First quarter 2008 Archives by date

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Starting: Wed Jan 2 18:27:22 CET 2008
Ending: Mon Mar 31 21:12:24 CEST 2008
Messages: 381

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

Last message date: Mon Mar 31 21:12:24 CEST 2008
Archived on: Sat Jun 28 19:20:44 CEST 2008

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