Second quarter 2008 Archives by author

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Starting: Tue Apr 1 17:06:37 CEST 2008
Ending: Mon Jun 30 22:12:17 CEST 2008
Messages: 253

• [R-SIG-Finance] HJM models (Forward Rates)   Ana Patricia Silva Cunha Martins (DGR)
• [R-SIG-Finance] [R-sig-finance] fPortfolio min CVaR   A.N.
• [R-SIG-Finance] [R-sig-finance] fPortfolio min CVaR   A.N.
• [R-SIG-Finance] Garch fitting with mean regressors   Zeno Adams
• [R-SIG-Finance] Conditional Variance in GARCH Model?   Aditya
• [R-SIG-Finance] For fCalendar timeDate object, howto get year, month, day, dayofweek, dayofmonth, dayofyear, hour, minutes, second?   Albert
• [R-SIG-Finance] Database : High frequency data   Whit Armstrong
• [R-SIG-Finance] [R-sig-finance] timeDate conversion [C1]   Whit Armstrong
• [R-SIG-Finance] Quantmod: Managing lists of instruments...   Whit Armstrong
• [R-SIG-Finance] 130/30 Portfolio Optimization   Attiglah, Mama
• [R-SIG-Finance] Optimization Book with R. (Style Based Analysis, MV Portfolio)   Max BERGER
• [R-SIG-Finance] Garch fitting with mean regressors   Stefano Balietti
• [R-SIG-Finance] Garch fitting with mean regressors   Stefano Balietti
• [R-SIG-Finance] External regressors in GARCH variance eq.   Jaromir Baxa
• [R-SIG-Finance] Granger-Gonzalo decomposition   Verschuere Benjamin
• [R-SIG-Finance] [R-sig-finance] economagicImport problem   Bill_Jones
• [R-SIG-Finance] Fitting jump diffusion processes with Normal errors   Ross Bowden
• [R-SIG-Finance] Causality test   Patrick Brandt
• [R-SIG-Finance] Multiplicative error model ?   Christian Brownlees
• [R-SIG-Finance] fPortfolio and efficient frontier   John P. Burkett
• [R-SIG-Finance] tseries and efficient frontier   John P. Burkett
• [R-SIG-Finance] tseries and efficient frontier   John P. Burkett
• [R-SIG-Finance] fImport, yahooSeries, aggregation   John P. Burkett
• [R-SIG-Finance] Garch fitting with mean regressors   Patrick Burns
• [R-SIG-Finance] Garch fitting with mean regressors   Patrick Burns
• [R-SIG-Finance] Optimization Book with R. (Style Based Analysis, MV Portfolio)   Peter Carl
• [R-SIG-Finance] [R-sig-finance] chart.Histogram differences between PerformanceAnalytics 9.5 and 9.6   Peter Carl
• [R-SIG-Finance] [R-sig-finance] [R] Bloomberg Data Import to R   Sean Carmody
• [R-SIG-Finance] Garch fitting with mean regressors   Yohan Chalabi
• [R-SIG-Finance] economagic Import - error message   Yohan Chalabi
• [R-SIG-Finance] garchFit - Strange behaviour of trace argument [C1]   Yohan Chalabi
• [R-SIG-Finance] Estimating the T-S Garch model   Yohan Chalabi
• [R-SIG-Finance] Estimating the T-S Garch model   Yohan Chalabi
• [R-SIG-Finance] [R-sig-finance] Flexible inputs fPortfolio possible?   Yohan Chalabi
• [R-SIG-Finance] R-project can help me ? Building a portfolio..   Yohan Chalabi
• [R-SIG-Finance] [R-sig-finance] Flexible inputs fPortfolio possible?   Yohan Chalabi
• [R-SIG-Finance] fCalendar's time seems incorrect for some FinCenters   Yohan Chalabi
• [R-SIG-Finance] Demystification of GARCH modeling with fGarch   Yohan Chalabi
• [R-SIG-Finance] [R-sig-finance] fPortfolio Constraints Question   Yohan Chalabi
• [R-SIG-Finance] Error in QRMlib   Yohan Chalabi
• [R-SIG-Finance] arfimaoxfit.ox and arfimaoxpredict.ox file needed   Yohan Chalabi
• [R-SIG-Finance] GARCH-like models   Renato Costa
• [R-SIG-Finance] [R-sig-finance] Demystification of GARCH modeling with fGarch   DavidM.UK
• [R-SIG-Finance] Bond valuation   Paul DeBruicker
• [R-SIG-Finance] real time data feeds - commercial services   Adrian Dragulescu
• [R-SIG-Finance] Experience of large scale use of R in financial services   Debashis Dutta
• [R-SIG-Finance] Administrivia   Dirk Eddelbuettel
• [R-SIG-Finance] External regressors in GARCH variance eq.   Radovan Fišer
• [R-SIG-Finance] Test statistics for mean reverting property   John Frain
• [R-SIG-Finance] Estimating the T-S Garch model   John Frain
• [R-SIG-Finance] Estimating the T-S Garch model   John Frain
• [R-SIG-Finance] Estimating the T-S Garch model   John Frain
• [R-SIG-Finance] Fwd: Estimating the T-S Garch model   John Frain
• [R-SIG-Finance] Quantmod: Managing lists of instruments...   Vince Fulco
• [R-SIG-Finance] Seasonal GARCH   Spencer Graves
• [R-SIG-Finance] Seasonal GARCH   Spencer Graves
• [R-SIG-Finance] time series regression (demand for higher education)   Spencer Graves
• [R-SIG-Finance] Seasonal GARCH   Gabor Grothendieck
• [R-SIG-Finance] [R-sig-finance] endpoints function in package xts [C1]   Gabor Grothendieck
• [R-SIG-Finance] question on zoo data manipulation   Gabor Grothendieck
• [R-SIG-Finance] question on zoo data manipulation   Gabor Grothendieck
• [R-SIG-Finance] question on zoo data manipulation   Gabor Grothendieck
• [R-SIG-Finance] [R-sig-finance] Date from csv as date for ts   Gabor Grothendieck
• [R-SIG-Finance] two zoo questions   Gabor Grothendieck
• [R-SIG-Finance] two zoo questions   Gabor Grothendieck
• [R-SIG-Finance] apply.fromstart() warnings   Gabor Grothendieck
• [R-SIG-Finance] apply.fromstart() warnings   Gabor Grothendieck
• [R-SIG-Finance] apply.fromstart() warnings   Gabor Grothendieck
• [R-SIG-Finance] apply.fromstart() warnings   Gabor Grothendieck
• [R-SIG-Finance] Applying quarterly weights on daily returns   Gabor Grothendieck
• [R-SIG-Finance] How to merge Date and Time in a single value ?   Gabor Grothendieck
• [R-SIG-Finance] How to remove the error : Error in dimnames(x) <- dn : length of 'dimnames' [2] not equal to array extent   Gabor Grothendieck
• [R-SIG-Finance] Solicitation of opinions on which Timeseries object(s) to utilize.   Gabor Grothendieck
• [R-SIG-Finance] For fCalendar timeDate object, howto get year, month, day, dayofweek, dayofmonth, dayofyear, hour, minutes, second?   Albert Zhuo Huang
• [R-SIG-Finance] Handling multiple files to generate Charts   Jasoria, Gaurav (GMI - Global Product Development)
• [R-SIG-Finance] Thinking about Risk Budgeting and Portfolio Construction   Owe Jessen
• [R-SIG-Finance] [R-sig-finance] Predictive Analytics for Business, Marketing and Web (May 8-9 and June 5-6)   Elise Johnson
• [R-SIG-Finance] [R-sig-finance] Predictive Analytics Online Training, Half-Price thru 5/21   Elise Johnson
• [R-SIG-Finance] 130/30 Portfolio Optimization   Shlomo Katchmalik
• [R-SIG-Finance] quantmod data from FRED and Yahoo   Shlomo Katchmalik
• [R-SIG-Finance] Resampling Methods for Dependent Data   Jae Kim
• [R-SIG-Finance] CFE'08 - Final call for papers   Christian Kleiber
• [R-SIG-Finance] Demystification of GARCH modeling with fGarch   Mark Leeds
• [R-SIG-Finance] portfolio optimization questions   Mark Leeds
• [R-SIG-Finance] Bayesian estimation of jump-diffusion processes andself-exciting counting processes   Jeffrey Todd Lins
• [R-SIG-Finance] rare event simulation   Wei-han Liu
• [R-SIG-Finance] Resampling Methods for Dependent Data   Wei-han Liu
• [R-SIG-Finance] Resampling Methods for Dependent Data   Wei-han Liu
• [R-SIG-Finance] Estimating hour-of-day effects for count timeseries   Markus Loecher
• [R-SIG-Finance] R-project can help me ? Building a portfolio..   Linuxpower Ludo
• [R-SIG-Finance] R + NVIDIA CUDA   Martin Maechler
• [R-SIG-Finance] question on zoo data manipulation   Manoj
• [R-SIG-Finance] question on zoo data manipulation   Manoj
• [R-SIG-Finance] question on zoo data manipulation   Manoj
• [R-SIG-Finance] Cox, Ingersoll, Ross/Vasicek parameter estimation via Kalman-Filter (SSPIR)   Francesco Marangoni
• [R-SIG-Finance] HJM model (Interest rate)   Ana Patricia Martins
• [R-SIG-Finance] CreditRisk+   Mario Melchiori
• [R-SIG-Finance] apply.fromstart() warnings   Murali Menon
• [R-SIG-Finance] apply.fromstart() warnings   Murali Menon
• [R-SIG-Finance] apply.fromstart() warnings   Murali Menon
• [R-SIG-Finance] apply.fromstart() warnings   Murali Menon
• [R-SIG-Finance] apply.fromstart() warnings   Murali Menon
• [R-SIG-Finance] Datastream interface   Murali Menon
• [R-SIG-Finance] Applying quarterly weights on daily returns   Murali Menon
• [R-SIG-Finance] Applying quarterly weights on daily returns   Murali Menon
• [R-SIG-Finance] Bayesian estimation of jump-diffusion processes and self-exciting counting processes   Michael
• [R-SIG-Finance] portfolio optimization questions   Alexander Moreno
• [R-SIG-Finance] Rbloomberg Crash Fixed   Ana Nelson
• [R-SIG-Finance] Rbloomberg problem   Ana Nelson
• [R-SIG-Finance] Rbloomberg problem   Ana Nelson
• [R-SIG-Finance] Rbloomberg problem   Jorge Nieves
• [R-SIG-Finance] Rbloomberg problem   Jorge Nieves
• [R-SIG-Finance] arma model fitting   Bastian Offermann
• [R-SIG-Finance] RBloomberg   Eric Owiesny
• [R-SIG-Finance] RBloomberg   Eric Owiesny
• [R-SIG-Finance] Dummy / Indicator Variable   John Pederson
• [R-SIG-Finance] Rbloomberg Crash Fixed   Brian G. Peterson
• [R-SIG-Finance] Database : High frequency data   Brian G. Peterson
• [R-SIG-Finance] Estimating the T-S Garch model   Brian G. Peterson
• [R-SIG-Finance] Thinking about Risk Budgeting and Portfolio Construction   Brian G. Peterson
• [R-SIG-Finance] apply.fromstart() warnings   Brian G. Peterson
• [R-SIG-Finance] HJM model (Interest rate)   Brian G. Peterson
• [R-SIG-Finance] portfolio optimization questions   Brian G. Peterson
• [R-SIG-Finance] Resampling Methods for Dependent Data   Brian G. Peterson
• [R-SIG-Finance] Resampling Methods for Dependent Data   Brian G. Peterson
• [R-SIG-Finance] Bond valuation   Brian G. Peterson
• [R-SIG-Finance] cointegration and causality test   Pfaff, Bernhard Dr.
• [R-SIG-Finance] rare event simulation   Pfaff, Bernhard Dr.
• [R-SIG-Finance] an obvious question   Tony Plate
• [R-SIG-Finance] Optimization Book with R. (Style Based Analysis, MV Portfoli   Christian Prinoth
• [R-SIG-Finance] 130/30 Portfolio Optimization   Christian Prinoth
• [R-SIG-Finance] [R-sig-finance] Date from csv as date for ts   R at Nabble
• [R-SIG-Finance] [R-sig-finance] Example codes fPortfolio Package ?   R at Nabble
• [R-SIG-Finance] [R-sig-finance] Example codes fPortfolio Package ?   R at Nabble
• [R-SIG-Finance] [R-sig-finance] Example codes fPortfolio Package ?   R at Nabble
• [R-SIG-Finance] [R-sig-finance] Flexible inputs fPortfolio possible?   R at Nabble
• [R-SIG-Finance] [R-sig-finance] Flexible inputs fPortfolio possible?   R at Nabble
• [R-SIG-Finance] garchFit and garchSim   Andrey Riabushenko
• [R-SIG-Finance] garchFit and garchSim   Andrey Riabushenko
• [R-SIG-Finance] garchFit and garchSim   Andrey Riabushenko
• [R-SIG-Finance] garchFit and garchSim   Andrey Riabushenko
• [R-SIG-Finance] Rbloomberg Crash Fixed   Roberts, Timothy
• [R-SIG-Finance] Database : High frequency data   David Rodriguez
• [R-SIG-Finance] real time data feeds - commercial services   Jeff Ryan
• [R-SIG-Finance] [R-sig-finance] endpoints function in package xts [C1]   Jeff Ryan
• [R-SIG-Finance] economagic Import - error message   Jeff Ryan
• [R-SIG-Finance] [R-sig-finance] Date from csv as date for ts   Jeff Ryan
• [R-SIG-Finance] Estimating the T-S Garch model   Jeff Ryan
• [R-SIG-Finance] fImport, yahooSeries, aggregation   Jeff Ryan
• [R-SIG-Finance] Are there somewhere the examples http://www.quantmod.com/examples/ ready to run ?   Jeff Ryan
• [R-SIG-Finance] How to merge Date and Time in a single value ?   Jeff Ryan
• [R-SIG-Finance] quantmod data from FRED and Yahoo   Jeff Ryan
• [R-SIG-Finance] Are there somewhere the examples http://www.quantmod.com/examples/ ready to run ?   Jeff Ryan
• [R-SIG-Finance] Resampling Methods for Dependent Data   Jeff Ryan
• [R-SIG-Finance] How to remove the error : Error in dimnames(x) <- dn : length of 'dimnames' [2] not equal to array extent   Jeff Ryan
• [R-SIG-Finance] Rbloomberg problem   Robert Sams
• [R-SIG-Finance] [R-sig-finance] [R] Bloomberg Data Import to R   Robert Sams
• [R-SIG-Finance] portfolioFrontier/Spec: targetReturn   Enrico Schumann
• [R-SIG-Finance] fCalendar's time seems incorrect for some FinCenters   Enrico Schumann
• [R-SIG-Finance] Test statistics for mean reverting property   Ajay Shah
• [R-SIG-Finance] real time data feeds - commercial services   Ryan Sheftel
• [R-SIG-Finance] Database : High frequency data   Ryan Sheftel
• [R-SIG-Finance] R + NVIDIA CUDA   Uri Shimron
• [R-SIG-Finance] HJM model (Interest rate)   Dale Smith
• [R-SIG-Finance] Rbloomberg Crash Fixed   Thomas Steiner
• [R-SIG-Finance] HJM model (Interest rate)   Thomas Steiner
• [R-SIG-Finance] HJM models (Forward Rates)   Thomas Steiner
• [R-SIG-Finance] Test statistics for mean reverting property   Matthieu Stigler
• [R-SIG-Finance] Conference and workshops: RISK CONTROL STRATEGIES FOR HEDGE FUNDS AND PROGRAM TRADING   Xiao Sun
• [R-SIG-Finance] Risk Control Strategies for Hedge Funds and Program Trading - 4th Annual CARISMA conference   Xiaochen Sun
• [R-SIG-Finance] (no subject)   Nadia Theron
• [R-SIG-Finance] Multiplicative error model ?   ShyhWeir Tzang
• [R-SIG-Finance] Inequality Constraints for GARCH using Matlab   Dennis Türk
• [R-SIG-Finance] Database : High frequency data   Josh Ulrich
• [R-SIG-Finance] portfolioFrontier/Spec: targetReturn   Josh Ulrich
• [R-SIG-Finance] Financial workload in R   Balaji Veeraraghavan
• [R-SIG-Finance] [R-sig-finance] http://www.market-topology.com/   Yuri Volchik
• [R-SIG-Finance] tseries and efficient frontier   Charles Ward
• [R-SIG-Finance] Bond valuation   Charles Ward
• [R-SIG-Finance] R-SIG-Finance Digest, Vol 49, Issue 13   Rory Winston
• [R-SIG-Finance] fCalendar's time seems incorrect for some FinCenters   Daniel Wolff
• [R-SIG-Finance] Are there somewhere the examples http://www.quantmod.com/examples/ ready to run ?   Worik
• [R-SIG-Finance] economagic Import - error message   Diethelm Wuertz
• [R-SIG-Finance] [R-sig-finance] Example codes fPortfolio Package ?   Diethelm Wuertz
• [R-SIG-Finance] [R-sig-finance] fPortfolio min CVaR   Diethelm Wuertz
• [R-SIG-Finance] ETH Internship - Dynamic Portfolio Asset Allocation   Diethelm Wuertz
• [R-SIG-Finance] Error in QRMlib   Hongchuan Xia
• [R-SIG-Finance] Bond valuation   Hongchuan Xia
• [R-SIG-Finance] 130/30 Portfolio Optimization   Guy Yollin
• [R-SIG-Finance] question on zoo data manipulation   Achim Zeileis
• [R-SIG-Finance] two zoo questions   Achim Zeileis
• [R-SIG-Finance] two zoo questions   Achim Zeileis
• [R-SIG-Finance] Seasonal GARCH   Eric Zivot
• [R-SIG-Finance] Garch and multivariate garch   Eric Zivot
• [R-SIG-Finance] Garch fitting with mean regressors   Eric Zivot
• [R-SIG-Finance] Database : High frequency data   chockri adnen
• [R-SIG-Finance] Database : High frequency data   chockri adnen
• [R-SIG-Finance] Database : High frequency data   chockri adnen
• [R-SIG-Finance] real time data feeds - commercial services   binabina at bellsouth.net
• [R-SIG-Finance] real time data feeds - commercial services   binabina at bellsouth.net
• [R-SIG-Finance] [R-sig-finance] fPortfolio Constraints Question   berg
• [R-SIG-Finance] Fwd: time series regression   stigler3 at etu.unige.ch
• [R-SIG-Finance] [SPAM] Re: R-project can help me ? Building a portfolio..   mail at financedevelopmentcentre.com
• [R-SIG-Finance] Bloomberg / rcom   guillaume.nicoulaud at halbis.com
• [R-SIG-Finance] Duan GARCH model   Shinya.Watanuki at jp.kantargroup.com
• [R-SIG-Finance] arfimaoxfit.ox and arfimaoxpredict.ox file needed   k.umair at lancaster.ac.uk
• [R-SIG-Finance] Experience of large scale use of R in financial services   ryan.sheftel at malbecpartners.com
• [R-SIG-Finance] Experience of large scale use of R in financial services   ryan.sheftel at malbecpartners.com
• [R-SIG-Finance] Optimization Book with R. (Style Based Analysis, MV Portfolio)   ngottlieb at marinercapital.com
• [R-SIG-Finance] Garch and multivariate garch   michal miklovic
• [R-SIG-Finance] Conditional Variance in GARCH Model?   michal miklovic
• [R-SIG-Finance] arma model fitting   michal miklovic
• [R-SIG-Finance] Estimating the T-S Garch model   michal miklovic
• [R-SIG-Finance] two zoo questions   michal miklovic
• [R-SIG-Finance] two zoo questions   michal miklovic
• [R-SIG-Finance] garchFit and garchSim   michal miklovic
• [R-SIG-Finance] garchFit and garchSim   michal miklovic
• [R-SIG-Finance] garchFit and garchSim   michal miklovic
• [R-SIG-Finance] GARCH-like models   michal miklovic
• [R-SIG-Finance] Test statistics for mean reverting property   kennylin nthu
• [R-SIG-Finance] Seasonal GARCH   chalabi at phys.ethz.ch
• [R-SIG-Finance] Seasonal GARCH   chalabi at phys.ethz.ch
• [R-SIG-Finance] Optimization Book with R. (Style Based Analysis, MV Portfolio)   gabe plaxico
• [R-SIG-Finance] Rbloomberg problem   davidr at rhotrading.com
• [R-SIG-Finance] Rbloomberg problem SOLVED   davidr at rhotrading.com
• [R-SIG-Finance] RBloomberg   davidr at rhotrading.com
• [R-SIG-Finance] [R-sig-finance] [R] Bloomberg Data Import to R   davidr at rhotrading.com
• [R-SIG-Finance] [R-sig-finance] endpoints function in package xts [C1]   anass.mouhsine at sgcib.com
• [R-SIG-Finance] Problem with GarchFit [NC]   sylvain.archenault at sgcib.com
• [R-SIG-Finance] Problem with GarchFit [NC]   sylvain.archenault at sgcib.com
• [R-SIG-Finance] Problem with GarchFit [NC]   sylvain.archenault at sgcib.com
• [R-SIG-Finance] Problem with GarchFit [NC]   sylvain.archenault at sgcib.com
• [R-SIG-Finance] garchFit - Strange behaviour of trace argument [C1]   sylvain.archenault at sgcib.com
• [R-SIG-Finance] Seasonal GARCH   ihernan at stat.Berkeley.EDU
• [R-SIG-Finance] economagic Import - error message   stephen
• [R-SIG-Finance] Rbloomberg Crash Fixed   david.jessop at ubs.com
• [R-SIG-Finance] Seasonal GARCH   markleeds at verizon.net
• [R-SIG-Finance] Optimization Book with R. (Style Based Analysis, MV Portfoli   markleeds at verizon.net
• [R-SIG-Finance] Causality test   markleeds at verizon.net
• [R-SIG-Finance] HJM model (Interest rate)   markleeds at verizon.net
• [R-SIG-Finance] currency weights question   markleeds at verizon.net
• [R-SIG-Finance] Fwd: time series regression   bereket weldeslassie
• [R-SIG-Finance] time series regression (demand for higher education)   bereket weldeslassie
• [R-SIG-Finance] Causality test   bereket weldeslassie
• [R-SIG-Finance] cointegration and causality test   bereket weldeslassie
• [R-SIG-Finance] Are there somewhere the examples http://www.quantmod.com/examples/ ready to run ?   pierre8r-list at yahoo.fr
• [R-SIG-Finance] How to merge Date and Time in a single value ?   pierre8r-list at yahoo.fr
• [R-SIG-Finance] Are there somewhere the examples http://www.quantmod.com/examples/ ready to run ?   pierre8r-list at yahoo.fr
• [R-SIG-Finance] How to merge Date and Time in a single value ?   pierre8r-list at yahoo.fr
• [R-SIG-Finance] How to remove the error : Error in dimnames(x) <- dn : length of 'dimnames' [2] not equal to array extent   pierre8r-list at yahoo.fr
• [R-SIG-Finance] Hourly quotations from 1 minutes quotations.   pierre8r-list at yahoo.fr
• [R-SIG-Finance] Question: ACD?   Yukihiro yamada
• [R-SIG-Finance] an obvious question   zubin

Last message date: Mon Jun 30 22:12:17 CEST 2008
Archived on: Mon Jun 30 22:12:27 CEST 2008

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