Second quarter 2008 Archives by subject
Starting: Tue Apr 1 17:06:37 CEST 2008
Ending: Mon Jun 30 22:12:17 CEST 2008
Messages: 253
- [R-SIG-Finance] (no subject)
Nadia Theron
- [R-SIG-Finance] 130/30 Portfolio Optimization
Shlomo Katchmalik
- [R-SIG-Finance] 130/30 Portfolio Optimization
Guy Yollin
- [R-SIG-Finance] 130/30 Portfolio Optimization
Attiglah, Mama
- [R-SIG-Finance] 130/30 Portfolio Optimization
Christian Prinoth
- [R-SIG-Finance] [R-sig-finance] [R] Bloomberg Data Import to R
Sean Carmody
- [R-SIG-Finance] [R-sig-finance] [R] Bloomberg Data Import to R
Robert Sams
- [R-SIG-Finance] [R-sig-finance] [R] Bloomberg Data Import to R
davidr at rhotrading.com
- [R-SIG-Finance] [R-sig-finance] chart.Histogram differences between PerformanceAnalytics 9.5 and 9.6
Peter Carl
- [R-SIG-Finance] [R-sig-finance] Date from csv as date for ts
R at Nabble
- [R-SIG-Finance] [R-sig-finance] Date from csv as date for ts
Jeff Ryan
- [R-SIG-Finance] [R-sig-finance] Date from csv as date for ts
Gabor Grothendieck
- [R-SIG-Finance] [R-sig-finance] Demystification of GARCH modeling with fGarch
DavidM.UK
- [R-SIG-Finance] [R-sig-finance] economagicImport problem
Bill_Jones
- [R-SIG-Finance] [R-sig-finance] endpoints function in package xts [C1]
Jeff Ryan
- [R-SIG-Finance] [R-sig-finance] endpoints function in package xts [C1]
Gabor Grothendieck
- [R-SIG-Finance] [R-sig-finance] endpoints function in package xts [C1]
anass.mouhsine at sgcib.com
- [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] Example codes fPortfolio Package ?
Diethelm Wuertz
- [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] [R-sig-finance] Flexible inputs fPortfolio possible?
Yohan Chalabi
- [R-SIG-Finance] [R-sig-finance] Flexible inputs fPortfolio possible?
Yohan Chalabi
- [R-SIG-Finance] [R-sig-finance] fPortfolio min CVaR
A.N.
- [R-SIG-Finance] [R-sig-finance] fPortfolio min CVaR
Diethelm Wuertz
- [R-SIG-Finance] [R-sig-finance] fPortfolio min CVaR
A.N.
- [R-SIG-Finance] [R-sig-finance] fPortfolio Constraints Question
berg
- [R-SIG-Finance] [R-sig-finance] fPortfolio Constraints Question
Yohan Chalabi
- [R-SIG-Finance] [R-sig-finance] http://www.market-topology.com/
Yuri Volchik
- [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] [R-sig-finance] timeDate conversion [C1]
Whit Armstrong
- [R-SIG-Finance] [SPAM] Re: R-project can help me ? Building a portfolio..
mail at financedevelopmentcentre.com
- [R-SIG-Finance] Administrivia
Dirk Eddelbuettel
- [R-SIG-Finance] an obvious question
zubin
- [R-SIG-Finance] an obvious question
Tony Plate
- [R-SIG-Finance] apply.fromstart() warnings
Murali Menon
- [R-SIG-Finance] apply.fromstart() warnings
Gabor Grothendieck
- [R-SIG-Finance] apply.fromstart() warnings
Murali Menon
- [R-SIG-Finance] apply.fromstart() warnings
Gabor Grothendieck
- [R-SIG-Finance] apply.fromstart() warnings
Murali Menon
- [R-SIG-Finance] apply.fromstart() warnings
Gabor Grothendieck
- [R-SIG-Finance] apply.fromstart() warnings
Murali Menon
- [R-SIG-Finance] apply.fromstart() warnings
Gabor Grothendieck
- [R-SIG-Finance] apply.fromstart() warnings
Murali Menon
- [R-SIG-Finance] apply.fromstart() warnings
Brian G. Peterson
- [R-SIG-Finance] Applying quarterly weights on daily returns
Murali Menon
- [R-SIG-Finance] Applying quarterly weights on daily returns
Gabor Grothendieck
- [R-SIG-Finance] Applying quarterly weights on daily returns
Murali Menon
- [R-SIG-Finance] Are there somewhere the examples http://www.quantmod.com/examples/ ready to run ?
Worik
- [R-SIG-Finance] Are there somewhere the examples http://www.quantmod.com/examples/ ready to run ?
pierre8r-list at yahoo.fr
- [R-SIG-Finance] Are there somewhere the examples http://www.quantmod.com/examples/ ready to run ?
Jeff Ryan
- [R-SIG-Finance] Are there somewhere the examples http://www.quantmod.com/examples/ ready to run ?
pierre8r-list at yahoo.fr
- [R-SIG-Finance] Are there somewhere the examples http://www.quantmod.com/examples/ ready to run ?
Jeff Ryan
- [R-SIG-Finance] arfimaoxfit.ox and arfimaoxpredict.ox file needed
k.umair at lancaster.ac.uk
- [R-SIG-Finance] arfimaoxfit.ox and arfimaoxpredict.ox file needed
Yohan Chalabi
- [R-SIG-Finance] arma model fitting
Bastian Offermann
- [R-SIG-Finance] arma model fitting
michal miklovic
- [R-SIG-Finance] Bayesian estimation of jump-diffusion processes and self-exciting counting processes
Michael
- [R-SIG-Finance] Bayesian estimation of jump-diffusion processes andself-exciting counting processes
Jeffrey Todd Lins
- [R-SIG-Finance] Bloomberg / rcom
guillaume.nicoulaud at halbis.com
- [R-SIG-Finance] Bond valuation
Hongchuan Xia
- [R-SIG-Finance] Bond valuation
Brian G. Peterson
- [R-SIG-Finance] Bond valuation
Paul DeBruicker
- [R-SIG-Finance] Bond valuation
Charles Ward
- [R-SIG-Finance] Causality test
bereket weldeslassie
- [R-SIG-Finance] Causality test
markleeds at verizon.net
- [R-SIG-Finance] Causality test
Patrick Brandt
- [R-SIG-Finance] CFE'08 - Final call for papers
Christian Kleiber
- [R-SIG-Finance] cointegration and causality test
bereket weldeslassie
- [R-SIG-Finance] cointegration and causality test
Pfaff, Bernhard Dr.
- [R-SIG-Finance] Conditional Variance in GARCH Model?
Aditya
- [R-SIG-Finance] Conditional Variance in GARCH Model?
michal miklovic
- [R-SIG-Finance] Conference and workshops: RISK CONTROL STRATEGIES FOR HEDGE FUNDS AND PROGRAM TRADING
Xiao Sun
- [R-SIG-Finance] Cox, Ingersoll, Ross/Vasicek parameter estimation via Kalman-Filter (SSPIR)
Francesco Marangoni
- [R-SIG-Finance] CreditRisk+
Mario Melchiori
- [R-SIG-Finance] currency weights question
markleeds at verizon.net
- [R-SIG-Finance] Database : High frequency data
chockri adnen
- [R-SIG-Finance] Database : High frequency data
Whit Armstrong
- [R-SIG-Finance] Database : High frequency data
Josh Ulrich
- [R-SIG-Finance] Database : High frequency data
chockri adnen
- [R-SIG-Finance] Database : High frequency data
David Rodriguez
- [R-SIG-Finance] Database : High frequency data
Ryan Sheftel
- [R-SIG-Finance] Database : High frequency data
chockri adnen
- [R-SIG-Finance] Database : High frequency data
Brian G. Peterson
- [R-SIG-Finance] Datastream interface
Murali Menon
- [R-SIG-Finance] Demystification of GARCH modeling with fGarch
Yohan Chalabi
- [R-SIG-Finance] Demystification of GARCH modeling with fGarch
Mark Leeds
- [R-SIG-Finance] Duan GARCH model
Shinya.Watanuki at jp.kantargroup.com
- [R-SIG-Finance] Dummy / Indicator Variable
John Pederson
- [R-SIG-Finance] economagic Import - error message
stephen
- [R-SIG-Finance] economagic Import - error message
Yohan Chalabi
- [R-SIG-Finance] economagic Import - error message
Diethelm Wuertz
- [R-SIG-Finance] economagic Import - error message
Jeff Ryan
- [R-SIG-Finance] Error in QRMlib
Hongchuan Xia
- [R-SIG-Finance] Error in QRMlib
Yohan Chalabi
- [R-SIG-Finance] Estimating hour-of-day effects for count timeseries
Markus Loecher
- [R-SIG-Finance] Estimating the T-S Garch model
John Frain
- [R-SIG-Finance] Estimating the T-S Garch model
michal miklovic
- [R-SIG-Finance] Estimating the T-S Garch model
John Frain
- [R-SIG-Finance] Estimating the T-S Garch model
Yohan Chalabi
- [R-SIG-Finance] Estimating the T-S Garch model
John Frain
- [R-SIG-Finance] Estimating the T-S Garch model
Brian G. Peterson
- [R-SIG-Finance] Estimating the T-S Garch model
Jeff Ryan
- [R-SIG-Finance] Estimating the T-S Garch model
Yohan Chalabi
- [R-SIG-Finance] ETH Internship - Dynamic Portfolio Asset Allocation
Diethelm Wuertz
- [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
Debashis Dutta
- [R-SIG-Finance] Experience of large scale use of R in financial services
ryan.sheftel at malbecpartners.com
- [R-SIG-Finance] External regressors in GARCH variance eq.
Radovan Fišer
- [R-SIG-Finance] External regressors in GARCH variance eq.
Jaromir Baxa
- [R-SIG-Finance] fCalendar's time seems incorrect for some FinCenters
Enrico Schumann
- [R-SIG-Finance] fCalendar's time seems incorrect for some FinCenters
Daniel Wolff
- [R-SIG-Finance] fCalendar's time seems incorrect for some FinCenters
Yohan Chalabi
- [R-SIG-Finance] fImport, yahooSeries, aggregation
John P. Burkett
- [R-SIG-Finance] fImport, yahooSeries, aggregation
Jeff Ryan
- [R-SIG-Finance] Financial workload in R
Balaji Veeraraghavan
- [R-SIG-Finance] Fitting jump diffusion processes with Normal errors
Ross Bowden
- [R-SIG-Finance] For fCalendar timeDate object, howto get year, month, day, dayofweek, dayofmonth, dayofyear, hour, minutes, second?
Albert Zhuo Huang
- [R-SIG-Finance] For fCalendar timeDate object, howto get year, month, day, dayofweek, dayofmonth, dayofyear, hour, minutes, second?
Albert
- [R-SIG-Finance] fPortfolio and efficient frontier
John P. Burkett
- [R-SIG-Finance] Fwd: Estimating the T-S Garch model
John Frain
- [R-SIG-Finance] Fwd: time series regression
bereket weldeslassie
- [R-SIG-Finance] Fwd: time series regression
stigler3 at etu.unige.ch
- [R-SIG-Finance] Garch and multivariate garch
michal miklovic
- [R-SIG-Finance] Garch and multivariate garch
Eric Zivot
- [R-SIG-Finance] Garch fitting with mean regressors
Stefano Balietti
- [R-SIG-Finance] Garch fitting with mean regressors
Yohan Chalabi
- [R-SIG-Finance] Garch fitting with mean regressors
Patrick Burns
- [R-SIG-Finance] Garch fitting with mean regressors
Zeno Adams
- [R-SIG-Finance] Garch fitting with mean regressors
Stefano Balietti
- [R-SIG-Finance] Garch fitting with mean regressors
Patrick Burns
- [R-SIG-Finance] Garch fitting with mean regressors
Eric Zivot
- [R-SIG-Finance] GARCH-like models
Renato Costa
- [R-SIG-Finance] GARCH-like models
michal miklovic
- [R-SIG-Finance] garchFit - Strange behaviour of trace argument [C1]
sylvain.archenault at sgcib.com
- [R-SIG-Finance] garchFit - Strange behaviour of trace argument [C1]
Yohan Chalabi
- [R-SIG-Finance] garchFit and garchSim
Andrey Riabushenko
- [R-SIG-Finance] garchFit and garchSim
michal miklovic
- [R-SIG-Finance] garchFit and garchSim
Andrey Riabushenko
- [R-SIG-Finance] garchFit and garchSim
Andrey Riabushenko
- [R-SIG-Finance] garchFit and garchSim
michal miklovic
- [R-SIG-Finance] garchFit and garchSim
Andrey Riabushenko
- [R-SIG-Finance] garchFit and garchSim
michal miklovic
- [R-SIG-Finance] Granger-Gonzalo decomposition
Verschuere Benjamin
- [R-SIG-Finance] Handling multiple files to generate Charts
Jasoria, Gaurav (GMI - Global Product Development)
- [R-SIG-Finance] HJM model (Interest rate)
Ana Patricia Martins
- [R-SIG-Finance] HJM model (Interest rate)
markleeds at verizon.net
- [R-SIG-Finance] HJM model (Interest rate)
Dale Smith
- [R-SIG-Finance] HJM model (Interest rate)
Brian G. Peterson
- [R-SIG-Finance] HJM model (Interest rate)
Thomas Steiner
- [R-SIG-Finance] HJM models (Forward Rates)
Ana Patricia Silva Cunha Martins (DGR)
- [R-SIG-Finance] HJM models (Forward Rates)
Thomas Steiner
- [R-SIG-Finance] Hourly quotations from 1 minutes quotations.
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 merge Date and Time in a single value ?
Gabor Grothendieck
- [R-SIG-Finance] How to merge Date and Time in a single value ?
Jeff Ryan
- [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
Jeff Ryan
- [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] 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] Inequality Constraints for GARCH using Matlab
Dennis Türk
- [R-SIG-Finance] Multiplicative error model ?
ShyhWeir Tzang
- [R-SIG-Finance] Multiplicative error model ?
Christian Brownlees
- [R-SIG-Finance] Optimization Book with R. (Style Based Analysis, MV Portfolio)
Peter Carl
- [R-SIG-Finance] Optimization Book with R. (Style Based Analysis, MV Portfoli
markleeds at verizon.net
- [R-SIG-Finance] Optimization Book with R. (Style Based Analysis, MV Portfoli
Christian Prinoth
- [R-SIG-Finance] Optimization Book with R. (Style Based Analysis, MV Portfolio)
gabe plaxico
- [R-SIG-Finance] Optimization Book with R. (Style Based Analysis, MV Portfolio)
ngottlieb at marinercapital.com
- [R-SIG-Finance] Optimization Book with R. (Style Based Analysis, MV Portfolio)
Max BERGER
- [R-SIG-Finance] portfolio optimization questions
Alexander Moreno
- [R-SIG-Finance] portfolio optimization questions
Brian G. Peterson
- [R-SIG-Finance] portfolio optimization questions
Mark Leeds
- [R-SIG-Finance] portfolioFrontier/Spec: targetReturn
Josh Ulrich
- [R-SIG-Finance] portfolioFrontier/Spec: targetReturn
Enrico Schumann
- [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] quantmod data from FRED and Yahoo
Shlomo Katchmalik
- [R-SIG-Finance] quantmod data from FRED and Yahoo
Jeff Ryan
- [R-SIG-Finance] Quantmod: Managing lists of instruments...
Vince Fulco
- [R-SIG-Finance] Quantmod: Managing lists of instruments...
Whit Armstrong
- [R-SIG-Finance] question on zoo data manipulation
Manoj
- [R-SIG-Finance] question on zoo data manipulation
Achim Zeileis
- [R-SIG-Finance] question on zoo data manipulation
Gabor Grothendieck
- [R-SIG-Finance] question on zoo data manipulation
Manoj
- [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
Manoj
- [R-SIG-Finance] Question: ACD?
Yukihiro yamada
- [R-SIG-Finance] R + NVIDIA CUDA
Uri Shimron
- [R-SIG-Finance] R + NVIDIA CUDA
Martin Maechler
- [R-SIG-Finance] R-project can help me ? Building a portfolio..
Linuxpower Ludo
- [R-SIG-Finance] R-project can help me ? Building a portfolio..
Yohan Chalabi
- [R-SIG-Finance] R-SIG-Finance Digest, Vol 49, Issue 13
Rory Winston
- [R-SIG-Finance] rare event simulation
Wei-han Liu
- [R-SIG-Finance] rare event simulation
Pfaff, Bernhard Dr.
- [R-SIG-Finance] RBloomberg
Eric Owiesny
- [R-SIG-Finance] RBloomberg
davidr at rhotrading.com
- [R-SIG-Finance] RBloomberg
Eric Owiesny
- [R-SIG-Finance] Rbloomberg Crash Fixed
Roberts, Timothy
- [R-SIG-Finance] Rbloomberg Crash Fixed
Thomas Steiner
- [R-SIG-Finance] Rbloomberg Crash Fixed
Brian G. Peterson
- [R-SIG-Finance] Rbloomberg Crash Fixed
david.jessop at ubs.com
- [R-SIG-Finance] Rbloomberg Crash Fixed
Ana Nelson
- [R-SIG-Finance] Rbloomberg problem
Jorge Nieves
- [R-SIG-Finance] Rbloomberg problem
Ana Nelson
- [R-SIG-Finance] Rbloomberg problem
Jorge Nieves
- [R-SIG-Finance] Rbloomberg problem
Ana Nelson
- [R-SIG-Finance] Rbloomberg problem
davidr at rhotrading.com
- [R-SIG-Finance] Rbloomberg problem
Robert Sams
- [R-SIG-Finance] Rbloomberg problem SOLVED
davidr at rhotrading.com
- [R-SIG-Finance] real time data feeds - commercial services
binabina at bellsouth.net
- [R-SIG-Finance] real time data feeds - commercial services
Ryan Sheftel
- [R-SIG-Finance] real time data feeds - commercial services
Adrian Dragulescu
- [R-SIG-Finance] real time data feeds - commercial services
Jeff Ryan
- [R-SIG-Finance] real time data feeds - commercial services
binabina at bellsouth.net
- [R-SIG-Finance] Resampling Methods for Dependent Data
Wei-han Liu
- [R-SIG-Finance] Resampling Methods for Dependent Data
Jeff Ryan
- [R-SIG-Finance] Resampling Methods for Dependent Data
Brian G. Peterson
- [R-SIG-Finance] Resampling Methods for Dependent Data
Wei-han Liu
- [R-SIG-Finance] Resampling Methods for Dependent Data
Brian G. Peterson
- [R-SIG-Finance] Resampling Methods for Dependent Data
Jae Kim
- [R-SIG-Finance] Risk Control Strategies for Hedge Funds and Program Trading - 4th Annual CARISMA conference
Xiaochen Sun
- [R-SIG-Finance] Seasonal GARCH
ihernan at stat.Berkeley.EDU
- [R-SIG-Finance] Seasonal GARCH
Spencer Graves
- [R-SIG-Finance] Seasonal GARCH
markleeds at verizon.net
- [R-SIG-Finance] Seasonal GARCH
Gabor Grothendieck
- [R-SIG-Finance] Seasonal GARCH
Spencer Graves
- [R-SIG-Finance] Seasonal GARCH
Eric Zivot
- [R-SIG-Finance] Seasonal GARCH
chalabi at phys.ethz.ch
- [R-SIG-Finance] Seasonal GARCH
chalabi at phys.ethz.ch
- [R-SIG-Finance] Solicitation of opinions on which Timeseries object(s) to utilize.
Gabor Grothendieck
- [R-SIG-Finance] Test statistics for mean reverting property
kennylin nthu
- [R-SIG-Finance] Test statistics for mean reverting property
Matthieu Stigler
- [R-SIG-Finance] Test statistics for mean reverting property
John Frain
- [R-SIG-Finance] Test statistics for mean reverting property
Ajay Shah
- [R-SIG-Finance] Thinking about Risk Budgeting and Portfolio Construction
Owe Jessen
- [R-SIG-Finance] Thinking about Risk Budgeting and Portfolio Construction
Brian G. Peterson
- [R-SIG-Finance] time series regression (demand for higher education)
Spencer Graves
- [R-SIG-Finance] time series regression (demand for higher education)
bereket weldeslassie
- [R-SIG-Finance] tseries and efficient frontier
John P. Burkett
- [R-SIG-Finance] tseries and efficient frontier
Charles Ward
- [R-SIG-Finance] tseries and efficient frontier
John P. Burkett
- [R-SIG-Finance] two zoo questions
michal miklovic
- [R-SIG-Finance] two zoo questions
Achim Zeileis
- [R-SIG-Finance] two zoo questions
Gabor Grothendieck
- [R-SIG-Finance] two zoo questions
michal miklovic
- [R-SIG-Finance] two zoo questions
Gabor Grothendieck
- [R-SIG-Finance] two zoo questions
Achim Zeileis
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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