract construction
Whit Armstrong
- [R-SIG-Finance] R package for continuous futures contract construction
Whit Armstrong
- [R-SIG-Finance] Quick and simple Simulation of a multivariate returns
Attiglah, Mama
- [R-SIG-Finance] Quick and simple Simulation of amultivariatereturns
Attiglah, Mama
- [R-SIG-Finance] fPortfolio Bug
Attiglah, Mama
- [R-SIG-Finance] threshold autoregression
Sylvain BARTHELEMY
- [R-SIG-Finance] exponential moving avg appears to use future data
BBands
- [R-SIG-Finance] Garch and multivariate garch
Matthieu Boyer
- [R-SIG-Finance] business day to monthly or quarterly aggregation.
Patrick Burns
- [R-SIG-Finance] Zivot vs. Engle vs. Stoffer - help with the meaning of different GARCH notations, please!
Patrick Burns
- [R-SIG-Finance] Question about garchSim and garch
Patrick Burns
- [R-SIG-Finance] Question about garchSim and garch
Patrick Burns
- [R-SIG-Finance] EMM: how to make forecast using EMM methods?
Patrick Burns
- [R-SIG-Finance] holidayNYSE missing some
Joe Byers
- [R-SIG-Finance] PerformanceAnalytics version 0.9.6 released to CRAN
Joe W. Byers
- [R-SIG-Finance] PerformanceAnalytics version 0.9.6 released to CRAN
Joe W. Byers
- [R-SIG-Finance] fCopula and mnormt
Joe W. Byers
- [R-SIG-Finance] rcopula.gauss problem with sum(diag(correlationmatrix))
Joe W. Byers
- [R-SIG-Finance] Solicitation of opinions on which Timeseries object(s) to utilize.
Joe W. Byers
- [R-SIG-Finance] books?
Joe W. Byers
- [R-SIG-Finance] Solicitation of opinions on which Timeseries object(s) to utilize.
Joe W. Byers
- [R-SIG-Finance] Solicitation of opinions on which Timeseries object(s) to utilize.
Joe W. Byers
- [R-SIG-Finance] Solicitation of opinions on which Timeseries object(s) to utilize.
Joe W. Byers
- [R-SIG-Finance] Solicitation of opinions on which Timeseries object(s) to utilize.
Joe W. Byers
- [R-SIG-Finance] holidayNYSE missing some
Joe W. Byers
- [R-SIG-Finance] Framework for VAR allocation among traders
Joe W. Byers
- [R-SIG-Finance] R - Error Question for chart.Correlation(PerformanceAnalytics)
Peter Carl
- [R-SIG-Finance] R - Error Question for chart.Correlation(PerformanceAnalytics)
Peter Carl
- [R-SIG-Finance] acf confidence intervals in ARMA
Peter Carl
- [R-SIG-Finance] Implementing Sharpe's style analysis with solve.QP
Peter Carl
- [R-SIG-Finance] Rolling Windows / Regressions / Predictions
Peter Carl
- [R-SIG-Finance] PerformanceAnalytics version 0.9.6 released to CRAN
Yohan Chalabi
- [R-SIG-Finance] timeDate conversion [C1]
Yohan Chalabi
- [R-SIG-Finance] holidayNYSE missing some
Yohan Chalabi
- [R-SIG-Finance] holidayNYSE missing some
Yohan Chalabi
- [R-SIG-Finance] garch vs garchFit - minimum sample size
Yohan Chalabi
- [R-SIG-Finance] garch vs garchFit - minimum sample size
Yohan Chalabi
- [R-SIG-Finance] timeSeries
Vorlow Constantinos
- [R-SIG-Finance] timeSeries
Vorlow Constantinos
- [R-SIG-Finance] filter() on zoo objects
Vorlow Constantinos
- [R-SIG-Finance] Experience of large scale use of R in financial services
Dassler, Marc
- [R-SIG-Finance] [R-sig-finance] timeDate conversion [C1]
DavidM.UK
- [R-SIG-Finance] R / Risk measurement and the problem of data
John DeBlasio
- [R-SIG-Finance] Simulate the stock market for back testing strategy ---R bootstrap function
Adrian Dragulescu
- [R-SIG-Finance] New IBrokers package on CRAN
Adrian Dragulescu
- [R-SIG-Finance] Matlab <--> R
Daniel Dunn
- [R-SIG-Finance] [R-sig-finance] chart.Histogram differences between PerformanceAnalytics 9.5 and 9.6
EdNel
- [R-SIG-Finance] PerformanceAnalytics version 0.9.6 released to CRAN
Dirk Eddelbuettel
- [R-SIG-Finance] Solicitation of opinions on which Timeseries object(s) to utilize.
Dirk Eddelbuettel
- [R-SIG-Finance] books?
Dirk Eddelbuettel
- [R-SIG-Finance] Financial Basket Options
Dirk Eddelbuettel
- [R-SIG-Finance] Quantlib in R (was RE:Financial Basket Options)
Dirk Eddelbuettel
- [R-SIG-Finance] Financial Basket Options
Dirk Eddelbuettel
- [R-SIG-Finance] Quantlib in R (was RE:Financial Basket Options)
Dirk Eddelbuettel
- [R-SIG-Finance] Zoo functions
Dirk Eddelbuettel
- [R-SIG-Finance] help with garchSim
Dirk Eddelbuettel
- [R-SIG-Finance] Zoo functions
Dirk Eddelbuettel
- [R-SIG-Finance] Importing from Excel
Dirk Eddelbuettel
- [R-SIG-Finance] Milliseconds to proper date/time class
Dirk Eddelbuettel
- [R-SIG-Finance] Milliseconds to proper date/time class
Dirk Eddelbuettel
- [R-SIG-Finance] Simulate the stock market for back testing strategy ---R bootstrap function
Dirk Eddelbuettel
- [R-SIG-Finance] Quick and simple Simulation of a multivariate returns
Dirk Eddelbuettel
- [R-SIG-Finance] abline() for zoo plot ?
Dirk Eddelbuettel
- [R-SIG-Finance] R for finance public training course in london, 27-29th Feb 2008
Romain Francois
- [R-SIG-Finance] [R-sig-finance] Direct Specification of Mu and Sigma in fportfolio
Adam Gehr
- [R-SIG-Finance] Risk Model Mapping
Gerlanc, Daniel
- [R-SIG-Finance] [R-sig-finance] ohlcPlot
Gex
- [R-SIG-Finance] FinTS_0.2-5 available & GARCH questions
Spencer Graves
- [R-SIG-Finance] books?
Spencer Graves
- [R-SIG-Finance] Fwd: fGarch
Spencer Graves
- [R-SIG-Finance] Does R have a formal test for long vs short memory process?
Spencer Graves
- [R-SIG-Finance] Question about garchSim and garch
Spencer Graves
- [R-SIG-Finance] Question about garchSim and garch
Spencer Graves
- [R-SIG-Finance] Question about garchSim and garch
Spencer Graves
- [R-SIG-Finance] Garch question
Spencer Graves
- [R-SIG-Finance] garchFit - where are the fitted values for the variance part?
Spencer Graves
- [R-SIG-Finance] Importing from Excel
Spencer Graves
- [R-SIG-Finance] Does R have a formal test for long vs short memory process? ---acf confidence intervals
Spencer Graves
- [R-SIG-Finance] useR! 2008 Dortmund, August 11-14
Spencer Graves
- [R-SIG-Finance] garch vs garchFit - minimum sample size
Spencer Graves
- [R-SIG-Finance] garch vs garchFit - minimum sample size
Spencer Graves
- [R-SIG-Finance] garch vs garchFit - minimum sample size
Spencer Graves
- [R-SIG-Finance] garch vs garchFit - minimum sample size
Spencer Graves
- [R-SIG-Finance] fGarch predict
Spencer Graves
- [R-SIG-Finance] IGARCH?
Spencer Graves
- [R-SIG-Finance] GARCH-M?
Spencer Graves
- [R-SIG-Finance] fitted fGarch model
Spencer Graves
- [R-SIG-Finance] fitted fGarch model
Spencer Graves
- [R-SIG-Finance] garch in R vs Matlab
Spencer Graves
- [R-SIG-Finance] garch in R vs Matlab
Spencer Graves
- [R-SIG-Finance] [R-sig-finance] http://www.market-topology.com/
Spencer Graves
- [R-SIG-Finance] another garch question
Spencer Graves
- [R-SIG-Finance] useR! 2008 submission deadline
Spencer Graves
- [R-SIG-Finance] Calling R from Mathlab
Spencer Graves
- [R-SIG-Finance] bilinear and non linear time series?
Spencer Graves
- [R-SIG-Finance] Ops on zoo objects
Gabor Grothendieck
- [R-SIG-Finance] Ops on zoo objects
Gabor Grothendieck
- [R-SIG-Finance] merge zoo
Gabor Grothendieck
- [R-SIG-Finance] merge zoo
Gabor Grothendieck
- [R-SIG-Finance] business day to monthly or quarterly aggregation.
Gabor Grothendieck
- [R-SIG-Finance] merge with two time series
Gabor Grothendieck
- [R-SIG-Finance] file import
Gabor Grothendieck
- [R-SIG-Finance] Solicitation of opinions on which Timeseries object(s) to utilize.
Gabor Grothendieck
- [R-SIG-Finance] Solicitation of opinions on which Timeseries object(s) to utilize.
Gabor Grothendieck
- [R-SIG-Finance] Solicitation of opinions on which Timeseries object(s) to utilize.
Gabor Grothendieck
- [R-SIG-Finance] Solicitation of opinions on which Timeseries object(s) to utilize.
Gabor Grothendieck
- [R-SIG-Finance] plot.zoo axis labels/ticks
Gabor Grothendieck
- [R-SIG-Finance] Zoo functions
Gabor Grothendieck
- [R-SIG-Finance] Importing from Excel
Gabor Grothendieck
- [R-SIG-Finance] Milliseconds to proper date/time class
Gabor Grothendieck
- [R-SIG-Finance] Zoo functions - Plotting
Gabor Grothendieck
- [R-SIG-Finance] Zoo functions - Plotting
Gabor Grothendieck
- [R-SIG-Finance] timeseries - xst vs. dataframe?
Gabor Grothendieck
- [R-SIG-Finance] timeseries - xst vs. dataframe?
Gabor Grothendieck
- [R-SIG-Finance] Extracting OHLC from trade price series
Gabor Grothendieck
- [R-SIG-Finance] abline() for zoo plot ?
Gabor Grothendieck
- [R-SIG-Finance] functions for quarterly settlement dates
Gabor Grothendieck
- [R-SIG-Finance] applying to.period on matrices
Gabor Grothendieck
- [R-SIG-Finance] Using rownames to index into xts objects
Gabor Grothendieck
- [R-SIG-Finance] aggregate over POSIX timestamps not returning unique values
Gabor Grothendieck
- [R-SIG-Finance] [R-sig-finance] Aggregating tick by tick timeSeries [NC]
Gabor Grothendieck
- [R-SIG-Finance] Monthly returns from Daily prices
Gabor Grothendieck
- [R-SIG-Finance] Monthly returns from Daily prices
Gabor Grothendieck
- [R-SIG-Finance] [R-sig-finance] Time index conversion in zoo/xts
Gabor Grothendieck
- [R-SIG-Finance] filter() on zoo objects
Gabor Grothendieck
- [R-SIG-Finance] [R-sig-finance] Time index conversion in zoo/xts
Gabor Grothendieck
- [R-SIG-Finance] R-SIG-Finance Digest, Vol 45, Issue 22
Li Gu
- [R-SIG-Finance] fPortfolio
Reinhold Hafner
- [R-SIG-Finance] fporfolio
Reinhold Hafner
- [R-SIG-Finance] Importing from Excel
Hans-Peter
- [R-SIG-Finance] Simulate the stock market for back testing strategy ---R bootstrap function
Tim Hesterberg
- [R-SIG-Finance] [R-sig-finance] Predictive Analytics for Business, Marketing and Web (April 3-4, May 8-9, June 5-6)
Elise Johnson
- [R-SIG-Finance] [R-sig-finance] [R] Bloomberg Data Import to R
Marcin Kopaczynski
- [R-SIG-Finance] [R-sig-finance] http://www.market-topology.com/
Krishna Kumar
- [R-SIG-Finance] Grouping of stocks
Krishna Kumar
- [R-SIG-Finance] [R-sig-finance] matrix
Lavan
- [R-SIG-Finance] EMM: how to make forecast using EMM methods?
Mark Leeds
- [R-SIG-Finance] TTR
Marc E Levitt
- [R-SIG-Finance] Rolling Windows / Regressions / Predictions
Bryan Lim
- [R-SIG-Finance] R package for continuous futures contract construction
David-Michael Lincke
- [R-SIG-Finance] R package for continuous futures contract construction
David-Michael Lincke
- [R-SIG-Finance] R package for continuous futures contract construction
David-Michael Lincke
- [R-SIG-Finance] R package for continuous futures contract construction
David-Michael Lincke
- [R-SIG-Finance] merge zoo
Markus Loecher
- [R-SIG-Finance] plot.zoo axis labels/ticks
Markus Loecher
- [R-SIG-Finance] abline() for zoo plot ?
Markus Loecher
- [R-SIG-Finance] aggregate over POSIX timestamps not returning unique values
Markus Loecher
- [R-SIG-Finance] threshold autoregression&In-Reply-To=008c01c85ddd$998ed750$ccac85f0$@com
Faan Louw
- [R-SIG-Finance] R - Error Question for chart.Correlation (PerformanceAnalytics)
MAB
- [R-SIG-Finance] R - Error Question for chart.Correlation(PerformanceAnalytics)
MAB
- [R-SIG-Finance] Financial Basket Options
MAB
- [R-SIG-Finance] Financial Basket Options
MAB
- [R-SIG-Finance] Financial Basket Options
MAB
- [R-SIG-Finance] Financial Basket Options
MAB
- [R-SIG-Finance] Zoo functions
MAB
- [R-SIG-Finance] Zoo functions
MAB
- [R-SIG-Finance] Importing from Excel
MAB
- [R-SIG-Finance] Importing from Excel
MAB
- [R-SIG-Finance] Zoo functions - Plotting
MAB
- [R-SIG-Finance] Calling R from Mathlab
MAB
- [R-SIG-Finance] CreditRisk+
Sergi Martínez
- [R-SIG-Finance] Risk Neutral Probability Distribution
McGehee, Robert
- [R-SIG-Finance] plotting NAs
John McHenry
- [R-SIG-Finance] business day to monthly or quarterly aggregation.
Murali Menon
- [R-SIG-Finance] business day to monthly or quarterly aggregation.
Murali Menon
- [R-SIG-Finance] business day to monthly or quarterly aggregation.
Murali Menon
- [R-SIG-Finance] applying to.period on matrices
Murali Menon
- [R-SIG-Finance] Using rownames to index into xts objects
Murali Menon
- [R-SIG-Finance] how to connect S-Plus to Matlab?
Michael
- [R-SIG-Finance] where do I find stochastic volatilities models in R or Matlab?
Michael
- [R-SIG-Finance] where do I find stochastic volatilities models in R or Matlab?
Michael
- [R-SIG-Finance] where can I find source code for particle filters applied to stochastic volatilities?
Michael
- [R-SIG-Finance] EMM: how to make forecast using EMM methods?
Michael
- [R-SIG-Finance] EMM: how to make forecast using EMM methods?
Michael
- [R-SIG-Finance] EMM: how to make forecast using EMM methods?
Michael
- [R-SIG-Finance] threshold autoregression
Alexander Moreno
- [R-SIG-Finance] EMM: how to make forecast using EMM methods?
Nicolas Mougeot
- [R-SIG-Finance] Gumbel model & Maximum Likelihood
Pika Novak
- [R-SIG-Finance] Simulate the stock market for back testing strategy ---R bootstrap function
Frederick Novomestky
- [R-SIG-Finance] Financial Basket Options
Moshe Olshansky
- [R-SIG-Finance] Financial Basket Options
Moshe Olshansky
- [R-SIG-Finance] Financial Basket Options
Moshe Olshansky
- [R-SIG-Finance] Financial Basket Options
Moshe Olshansky
- [R-SIG-Finance] Financial Basket Options
Moshe Olshansky
- [R-SIG-Finance] Gumbel model & Maximum Likelihood
Brian G. Peterson
- [R-SIG-Finance] R - Error Question for chart.Correlation(PerformanceAnalytics)
Brian G. Peterson
- [R-SIG-Finance] business day to monthly or quarterly aggregation.
Brian G. Peterson
- [R-SIG-Finance] Solicitation of opinions on which Timeseries object(s) to utilize.
Brian G. Peterson
- [R-SIG-Finance] Quantlib in R (was RE:Financial Basket Options)
Brian G. Peterson
- [R-SIG-Finance] Financial Basket Options
Brian G. Peterson
- [R-SIG-Finance] Compute Portfolio Returns
Brian G. Peterson
- [R-SIG-Finance] Compute Portfolio Returns
Brian G. Peterson
- [R-SIG-Finance] Does R have a formal test for long vs short memory process?
Brian G. Peterson
- [R-SIG-Finance] Zivot vs. Engle vs. Stoffer - help with the meaning of different GARCH notations, please!
Brian G. Peterson
- [R-SIG-Finance] Zivot vs. Engle vs. Stoffer - help with the meaning of different GARCH notations, please!
Brian G. Peterson
- [R-SIG-Finance] Importing from Excel
Brian G. Peterson
- [R-SIG-Finance] where do I find stochastic volatilities models in R or Matlab?
Brian G. Peterson
- [R-SIG-Finance] how to connect S-Plus to Matlab?
Brian G. Peterson
- [R-SIG-Finance] Does R have a formal test for long vs short memory process? ---acf confidence intervals
Brian G. Peterson
- [R-SIG-Finance] where do I find stochastic volatilities models in R or Matlab?
Brian G. Peterson
- [R-SIG-Finance] Simulate the stock market for back testing strategy
Brian G. Peterson
- [R-SIG-Finance] acf confidence intervals in ARMA
Brian G. Peterson
- [R-SIG-Finance] Simulate the stock market for back testing strategy ---R bootstrap function
Brian G. Peterson
- [R-SIG-Finance] How can I see a list of the built-in data sets in fBasics
Brian G. Peterson
- [R-SIG-Finance] How can I see a list of the built-in data sets in fBasics
Brian G. Peterson
- [R-SIG-Finance] [R-sig-finance] Aggregating tick by tick timeSeries [NC]
Brian G. Peterson
- [R-SIG-Finance] [R-sig-finance] Aggregating tick by tick timeSeries [NC]
Brian G. Peterson
- [R-SIG-Finance] Framework for VAR allocation among traders
Brian G. Peterson
- [R-SIG-Finance] CreditRisk+
Brian G. Peterson
- [R-SIG-Finance] Framework for VAR allocation among traders
Brian G. Peterson
- [R-SIG-Finance] Framework for VAR allocation among traders
Brian G. Peterson
- [R-SIG-Finance] Framework for VAR allocation among traders
Brian G. Peterson
- [R-SIG-Finance] Framework for VAR allocation among traders
Brian G. Peterson
- [R-SIG-Finance] Solicitation of opinions on which Timeseries object(s) to utilize.
Andrew Piskorski
- [R-SIG-Finance] exponential moving avg appears to use future data
John Putz
- [R-SIG-Finance] R + NVIDIA CUDA
Joshua Reich
- [R-SIG-Finance] ARIMA XREG ERROR (package stats, mass)
Iacopetti dott. Roberto
- [R-SIG-Finance] extract certain date in a month
Jeff Ryan
- [R-SIG-Finance] extract certain date in a month
Jeff Ryan
- [R-SIG-Finance] business day to monthly or quarterly aggregation.
Jeff Ryan
- [R-SIG-Finance] Solicitation of opinions on which Timeseries object(s) to utilize.
Jeff Ryan
- [R-SIG-Finance] Quantlib in R (was RE:Financial Basket Options)
Jeff Ryan
- [R-SIG-Finance] plot.zoo axis labels/ticks
Jeff Ryan
- [R-SIG-Finance] Milliseconds to proper date/time class
Jeff Ryan
- [R-SIG-Finance] timeseries - xst vs. dataframe?
Jeff Ryan
- [R-SIG-Finance] [R-sig-finance] Garman-Klass Volatility in Rmetrics package
Jeff Ryan
- [R-SIG-Finance] [R-sig-finance] Garman-Klass Volatility in Rmetrics package
Jeff Ryan
- [R-SIG-Finance] Extracting OHLC from trade price series
Jeff Ryan
- [R-SIG-Finance] Extracting OHLC from trade price series
Jeff Ryan
- [R-SIG-Finance] Extracting OHLC from trade price series
Jeff Ryan
- [R-SIG-Finance] New IBrokers package on CRAN
Jeff Ryan
- [R-SIG-Finance] functions for quarterly settlement dates
Jeff Ryan
- [R-SIG-Finance] functions for quarterly settlement dates
Jeff Ryan
- [R-SIG-Finance] functions for quarterly settlement dates
Jeff Ryan
- [R-SIG-Finance] New IBrokers package on CRAN
Jeff Ryan
- [R-SIG-Finance] Using rownames to index into xts objects
Jeff Ryan
- [R-SIG-Finance] [R-sig-finance] Extracting OHLC from trade price series
Jeff Ryan
- [R-SIG-Finance] [R-sig-finance] Aggregating tick by tick timeSeries [C1]
Jeff Ryan
- [R-SIG-Finance] [R-sig-finance] Aggregating tick by tick timeSeries [NC]
Jeff Ryan
- [R-SIG-Finance] [R-sig-finance] Aggregating tick by tick timeSeries [C1]
Jeff Ryan
- [R-SIG-Finance] Monthly returns from Daily prices
Jeff Ryan
- [R-SIG-Finance] [R-sig-finance] Time index conversion in zoo/xts
Jeff Ryan
- [R-SIG-Finance] [R-sig-finance] Time index conversion in zoo/xts
Jeff Ryan
- [R-SIG-Finance] filter() on zoo objects
Jeff Ryan
- [R-SIG-Finance] filter() on zoo objects
Jeff Ryan
- [R-SIG-Finance] business day to monthly or quarterly aggregation.
Robert Sams
- [R-SIG-Finance] RBloomberg
Robert Sams
- [R-SIG-Finance] Ops on zoo objects
Ian Seow
- [R-SIG-Finance] Ops on zoo objects
Ian Seow
- [R-SIG-Finance] Compute Portfolio Returns
Ravi S. Shankar
- [R-SIG-Finance] Compute Portfolio Returns
Ravi S. Shankar
- [R-SIG-Finance] Monthly returns from Daily prices
Ravi S. Shankar
- [R-SIG-Finance] Grouping of stocks
Ravi S. Shankar
- [R-SIG-Finance] R package for continuous futures contract construction
Ryan Sheftel
- [R-SIG-Finance] Financial Basket Options
Wojciech Slusarski
- [R-SIG-Finance] Financial Basket Options
Wojciech Slusarski
- [R-SIG-Finance] Implementing Sharpe's style analysis with solve.QP
Dale Smith
- [R-SIG-Finance] [R-sig-finance] Garman-Klass Volatility in Rmetrics package
Ken Spriggs
- [R-SIG-Finance] [R-sig-finance] Garman-Klass Volatility in Rmetrics package
Ken Spriggs
- [R-SIG-Finance] threshold autoregression
Matthieu Stigler
- [R-SIG-Finance] Quick and simple Simulation of amultivariatereturns
Matthieu Stigler
- [R-SIG-Finance] Frage uber package strucchange
Matthieu Stigler
- [R-SIG-Finance] fPortfolio: add arbitrary portfolio to frontierPlot
Benjamin Tyner
- [R-SIG-Finance] extract certain date in a month
ShyhWeir Tzang
- [R-SIG-Finance] merge with two time series
ShyhWeir Tzang
- [R-SIG-Finance] file import
ShyhWeir Tzang
- [R-SIG-Finance] exponential moving avg appears to use future data
Josh Ulrich
- [R-SIG-Finance] TTR
Josh Ulrich
- [R-SIG-Finance] [R-sig-finance] Extracting OHLC from trade price series
Yuri Volchik
- [R-SIG-Finance] [R-sig-finance] Extracting OHLC from trade price series
Yuri Volchik
- [R-SIG-Finance] [R-sig-finance] Extracting OHLC from trade price series
Yuri Volchik
- [R-SIG-Finance] [R-sig-finance] http://www.market-topology.com/
Yuri Volchik
- [R-SIG-Finance] [R-sig-finance] Time index conversion in zoo/xts
Yuri Volchik
- [R-SIG-Finance] [R-sig-finance] Time index conversion in zoo/xts
Yuri Volchik
- [R-SIG-Finance] [R-sig-finance] http://www.market-topology.com/
Yuri Volchik
- [R-SIG-Finance] [R-sig-finance] http://www.market-topology.com/
Yuri Volchik
- [R-SIG-Finance] R class accessor problem in 2.6
Joseph Wang
- [R-SIG-Finance] R class accessor problem in 2.6 - FIXED
Joseph Wang
- [R-SIG-Finance] R question
Wibbs
- [R-SIG-Finance] extract certain date in a month
Diethelm Wuertz
- [R-SIG-Finance] R/Rmetrics Workshop, Meielisalp 2008, June 29 - July 3
Diethelm Wuertz
- [R-SIG-Finance] R - Error Question for chart.Correlation(PerformanceAnalytics)
Guy Yollin
- [R-SIG-Finance] R - Error Question for chart.Correlation(PerformanceAnalytics)
Guy Yollin
- [R-SIG-Finance] S_plus
Guy Yollin
- [R-SIG-Finance] EMM: how to make forecast using EMM methods?
Guy Yollin
- [R-SIG-Finance] EMM: how to make forecast using EMM methods?
Guy Yollin
- [R-SIG-Finance] Workshop: Computational and Financial Econometrics
Achim Zeileis
- [R-SIG-Finance] Ops on zoo objects
Achim Zeileis
- [R-SIG-Finance] timeSeries
Achim Zeileis
- [R-SIG-Finance] timeseries - xst vs. dataframe?
Achim Zeileis
- [R-SIG-Finance] garch vs garchFit - minimum sample size
Achim Zeileis
- [R-SIG-Finance] garch vs garchFit - minimum sample size
Achim Zeileis
- [R-SIG-Finance] timeseries - xst vs. dataframe?
Achim Zeileis
- [R-SIG-Finance] garch vs garchFit - minimum sample size
Achim Zeileis
- [R-SIG-Finance] Frage uber package strucchange
Achim Zeileis
- [R-SIG-Finance] books?
Eric Zivot
- [R-SIG-Finance] EMM: how to make forecast using EMM methods?
Eric Zivot
- [R-SIG-Finance] timeseries - xst vs. dataframe?
icosa atropa
- [R-SIG-Finance] timeseries - xst vs. dataframe?
icosa atropa
- [R-SIG-Finance] fGarch
babel at centrum.sk
- [R-SIG-Finance] Fwd: fGarch
babel at centrum.sk
- [R-SIG-Finance] Garch question
babel at centrum.sk
- [R-SIG-Finance] S_plus
babel at centrum.sk
- [R-SIG-Finance] fGarch predict
babel at centrum.sk
- [R-SIG-Finance] fitted fGarch model
babel at centrum.sk
- [R-SIG-Finance] garch in R vs Matlab
babel at centrum.sk
- [R-SIG-Finance] another garch question
babel at centrum.sk
- [R-SIG-Finance] Framework for VAR allocation among traders
kriskumar at earthlink.net
- [R-SIG-Finance] modifiedVaR at coskewness, cokurtosis, and higher beta co-moments of the return
karl endres
- [R-SIG-Finance] Solicitation of opinions on which Timeseriesobject(s) to utilize.
jeff.a.ryan at gmail.com
- [R-SIG-Finance] timeSeries
jeff.a.ryan at gmail.com
- [R-SIG-Finance] applying to.period on matrices
jeff.a.ryan at gmail.com
- [R-SIG-Finance] Réf. : Re: Importing from Excel
guillaume.nicoulaud at halbis.com
- [R-SIG-Finance] RBloomberg
guillaume.nicoulaud at halbis.com
- [R-SIG-Finance] Milliseconds to proper date/time class
guiseppe.milicia at hsbcib.com
- [R-SIG-Finance] R package for continuous futures contract construction
dave at lincke.net
- [R-SIG-Finance] [R-sig-finance] robust portfolio optimization
maratikus
- [R-SIG-Finance] [R-sig-finance] question about optim
maratikus
- [R-SIG-Finance] [R-sig-finance] garchFit failing to give a solution
michaelb
- [R-SIG-Finance] [R-sig-finance] garchFit failing to give a solution
michaelb
- [R-SIG-Finance] fGarch predict
michal miklovic
- [R-SIG-Finance] garch in R vs Matlab
michal miklovic
- [R-SIG-Finance] Extracting OHLC from trade price series
adschai at optonline.net
- [R-SIG-Finance] Framework for VAR allocation among traders
adschai at optonline.net
- [R-SIG-Finance] fGarch predict
chalabi at phys.ethz.ch
- [R-SIG-Finance] Rmetrics - R-Forge - Workshop
chalabi at phys.ethz.ch
- [R-SIG-Finance] fBrowser in Rmetrics - does it exist? [r-sig-finance]
chalabi at phys.ethz.ch
- [R-SIG-Finance] [R-sig-finance] Direct Specification of Mu and Sigma in fportfolio
chalabi at phys.ethz.ch
- [R-SIG-Finance] finance heat maps
mats pistol
- [R-SIG-Finance] [R-sig-finance] Specification of Mu and Sigma in fportfolio
reini
- [R-SIG-Finance] [R-sig-finance] Direct Specification of Mu and Sigma in fportfolio
reini
- [R-SIG-Finance] [R-sig-finance] Direct Specification of Mu and Sigma in fportfolio
reini
- [R-SIG-Finance] RBloomberg
davidr at rhotrading.com
- [R-SIG-Finance] Rbloomberg Static Data like CRNCY [C1]
davidr at rhotrading.com
- [R-SIG-Finance] timeDate conversion [C1]
anass.mouhsine at sgcib.com
- [R-SIG-Finance] timeDate conversion [NC]
anass.mouhsine at sgcib.com
- [R-SIG-Finance] [R-sig-finance] Aggregating tick by tick timeSeries [C1]
anass.mouhsine at sgcib.com
- [R-SIG-Finance] [R-sig-finance] Aggregating tick by tick timeSeries [NC]
anass.mouhsine at sgcib.com
- [R-SIG-Finance] [R-sig-finance] Aggregating tick by tick timeSeries [NC]
anass.mouhsine at sgcib.com
- [R-SIG-Finance] [R-sig-finance] Aggregating tick by tick timeSeries [NC]
anass.mouhsine at sgcib.com
- [R-SIG-Finance] [R-sig-finance] Aggregating tick by tick timeSeries [C1]
anass.mouhsine at sgcib.com
- [R-SIG-Finance] [R-sig-finance] Aggregating tick by tick timeSeries [NC]
anass.mouhsine at sgcib.com
- [R-SIG-Finance] Rbloomberg Static Data like CRNCY [C1]
thomas.dionysopoulos at sgcib.com
- [R-SIG-Finance] ARIMA XREG ERROR (package stats, mass)
Wayne.W.Jones at shell.com
- [R-SIG-Finance] Does R have a formal test for long vs short memory process?
tom soyer
- [R-SIG-Finance] Does R have a formal test for long vs short memory process?
tom soyer
- [R-SIG-Finance] help with garchSim
tom soyer
- [R-SIG-Finance] help with garchSim
tom soyer
- [R-SIG-Finance] Question about garchSim and garch
tom soyer
- [R-SIG-Finance] Question about garchSim and garch
tom soyer
- [R-SIG-Finance] Zivot vs. Engle vs. Stoffer - help with the meaning of different GARCH notations, please!
tom soyer
- [R-SIG-Finance] Question about garchSim and garch
tom soyer
- [R-SIG-Finance] Zivot vs. Engle vs. Stoffer - help with the meaning of different GARCH notations, please!
tom soyer
- [R-SIG-Finance] Zivot vs. Engle vs. Stoffer - help with the meaning of different GARCH notations, please!
tom soyer
- [R-SIG-Finance] Zivot vs. Engle vs. Stoffer - help with the meaning of different GARCH notations, please!
tom soyer
- [R-SIG-Finance] Zivot vs. Engle vs. Stoffer - help with the meaning of different GARCH notations, please!
tom soyer
- [R-SIG-Finance] Question about garchSim and garch
tom soyer
- [R-SIG-Finance] Question about garchSim and garch
tom soyer
- [R-SIG-Finance] garchFit - where are the fitted values for the variance part?
tom soyer
- [R-SIG-Finance] garchFit - where are the fitted values for the variance part?
tom soyer
- [R-SIG-Finance] garchFit - where are the fitted values for the variance part?
tom soyer
- [R-SIG-Finance] garch vs garchFit - minimum sample size
tom soyer
- [R-SIG-Finance] garch vs garchFit - minimum sample size
tom soyer
- [R-SIG-Finance] How can I see a list of the built-in data sets in fBasics
tom soyer
- [R-SIG-Finance] question about garchPredictor(fGarch)
tom soyer
- [R-SIG-Finance] functions for quarterly settlement dates
tom soyer
- [R-SIG-Finance] Does R have a formal test for long vs short memory process? ---acf confidence intervals
elton wang
- [R-SIG-Finance] acf confidence intervals in ARMA
elton wang
- [R-SIG-Finance] Simulate the stock market for back testing strategy
elton wang
- [R-SIG-Finance] Simulate the stock market for back testing strategy ---R bootstrap function
elton wang
- [R-SIG-Finance] EMM: how to make forecast using EMM methods?
elton wang
- [R-SIG-Finance] EMM: how to make forecast using EMM methods?
elton wang
- [R-SIG-Finance] Framework for VAR allocation among traders
elton wang
- [R-SIG-Finance] Framework for VAR allocation among traders
elton wang
- [R-SIG-Finance] Framework for VAR allocation among traders
elton wang
- [R-SIG-Finance] Framework for VAR allocation among traders
elton wang
Last message date:
Mon Mar 31 21:12:24 CEST 2008
Archived on: Sat Jun 28 19:20:44 CEST 2008
This archive was generated by
Pipermail 0.09 (Mailman edition).