Third quarter 2008 Archives by date

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Starting: Tue Jul 1 04:53:59 CEST 2008
Ending: Tue Sep 30 23:23:22 CEST 2008
Messages: 377

• [R-SIG-Finance] Hourly quotations from 1 minutes quotations.   Josh Ulrich
• [R-SIG-Finance] [R-sig-finance] robust portfolio optimization   Enrico Schumann
• [R-SIG-Finance] [R-sig-finance] robust portfolio optimization   ning zhang
• [R-SIG-Finance] [R-sig-finance] robust portfolio optimization   Enrico Schumann
• [R-SIG-Finance] [R-sig-finance] robust portfolio optimization   Patrick Burns
• [R-SIG-Finance] [R-sig-finance] robust portfolio optimization   Marat Molyboga
• [R-SIG-Finance] [R-sig-finance] robust portfolio optimization   ning zhang
• [R-SIG-Finance] [R-sig-finance] robust portfolio optimization   Brian G. Peterson
• [R-SIG-Finance] [R-sig-finance] robust portfolio optimization   ning zhang
• [R-SIG-Finance] [R-sig-finance] Error when trying to load fOptions package   Yuri Volchik
• [R-SIG-Finance] [R-sig-finance] Error when trying to load fOptions package   Yohan Chalabi
• [R-SIG-Finance] [R-sig-finance] Multiplicative error model ?   fvtrade
• [R-SIG-Finance] (no subject)   pierre8r-list at yahoo.fr
• [R-SIG-Finance] How to compute percentage change of xts ?   pierre8r-list at yahoo.fr
• [R-SIG-Finance] How to compute percentage change of xts ?   markleeds at verizon.net
• [R-SIG-Finance] How to compute percentage change of xts ?   Jorge Nieves
• [R-SIG-Finance] How to compute percentage change of xts ?   Gabor Grothendieck
• [R-SIG-Finance] How to compute percentage change of xts ?   Jeff Ryan
• [R-SIG-Finance] How to compute percentage change of xts ?   Jeff Ryan
• [R-SIG-Finance] How to compute percentage change of xts ?   Pierre8r
• [R-SIG-Finance] convert row-vector to column-vector/compose matrix from two vectors   Eli Duenisch
• [R-SIG-Finance] [R-sig-finance] Multiplicative error model ?   Liu Xiaofeng
• [R-SIG-Finance] convert row-vector to column-vector/compose matrix from two vectors   ryan.sheftel at malbecpartners.com
• [R-SIG-Finance] Symbolic computation in R   el_eli at gmx.de
• [R-SIG-Finance] Symbolic computation in R   Gabor Grothendieck
• [R-SIG-Finance] yahooSeries - how to access the date field?   bina
• [R-SIG-Finance] yahooSeries - how to access the date field?   Moshe Olshansky
• [R-SIG-Finance] yahooSeries - how to access the date field?   Jeff Ryan
• [R-SIG-Finance] quantmod addTA() How to compute his own indicator ?   Pierre8r
• [R-SIG-Finance] quantmod addTA() How to compute his own indicator ?   Jeff Ryan
• [R-SIG-Finance] Market stats data sources   Dan Avery
• [R-SIG-Finance] Market stats data sources   Brian G. Peterson
• [R-SIG-Finance] quantmod addTA() How to compute his own indicator ?   Jeff Ryan
• [R-SIG-Finance] Symbolic computation in R   Trevor Davis
• [R-SIG-Finance] RBloomberg Best Bid Higher than Best Ask   Eric Owiesny
• [R-SIG-Finance] Get Status of Derivatives as Options and Futures   Hsiao-nan Cheung
• [R-SIG-Finance] RBloomberg Best Bid Higher than Best Ask   Robert Sams
• [R-SIG-Finance] RBloomberg Best Bid Higher than Best Ask   davidr at rhotrading.com
• [R-SIG-Finance] Get Status of Derivatives as Options and Futures   davidr at rhotrading.com
• [R-SIG-Finance] Specifying data by date   James
• [R-SIG-Finance] portfolio optimization   markleeds at verizon.net
• [R-SIG-Finance] Specifying data by date   Josh Ulrich
• [R-SIG-Finance] Specifying data by date   James
• [R-SIG-Finance] portfolio optimization   kriskumar at earthlink.net
• [R-SIG-Finance] portfolio optimization   Xiao Sun
• [R-SIG-Finance] CVaR, fExtremes   Markus Gesmann
• [R-SIG-Finance] timeDate class query   Ian Seow
• [R-SIG-Finance] CVaR, fExtremes   Enrico Schumann
• [R-SIG-Finance] Stress Testing   Dario Nicodemi
• [R-SIG-Finance] Stress Testing   Debashis Dutta
• [R-SIG-Finance] Stress Testing   Dario Nicodemi
• [R-SIG-Finance] xts library Can I put my test data into the R code ( without reading a file ) ?   Pierre8r
• [R-SIG-Finance] xts library Can I put my test data into the R code ( without reading a file ) ?   Gabor Grothendieck
• [R-SIG-Finance] xts library Can I put my test data into the R code ( without reading a file ) ?   Pierre8r
• [R-SIG-Finance] Why this R code dont work ?   Pierre8r
• [R-SIG-Finance] Why this R code dont work ?   Josh Ulrich
• [R-SIG-Finance] Why this R code dont work ?   Gabor Grothendieck
• [R-SIG-Finance] Why this R code dont work ?   Josh Ulrich
• [R-SIG-Finance] Stress Testing   Debashis Dutta
• [R-SIG-Finance] Why this R code dont work ?   Gabor Grothendieck
• [R-SIG-Finance] Stress Testing   Dario Nicodemi
• [R-SIG-Finance] Tests of Conditional Predictive Ability in R   Robert Iquiapaza
• [R-SIG-Finance] XTS - plot 8 years by month   James
• [R-SIG-Finance] XTS - plot 8 years by month   Gabor Grothendieck
• [R-SIG-Finance] XTS - plot 8 years by month   James
• [R-SIG-Finance] time series question   Yalla, Swaroop (FID)
• [R-SIG-Finance] time series question   Yalla, Swaroop (FID)
• [R-SIG-Finance] time series question   Jeff Ryan
• [R-SIG-Finance] How to format a CSV file output ?   pierre8r-gmane at yahoo.fr
• [R-SIG-Finance] How to format a CSV file output ?   pierre8r-list at yahoo.fr
• [R-SIG-Finance] Optimize question   Matthias.Koberstein at hsbctrinkaus.de
• [R-SIG-Finance] Optimize question   Wayne.W.Jones at shell.com
• [R-SIG-Finance] How to format a CSV file output ?   Jeff Ryan
• [R-SIG-Finance] How to format a CSV file output ?   Josh Ulrich
• [R-SIG-Finance] time series question   Gabor Grothendieck
• [R-SIG-Finance] Optimize question   Patrick Burns
• [R-SIG-Finance] XTS - endpoints omits price changes   James
• [R-SIG-Finance] XTS - endpoints omits price changes   Josh Ulrich
• [R-SIG-Finance] Optimize question   Moshe Olshansky
• [R-SIG-Finance] XTS - endpoints omits price changes   Jeff Ryan
• [R-SIG-Finance] How to format a CSV file output ?   pierre8r-list at yahoo.fr
• [R-SIG-Finance] Antwort: Re: Optimize question   Matthias.Koberstein at hsbctrinkaus.de
• [R-SIG-Finance] Antwort: Re: Optimize question   Wayne.W.Jones at shell.com
• [R-SIG-Finance] How to format a CSV file output ?   Jeff Ryan
• [R-SIG-Finance] XTS - endpoints omits price changes   James
• [R-SIG-Finance] quantmod, getSymbols, csv   John P. Burkett
• [R-SIG-Finance] quantmod, getSymbols, csv   Jeff Ryan
• [R-SIG-Finance] quantmod, getSymbols, csv   Jeff Ryan
• [R-SIG-Finance] Is there a way to overcome 2 gigabytes data set limit in R?   Stan Maydan
• [R-SIG-Finance] Using NAG Callback Functions in R   Girish Mittal
• [R-SIG-Finance] Urgent on the help   Yunlei.Hu at barclayscapital.com
• [R-SIG-Finance] portfolio optimization-autocorrelation in asset returns   Alexander Moreno
• [R-SIG-Finance] [R] portfolio optimization problem - use R   markleeds at verizon.net
• [R-SIG-Finance] portfolio optimization-autocorrelation in asset returns   Patrick Burns
• [R-SIG-Finance] fama-macbeth   Denise Xifara
• [R-SIG-Finance] [R] portfolio optimization problem - use R   Christian Prinoth
• [R-SIG-Finance] Urgent on the help   Yunlei.Hu at barclayscapital.com
• [R-SIG-Finance] Correlation on Tick Data   Neil Gupta
• [R-SIG-Finance] Correlation on Tick Data   Matthieu Stigler
• [R-SIG-Finance] loop for multiple regressions   Denise Xifara
• [R-SIG-Finance] Antwort: loop for multiple regressions   Matthias.Koberstein at hsbctrinkaus.de
• [R-SIG-Finance] Correlation on Tick Data   markleeds at verizon.net
• [R-SIG-Finance] Correlation on Tick Data   Kenneth Spriggs
• [R-SIG-Finance] Correlation on Tick Data   BOB SAMOHYL
• [R-SIG-Finance] fPortfolio, as.timeSeries   John P. Burkett
• [R-SIG-Finance] Correlation on Tick Data   markleeds at verizon.net
• [R-SIG-Finance] Correlation on Tick Data   BOB SAMOHYL
• [R-SIG-Finance] Correlation on Tick Data   markleeds at verizon.net
• [R-SIG-Finance] Correlation on Tick Data   Kenneth Spriggs
• [R-SIG-Finance] Correlation on Tick Data   Patrick Burns
• [R-SIG-Finance] Correlation on Tick Data   Eric Zivot
• [R-SIG-Finance] Correlation on Tick Data   Eric Zivot
• [R-SIG-Finance] (no subject)   giuseppe1.milicia at hsbcib.com
• [R-SIG-Finance] Feature request to the xls package. Add to.4hours(x, name)   pierre8r-list at yahoo.fr
• [R-SIG-Finance] fPortfolio, as.timeSeries   Yohan Chalabi
• [R-SIG-Finance] estimating non-linear state space models   r_sig_finance
• [R-SIG-Finance] timeDate class query   Yohan Chalabi
• [R-SIG-Finance] portfolio optimization-autocorrelation in asset returns   Charles Ward
• [R-SIG-Finance] estimating non-linear state space models   r_sig_finance
• [R-SIG-Finance] Feature request to the xls package. Add to.4hours(x, name)   Jeff Ryan
• [R-SIG-Finance] estimating non-linear state space models   Brian G. Peterson
• [R-SIG-Finance] Correlation on Tick Data   Scott Payseur
• [R-SIG-Finance] [R-sig-finance] xts and barChart (quantmod)   kafkaz
• [R-SIG-Finance] timeDate class query   Ian Seow
• [R-SIG-Finance] estimating non-linear state space models   Robert Iquiapaza
• [R-SIG-Finance] Diagram Question   Matthias.Koberstein at hsbctrinkaus.de
• [R-SIG-Finance] Diagram Question   Enrico Schumann
• [R-SIG-Finance] Diagram Question   Matthieu Stigler
• [R-SIG-Finance] estimating non-linear state space models   Andreas
• [R-SIG-Finance] Got a error message with a OpCl(x).   pierre8r-list at yahoo.fr
• [R-SIG-Finance] Re : Got a error message with a OpCl(x).   pierre8r-list at yahoo.fr
• [R-SIG-Finance] Finance Benchmarks/Workload   Imanpreet
• [R-SIG-Finance] estimating non-linear state space models   Andreas
• [R-SIG-Finance] [R-sig-finance] feasiblePortfolio in fPortfolio   R at Nabble
• [R-SIG-Finance] [R-sig-finance] xts and barChart (quantmod)   kafkaz
• [R-SIG-Finance] Finance Benchmarks/Workload   Brian G. Peterson
• [R-SIG-Finance] [R-sig-finance] xts and barChart (quantmod)   Jeff Ryan
• [R-SIG-Finance] Don't success to create xts from lines in code   pierre8r-list at yahoo.fr
• [R-SIG-Finance] Don't success to create xts from lines in code   Josh Ulrich
• [R-SIG-Finance] timeDate class query   Yohan Chalabi
• [R-SIG-Finance] Don't success to create xts from lines in code   pierre8r-list at yahoo.fr
• [R-SIG-Finance] Finance Benchmarks/Workload   Imanpreet
• [R-SIG-Finance] Don't success to create xts from lines in code   Josh Ulrich
• [R-SIG-Finance] dynamo installation   ShyhWeir Tzang
• [R-SIG-Finance] Don't success to create xts from lines in code   pierre8r-list at yahoo.fr
• [R-SIG-Finance] Feature request to the xls package. Add to.4hours(x, name)   pierre8r-list at yahoo.fr
• [R-SIG-Finance] dynamo installation   Jeff Ryan
• [R-SIG-Finance] dynamo installation   Robert Iquiapaza
• [R-SIG-Finance] fPortfolio, portfolioFrontier, data as mean vector and covariance matrix   John P. Burkett
• [R-SIG-Finance] Feature request to the xls package. Add to.4hours(x, name)   Jeff Ryan
• [R-SIG-Finance] estimating non-linear state space models   Spencer Graves
• [R-SIG-Finance] Feature request to the xls package. Add to.4hours(x, name)   pierre8r-list at yahoo.fr
• [R-SIG-Finance] VaR.Beyond() etc.   Murali Menon
• [R-SIG-Finance] VaR.Beyond() etc.   Brian G. Peterson
• [R-SIG-Finance] Invitation to join the R-Finance Group on LinkedIn   Josh Ulrich
• [R-SIG-Finance] Can't load the quantmod library, without errors.   pierre8r-list at yahoo.fr
• [R-SIG-Finance] Can't load the quantmod library, without errors.   Jeff Ryan
• [R-SIG-Finance] Can't load the quantmod library, without errors.   pierre8r-list at yahoo.fr
• [R-SIG-Finance] Can't load the quantmod library, without errors.   pierre8r-list at yahoo.fr
• [R-SIG-Finance] Can't load the quantmod library, without errors.   Jeff Ryan
• [R-SIG-Finance] Can't load the quantmod library, without errors.   pierre8r-list at yahoo.fr
• [R-SIG-Finance] Can't load the quantmod library, without errors.   Jeff Ryan
• [R-SIG-Finance] Finance Benchmarks/Workload   Imanpreet
• [R-SIG-Finance] How to change the way R format his output ?   pierre8r-list at yahoo.fr
• [R-SIG-Finance] Probability of Default - from CDS   Dario Nicodemi
• [R-SIG-Finance] Probability of Default - from CDS   Brian G. Peterson
• [R-SIG-Finance] Finance Benchmarks/Workload   Brian G. Peterson
• [R-SIG-Finance] Monte Carlo function in package 'fOptions'   Hsiao-nan Cheung
• [R-SIG-Finance] TARN   Hongchuan Xia
• [R-SIG-Finance] [R-sig-finance] How to change the way R format his output ?   Pierre8rou
• [R-SIG-Finance] [R-sig-finance] xts. Change the way time series is build ( minutes ).   Pierre8rou
• [R-SIG-Finance] [R-sig-finance] xts. Change the way time series is build ( minutes ).   Jeff Ryan
• [R-SIG-Finance] JSS: Econometrics in R   Achim Zeileis
• [R-SIG-Finance] [R] Long Range Dependence: Hurst exponent estimation   tolga.i.uzuner at jpmorgan.com
• [R-SIG-Finance] TARN   Krishna Kumar
• [R-SIG-Finance] Principal Component Analysis   Adams, Zeno
• [R-SIG-Finance] Principal Component Analysis   Paulo Grahl
• [R-SIG-Finance] reliable Hurst exponent estimation   tolga.i.uzuner at jpmorgan.com
• [R-SIG-Finance] reliable Hurst exponent estimation   Martin Maechler
• [R-SIG-Finance] reliable Hurst exponent estimation   tolga.i.uzuner at jpmorgan.com
• [R-SIG-Finance] Models Choosing   Hsiao-nan Cheung
• [R-SIG-Finance] Models Choosing   Eric Zivot
• [R-SIG-Finance] cointegrated series with Data Missing   Marcus Vinícius Soares
• [R-SIG-Finance] cointegrated series with Data Missing   Brian G. Peterson
• [R-SIG-Finance] cointegrated series with Data Missing   John Frain
• [R-SIG-Finance] [R-sig-finance] error message from fPortfolio (270.74)   swkim
• [R-SIG-Finance] Granger Causality Test   Hsiao-nan Cheung
• [R-SIG-Finance] Granger Causality Test   Patrick Brandt
• [R-SIG-Finance] Granger Causality Test   Eric Zivot
• [R-SIG-Finance] Granger Causality Test   markleeds at verizon.net
• [R-SIG-Finance] Granger Causality Test   Jae Kim
• [R-SIG-Finance] Granger Causality Test   John Frain
• [R-SIG-Finance] cointegrated series with Data Missing   Marcus Vinícius Soares
• [R-SIG-Finance] cointegrated series with Data Missing   Brian G. Peterson
• [R-SIG-Finance] cointegrated series with Data Missing   Eric Zivot
• [R-SIG-Finance] How to get data from different time zones (e.g. USA, EU, Asia) in the same format   Bastian Offermann
• [R-SIG-Finance] How to get data from different time zones (e.g. USA, EU, Asia) in the same format   Gabor Grothendieck
• [R-SIG-Finance] How to get data from different time zones (e.g. USA, EU, Asia) in the same format   Gabor Grothendieck
• [R-SIG-Finance] How to contribute my threshold contegration functions in R?   Matthieu Stigler
• [R-SIG-Finance] How to get data from different time zones   icosa atropa
• [R-SIG-Finance] (no subject)   Jule M
• [R-SIG-Finance] intradaily data from bloomberg EXCEL file (ITS)   Vorlow Constantinos
• [R-SIG-Finance] intradaily data from bloomberg EXCEL file (ITS)   Gabor Grothendieck
• [R-SIG-Finance] intradaily data from bloomberg EXCEL file (ITS)   Gabor Grothendieck
• [R-SIG-Finance] [R-sig-finance] AutocorTest and Missing values   Baltazar Nunes
• [R-SIG-Finance] SSPIR noob question   Verschuere Benjamin
• [R-SIG-Finance] SSPIR noob question   Verschuere Benjamin
• [R-SIG-Finance] How to use the debugger/broser in a R package function   Verschuere Benjamin
• [R-SIG-Finance] How to use the debugger/broser in a R package function   Jeff Ryan
• [R-SIG-Finance] fPortfolio and leverage   giuseppe1.milicia at hsbcib.com
• [R-SIG-Finance] fPortfolio and leverage   Brian G. Peterson
• [R-SIG-Finance] fPortfolio and leverage   giuseppe1.milicia at hsbcib.com
• [R-SIG-Finance] fPortfolio and leverage   Brian G. Peterson
• [R-SIG-Finance] fPortfolio and leverage   giuseppe1.milicia at hsbcib.com
• [R-SIG-Finance] fPortfolio and leverage   Brian G. Peterson
• [R-SIG-Finance] [R-sig-finance] Predictive Analytics event Sept 24-25, Chicago   Elise Johnson
• [R-SIG-Finance] Parabolic cylinder function   Zornitsa Luleva
• [R-SIG-Finance] Parabolic cylinder function   Adrian Dragulescu
• [R-SIG-Finance] Parabolic cylinder function   Verschuere Benjamin
• [R-SIG-Finance] Generating Distributions with set skewness and kurtosis   Matthias.Koberstein at hsbctrinkaus.de
• [R-SIG-Finance] Generating Distributions with set skewness and kurtosis   John Frain
• [R-SIG-Finance] R for Individual Stock Trading Analysis   jnoble1 at mmm.com
• [R-SIG-Finance] Generating Distributions with set skewness and kurtosis   Patrick Burns
• [R-SIG-Finance] Generating Distributions with set skewness and kurtosis   davidr at rhotrading.com
• [R-SIG-Finance] R for Individual Stock Trading Analysis   Brian G. Peterson
• [R-SIG-Finance] R for Individual Stock Trading Analysis   Jeff Ryan
• [R-SIG-Finance] Generating Distributions with set skewness and kurtosis   Matthew Clegg
• [R-SIG-Finance] Antwort: Re: Generating Distributions with set skewness and kurtosis   Matthias.Koberstein at hsbctrinkaus.de
• [R-SIG-Finance] R-SIG-Finance Digest, Vol 51, Issue 19   Dale W.R. Rosenthal
• [R-SIG-Finance] Compound Poisson process   Zornitsa Luleva
• [R-SIG-Finance] Announcement: BLCOP package   Francisco Gochez
• [R-SIG-Finance] Compound Poisson process   Thomas Steiner
• [R-SIG-Finance] Compound Poisson process   Martin Keller-Ressel
• [R-SIG-Finance] Compound Poisson process   Martin Becker
• [R-SIG-Finance] Relative Date Question   Ruvashen Padayachee
• [R-SIG-Finance] Relative Date Question   Peter Carl
• [R-SIG-Finance] Relative Date Question   Gabor Grothendieck
• [R-SIG-Finance] Relative Date Question   Jeff Ryan
• [R-SIG-Finance] Relative Date Question   Andrew Piskorski
• [R-SIG-Finance] R for Individual Stock Trading Analysis   Rory Winston
• [R-SIG-Finance] Generating Distributions with set skewness and kurtosis   Krishna Kumar
• [R-SIG-Finance] Compound Poisson process   Krishna Kumar
• [R-SIG-Finance] R for Individual Stock Trading Analysis   Eric Zivot
• [R-SIG-Finance] Urgent on the help   Mark Leeds
• [R-SIG-Finance] Urgent on the help   Debashis Dutta
• [R-SIG-Finance] Urgent on the help   Debashis Dutta
• [R-SIG-Finance] Urgent on the help   Debashis Dutta
• [R-SIG-Finance] Urgent on the help   kriskumar at earthlink.net
• [R-SIG-Finance] Is there a way to overcome 2 gigabytes data set limit in R?   Liviu Andronic
• [R-SIG-Finance] Is there a way to overcome 2 gigabytes data setlimit in R?   Enrico Schumann
• [R-SIG-Finance] mysedata   stefano iacus
• [R-SIG-Finance] Is there a way to overcome 2 gigabytes, data set limit in R?   Rory Winston
• [R-SIG-Finance] [R-sig-finance] OT: R plug-in for Amibroker   R at Nabble
• [R-SIG-Finance] R-SIG-Finance Digest, Vol 52, Issue 2   Rosenthal, Dale W.R.
• [R-SIG-Finance] Use apply/lapply/tapply functions   Jorge Nieves
• [R-SIG-Finance] Use apply/lapply/tapply functions   Rob Steele
• [R-SIG-Finance] Use apply/lapply/tapply functions   Enrico Schumann
• [R-SIG-Finance] Use apply/lapply/tapply functions   Jorge Nieves
• [R-SIG-Finance] Use apply/lapply/tapply functions   Patrick Burns
• [R-SIG-Finance] Use apply/lapply/tapply functions   Enrico Schumann
• [R-SIG-Finance] Use apply/lapply/tapply functions   Jorge Nieves
• [R-SIG-Finance] Use apply/lapply/tapply functions   Brian G. Peterson
• [R-SIG-Finance] Use apply/lapply/tapply functions   Jorge Nieves
• [R-SIG-Finance] Use apply/lapply/tapply functions   Rob Steele
• [R-SIG-Finance] Use apply/lapply/tapply functions   Uri Shimron
• [R-SIG-Finance] [R-sig-finance] portfolio.optim and assets with weigth equals to zero...   Alberto Santini
• [R-SIG-Finance] Compound Poisson process - parameter estimation   Zornitsa Luleva
• [R-SIG-Finance] [R-sig-finance] portfolio.optim and assets with weigth equals to zero...   Guy Yollin
• [R-SIG-Finance] First R/Finance/Chicago Meeting October 3rd   Jeff Ryan
• [R-SIG-Finance] [R-sig-finance] portfolio.optim and assets with weigth equals to zero...   Robert Iquiapaza
• [R-SIG-Finance] [R-sig-finance] portfolio.optim and assets with weigth equals to zero...   Alberto Santini
• [R-SIG-Finance] [R-sig-finance] portfolio.optim and assets with weigth equals to zero...   Alberto Santini
• [R-SIG-Finance] [R-sig-finance] portfolio.optim and assets with weigth equals to zero...   Gabor Grothendieck
• [R-SIG-Finance] Difficulty getting desired returns with returns(fSeries) function   Weiyang Lim
• [R-SIG-Finance] Difficulty getting desired returns with returns(fSeries) function   Adam Gehr
• [R-SIG-Finance] [R-sig-finance] portfolio.optim and assets with weigth equals to zero...   Alberto Santini
• [R-SIG-Finance] Difficulty getting desired returns with returns(fSeries) function   Jeff Ryan
• [R-SIG-Finance] Difficulty getting desired returns withreturns(fSeries) function   Robert Iquiapaza
• [R-SIG-Finance] Summary Difficulty getting desired returns with returns(fSeries) function   Weiyang Lim
• [R-SIG-Finance] get historical quote   Arno gaboury
• [R-SIG-Finance] Sequence ID   Jorge Nieves
• [R-SIG-Finance] Sequence ID   Martin Becker
• [R-SIG-Finance] Sequence ID   Gabor Grothendieck
• [R-SIG-Finance] Sequence ID   Jorge Nieves
• [R-SIG-Finance] Simple Problem using hngarchFit (fOptions)   Manuel Gasser
• [R-SIG-Finance] get historical quote   Rory.WINSTON at rbs.com
• [R-SIG-Finance] get historical quote   Jeff Ryan
• [R-SIG-Finance] Heston Nandi Garch Option pricing   ShyhWeir Tzang
• [R-SIG-Finance] get historical quote   Jeff Ryan
• [R-SIG-Finance] Reverse Optimisation   Thomas Etheber
• [R-SIG-Finance] Seasonal time-series.   rkevinburton at charter.net
• [R-SIG-Finance] Financial Econometrics   Hsiao-nan Cheung
• [R-SIG-Finance] Financial Econometrics   Gabor Grothendieck
• [R-SIG-Finance] Financial Econometrics   Tobias Verbeke
• [R-SIG-Finance] Financial Econometrics   Xiaochen Sun
• [R-SIG-Finance] Compound Currency Options   Chiquoine, Ben
• [R-SIG-Finance] Financial Econometrics   Eric Zivot
• [R-SIG-Finance] Iterative equation solver   Chiquoine, Ben
• [R-SIG-Finance] Iterative equation solver   Moshe Olshansky
• [R-SIG-Finance] Help(R(com)_server)   ddyudd at sina.com
• [R-SIG-Finance] Financial Econometrics   Hsiao-nan Cheung
• [R-SIG-Finance] Financial Econometrics   Hsiao-nan Cheung
• [R-SIG-Finance] Financial Econometrics   Shane Conway
• [R-SIG-Finance] Morningstar rating   Bernd Jagla
• [R-SIG-Finance] Financial Econometrics   Hannu Kahra
• [R-SIG-Finance] Financial Econometrics   John Frain
• [R-SIG-Finance] Financial Econometrics   Rory.WINSTON at rbs.com
• [R-SIG-Finance] Help with help   Jorge Nieves
• [R-SIG-Finance] Help with help   Chiquoine, Ben
• [R-SIG-Finance] Financial Econometrics   Eric Zivot
• [R-SIG-Finance] Financial Econometrics   Washington Santos da Silva
• [R-SIG-Finance] Financial Econometrics   Hsiao-nan Cheung
• [R-SIG-Finance] Winsorization   刘志刚
• [R-SIG-Finance] Winsorization   Ajay Shah
• [R-SIG-Finance] metastock   mel
• [R-SIG-Finance] Winsorization   Patrick Burns
• [R-SIG-Finance] Winsorization   Brian G. Peterson
• [R-SIG-Finance] Winsorization   Brian G. Peterson
• [R-SIG-Finance] Winsorization   Adams, Zeno
• [R-SIG-Finance] Winsorization   Tobias Verbeke
• [R-SIG-Finance] Winsorization   Rory.WINSTON at rbs.com
• [R-SIG-Finance] Winsorization   ngottlieb at marinercapital.com
• [R-SIG-Finance] Outliers in the market model that's used to estimate `beta' of a stock   Ajay Shah
• [R-SIG-Finance] Winsorization   Patrick Burns
• [R-SIG-Finance] Winsorization   Patrick Burns
• [R-SIG-Finance] Outliers in the market model that's used to estimate `beta' of a stock   markleeds at verizon.net
• [R-SIG-Finance] Winsorization   ngottlieb at marinercapital.com
• [R-SIG-Finance] [RsR] Outliers in the market model that's used to estimate `beta' of a stock   markleeds at verizon.net
• [R-SIG-Finance] Time Series Decomposition   rkevinburton at charter.net
• [R-SIG-Finance] Time Series Decomposition   Jae Kim
• [R-SIG-Finance] Outliers in the market model that's used toestimate `beta' of a stock   Adams, Zeno
• [R-SIG-Finance] Cumulative Multivariate Normal Distribution   Chiquoine, Ben
• [R-SIG-Finance] Cumulative Multivariate Normal Distribution   davidr at rhotrading.com
• [R-SIG-Finance] Seasonsal ARIMA   rkevinburton at charter.net
• [R-SIG-Finance] Cumulative Multivariate Normal Distribution   Krishna Kumar
• [R-SIG-Finance] Seasonsal ARIMA   Jae Kim
• [R-SIG-Finance] Seasonsal ARIMA   rkevinburton at charter.net
• [R-SIG-Finance] Seasonsal ARIMA   Sean O'Riordain
• [R-SIG-Finance] Financial Econometrics   Krishna Kumar
• [R-SIG-Finance] Using monte carlo simulation to price options   Chiquoine, Ben
• [R-SIG-Finance] Ng-Perron test for unit roots   Ben Domingue
• [R-SIG-Finance] Using monte carlo simulation to price options   Moshe Olshansky
• [R-SIG-Finance] Cumulative Multivariate Normal Distribution   davidr at rhotrading.com
• [R-SIG-Finance] Frequency too high for ets?   rkevinburton at charter.net
• [R-SIG-Finance] Frequency too high for ets?   Josh Ulrich
• [R-SIG-Finance] Frequency too high for ets?   rkevinburton at charter.net
• [R-SIG-Finance] Frequency too high for ets?   Eric Zivot
• [R-SIG-Finance] [R-sig-finance] Predictive Analytics event Oct 24-25 (DC) and Nov 6-7 (SF)   Elise Johnson
• [R-SIG-Finance] Use of sorting in Financial Domain   subramanian R
• [R-SIG-Finance] Use of sorting in Financial Domain   Brian G. Peterson
• [R-SIG-Finance] Use of sorting in Financial Domain   Joshua Reich
• [R-SIG-Finance] Use of sorting in Financial Domain   Imanpreet
• [R-SIG-Finance] REMINDER: R/Finance/Chicago October 3rd   Jeff Ryan
• [R-SIG-Finance] REMINDER: R/Finance/Chicago October 3rd   Rory Winston
• [R-SIG-Finance] Omega calculation in PerformanceAnalytics package   ryan.sheftel at malbecpartners.com
• [R-SIG-Finance] R-SIG-Finance Digest, Vol 52, Issue 21   zubin
• [R-SIG-Finance] xts time series object - merge   zubin
• [R-SIG-Finance] xts time series object - merge   Gabor Grothendieck
• [R-SIG-Finance] xts time series object - merge   zubin
• [R-SIG-Finance] xts time series object - merge   Gabor Grothendieck
• [R-SIG-Finance] Omega calculation in PerformanceAnalytics package   Brian G. Peterson
• [R-SIG-Finance] Omega calculation in PerformanceAnalytics package   ryan.sheftel at malbecpartners.com
• [R-SIG-Finance] tapply and rownames   Jorge Nieves
• [R-SIG-Finance] Career/Educational Advice - First Post   Julian Lee
• [R-SIG-Finance] Career/Educational Advice - First Post   David Kane
• [R-SIG-Finance] Career/Educational Advice - First Post   Dale Smith
• [R-SIG-Finance] Career/Educational Advice - First Post   mapgxcs at brunel.ac.uk
• [R-SIG-Finance] Career/Educational Advice - First Post   Nicolas Mougeot
• [R-SIG-Finance] Career/Educational Advice - First Post   Jeffrey Todd Lins
• [R-SIG-Finance] Career/Educational Advice - First Post   Patrick Burns
• [R-SIG-Finance] Career/Educational Advice - First Post   mapgxcs at brunel.ac.uk
• [R-SIG-Finance] Open source in finance (was: RE: Career/Educational Advice - First Post)   Francisco Gochez
• [R-SIG-Finance] Career/Educational Advice - First Post   davidr at rhotrading.com
• [R-SIG-Finance] PerformanceAnalytics and the UpsidePotentialRatio   ryan.sheftel at malbecpartners.com
• [R-SIG-Finance] PerformanceAnalytics and the UpsidePotentialRatio   Brian G. Peterson
• [R-SIG-Finance] PerformanceAnalytics and the UpsidePotentialRatio   Brian G. Peterson
• [R-SIG-Finance] [Maybe Content Spam] Re: PerformanceAnalytics and the UpsidePotentialRatio   ryan.sheftel at malbecpartners.com

Last message date: Tue Sep 30 23:23:22 CEST 2008
Archived on: Tue Sep 30 23:25:42 CEST 2008

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