First quarter 2009 Archives by date
Starting: Sat Jan 3 09:19:20 CET 2009
Ending: Tue Mar 31 23:43:21 CEST 2009
Messages: 382
- [R-SIG-Finance] [R-sig-finance] converting to timeSeries
Yohan Chalabi
- [R-SIG-Finance] how do you use get.hist.quote() to obtain dividend
Andrew Yee
- [R-SIG-Finance] how do you use get.hist.quote() to obtain dividend
Jeff Ryan
- [R-SIG-Finance] how do you use get.hist.quote() to obtain dividend
Josh Ulrich
- [R-SIG-Finance] calculating the high frequency return
markleeds at verizon.net
- [R-SIG-Finance] calculating the high frequency return
markleeds at verizon.net
- [R-SIG-Finance] Trouble using ohlcPlot
Neil Beddoe
- [R-SIG-Finance] Trouble using ohlcPlot
Michael Zak
- [R-SIG-Finance] Trouble using ohlcPlot
Michael Zak
- [R-SIG-Finance] Trouble using ohlcPlot
Jeff Ryan
- [R-SIG-Finance] Trouble using ohlcPlot
Neil Beddoe
- [R-SIG-Finance] for help: quantmod library: getSymbols("000002.SS")
elton wang
- [R-SIG-Finance] for help: quantmod library: getSymbols("000002.SS")
Jeff Ryan
- [R-SIG-Finance] calculating the high frequency return
Rob Steele
- [R-SIG-Finance] getFX problem
Judson m
- [R-SIG-Finance] getFX problem
Jeff Ryan
- [R-SIG-Finance] [R-sig-finance] Downloading data from Economagic
RON70
- [R-SIG-Finance] [R-sig-finance] Downloading data from Economagic
Jeff Ryan
- [R-SIG-Finance] [R-sig-finance] Downloading data from Economagic
Horace Tso
- [R-SIG-Finance] [R-sig-finance] Downloading data from Economagic
Ajay Shah
- [R-SIG-Finance] Economagic data downloads
Bill Hutchison
- [R-SIG-Finance] Testing for cointegration: Johansen vs Dickey-Fuller
Paul Teetor
- [R-SIG-Finance] Testing for cointegration: Johansen vs Dickey-Fuller
markleeds at verizon.net
- [R-SIG-Finance] Testing for cointegration: Johansen vs Dickey-Fuller
Brian G. Peterson
- [R-SIG-Finance] Testing for cointegration: Johansen vs Dickey-Fuller
markleeds at verizon.net
- [R-SIG-Finance] Fw: Testing for cointegration: Johansen vs Dickey-Fuller
Jae Kim
- [R-SIG-Finance] Testing for cointegration: Johansen vs Dickey-Fuller
Erickson, Ken
- [R-SIG-Finance] Fw: Testing for cointegration: Johansen vs Dickey-Fuller
Matthieu Stigler
- [R-SIG-Finance] Fw: Testing for cointegration: Johansen vsDickey-Fuller
Erickson, Ken
- [R-SIG-Finance] Economagic data downloads
Diethelm Wuertz
- [R-SIG-Finance] [R-sig-finance] What is the order of Integration of following?
RON70
- [R-SIG-Finance] How to add grid to plot.zoo easily
Wind
- [R-SIG-Finance] [R-sig-finance] How to add grid to plot.zoo easily
Wind2
- [R-SIG-Finance] fPortfolio - Status - New Functionalities ...
Diethelm Wuertz
- [R-SIG-Finance] How to add grid to plot.zoo easily
Gabor Grothendieck
- [R-SIG-Finance] How to add grid to plot.zoo easily
Wind
- [R-SIG-Finance] How to add grid to plot.zoo easily
Gabor Grothendieck
- [R-SIG-Finance] How to add grid to plot.zoo easily
Wind
- [R-SIG-Finance] How to add grid to plot.zoo easily
Gabor Grothendieck
- [R-SIG-Finance] How to add grid to plot.zoo easily
Wind
- [R-SIG-Finance] [R-sig-finance] A question on Unit root
Bogaso
- [R-SIG-Finance] [R-sig-finance] Fw: Testing for cointegration: Johansen vs Dickey-Fuller
Bogaso
- [R-SIG-Finance] [R-sig-finance] Fw: Testing for cointegration: Johansen vs Dickey-Fuller
Jae Kim
- [R-SIG-Finance] [R-sig-finance] Fw: Testing for cointegration: Johansen vs Dickey-Fuller
Bogaso
- [R-SIG-Finance] Testing for cointegration: Johansen vs Dickey-Fuller
Paul Teetor
- [R-SIG-Finance] [R-sig-finance] Fw: Testing for cointegration: Johansen vs Dickey-Fuller
markleeds at verizon.net
- [R-SIG-Finance] FW: Covariance in R - wrong?
julien cuisinier
- [R-SIG-Finance] FW: Covariance in R - wrong?
Carlos J. Gil Bellosta
- [R-SIG-Finance] FW: Covariance in R - wrong?
Sean Carmody
- [R-SIG-Finance] Testing for cointegration: Johansen vsDickey-Fuller
Eric Zivot
- [R-SIG-Finance] [R-sig-finance] Testing for cointegration: Johansen vsDickey-Fuller
Bogaso
- [R-SIG-Finance] Testing for cointegration: JohansenvsDickey-Fuller
Adams, Zeno
- [R-SIG-Finance] Testing for cointegration:JohansenvsDickey-Fuller
Pfaff, Bernhard Dr.
- [R-SIG-Finance] [R-sig-finance] Testing for cointegration: Johansen vsDickey-Fuller
Brian G. Peterson
- [R-SIG-Finance] Testing for cointegration: JohansenvsDickey-Fuller
Eric Zivot
- [R-SIG-Finance] Testing for cointegration: Johansen vs Dickey-Fuller
Paul Teetor
- [R-SIG-Finance] fPortfolio Inputs as List - Error Msg
Bastian Offermann
- [R-SIG-Finance] PAW Update: Predictive analytics workshops and more case studies
Elise Johnson
- [R-SIG-Finance] batch processing in R for WINDOWS users
Khalid Iqbal
- [R-SIG-Finance] batch processing in R for WINDOWS users
Brian G. Peterson
- [R-SIG-Finance] batch processing in R for WINDOWS users
Gabor Grothendieck
- [R-SIG-Finance] findDrawdowns/maxDrawdown clarification, please?
Jorge Nieves
- [R-SIG-Finance] findDrawdowns/maxDrawdown clarification, please?
Brian G. Peterson
- [R-SIG-Finance] extracting a subTable
Jorge Nieves
- [R-SIG-Finance] extracting a subTable
Jorge Nieves
- [R-SIG-Finance] extracting a subTable
Jeff Ryan
- [R-SIG-Finance] extracting a subTable
Carlos J. Gil Bellosta
- [R-SIG-Finance] fPortfolio Inputs as List - Error Msg
Bastian Offermann
- [R-SIG-Finance] fPortfolio Inputs as List - Error Msg
Brian G. Peterson
- [R-SIG-Finance] fPortfolio Inputs as List - Error Msg
Martin Becker
- [R-SIG-Finance] Report production in R?
julien cuisinier
- [R-SIG-Finance] Report production in R?
Robert Sams
- [R-SIG-Finance] Report production in R?
Brian G. Peterson
- [R-SIG-Finance] Report production in R?
Ana Nelson
- [R-SIG-Finance] Report production in R?
Wayne.W.Jones at shell.com
- [R-SIG-Finance] Report production in R?
Liviu Andronic
- [R-SIG-Finance] quantmod tradeModel function
John Poirier
- [R-SIG-Finance] [R-sig-finance] VAR process
RON70
- [R-SIG-Finance] Problem with RBloomberg retval argument
Sergey Goriatchev
- [R-SIG-Finance] Problem with RBloomberg retval argument
Ana Nelson
- [R-SIG-Finance] Problem with RBloomberg retval argument
Dirk Eddelbuettel
- [R-SIG-Finance] Problem with RBloomberg retval argument
Michael Sankowski
- [R-SIG-Finance] Problem with RBloomberg retval argument
Sergey Goriatchev
- [R-SIG-Finance] Problem with RBloomberg retval argument
Ana Nelson
- [R-SIG-Finance] [R-sig-finance] Confusing result with AIC and ACF
RON70
- [R-SIG-Finance] Problem with RBloomberg retval argument
roger at bergande.ch
- [R-SIG-Finance] [R-sig-finance] Any suitable backtest functions?
R at Nabble
- [R-SIG-Finance] [R-sig-finance] Plotrix Graph - diagonal labels for graph
quant_PM
- [R-SIG-Finance] [R-sig-finance] Any suitable backtest functions?
Vijay Vaidyanathan
- [R-SIG-Finance] [R-sig-finance] Any suitable backtest functions?
Peter Carl
- [R-SIG-Finance] how to study the lead and lag relation of two time series?
Michael
- [R-SIG-Finance] how to study the lead and lag relation of two time series?
Matthieu Stigler
- [R-SIG-Finance] how to study the lead and lag relation of two time series?
Charles Ward
- [R-SIG-Finance] how to study the lead and lag relation of two time series?
Sylvain Barthelemy
- [R-SIG-Finance] Bug in PerformanceAnalytics 0.9.7.1
Bengoechea Bartolomé Enrique (SIES 73)
- [R-SIG-Finance] ARMA-GARCH (Fixed Parameters)
Paul Tacon
- [R-SIG-Finance] Rquantlib discount curve
glenn
- [R-SIG-Finance] Rquantlib discount curve
Dirk Eddelbuettel
- [R-SIG-Finance] how to study the lead and lag relation of two time series?
Washington Santos da Silva
- [R-SIG-Finance] how to study the lead and lag relation of two time series? (Washington Santos da Silva)
Vorlow Constantinos
- [R-SIG-Finance] [R-sig-finance] xts feature
kafkaz
- [R-SIG-Finance] [R-sig-finance] xts feature
Jeff Ryan
- [R-SIG-Finance] [R-sig-finance] xts feature
Murali.MENON at fortisinvestments.com
- [R-SIG-Finance] [R-sig-finance] xts feature
Jeff Ryan
- [R-SIG-Finance] [R-sig-finance] xts feature
kafkaz
- [R-SIG-Finance] [R-sig-finance] Confusing result with AIC and ACF
RON70
- [R-SIG-Finance] [R-sig-finance] VAR process
RON70
- [R-SIG-Finance] [R-sig-finance] VAR process
markleeds at verizon.net
- [R-SIG-Finance] [R-sig-finance] VAR process
John Frain
- [R-SIG-Finance] [R-sig-finance] Plese help me to understand this
Bogaso
- [R-SIG-Finance] [R-sig-finance] Plese help me to understand this
Bogaso
- [R-SIG-Finance] [R-sig-finance] VAR process
Eric Zivot
- [R-SIG-Finance] [R-sig-finance] Plese help me to understand this
davidr at rhotrading.com
- [R-SIG-Finance] [R-sig-finance] Plese help me to understand this
Bogaso
- [R-SIG-Finance] [R-sig-finance] Plese help me to understand this
julien cuisinier
- [R-SIG-Finance] How do I load Rmetrics indicator functions now
Theodore Van Rooy
- [R-SIG-Finance] How do I load Rmetrics indicator functions now
Jeff Ryan
- [R-SIG-Finance] How do I load Rmetrics indicator functions now
Yohan Chalabi
- [R-SIG-Finance] [R-sig-finance] Conponent VaR for some option portfolio
megh
- [R-SIG-Finance] [R-sig-finance] Conponent VaR for some option portfolio
Guy Yollin
- [R-SIG-Finance] [R-sig-finance] Conponent VaR for someoption portfolio
davidr at rhotrading.com
- [R-SIG-Finance] [R-sig-finance] Conponent VaR for some option portfolio
megh
- [R-SIG-Finance] Copula in R
Yana Roth
- [R-SIG-Finance] Copula in R
Xiaochen Sun
- [R-SIG-Finance] Copula in R
alexios
- [R-SIG-Finance] [R-sig-finance] Conponent VaR for someoption portfolio
davidr at rhotrading.com
- [R-SIG-Finance] Copula in R
alexios
- [R-SIG-Finance] [R-sig-finance] Conponent VaR for someoption portfolio
Debashis Dutta
- [R-SIG-Finance] [R-sig-finance] Conponent VaR forsomeoption portfolio
kriskumar at earthlink.net
- [R-SIG-Finance] Function finding optimal lag length in ADL model using AIC?
Markus Wråke
- [R-SIG-Finance] [R-sig-finance] Conponent VaR for some option portfolio
Brian G. Peterson
- [R-SIG-Finance] [R-sig-finance] Conponent VaR for some option portfolio
Megh Dal
- [R-SIG-Finance] Panel Data Unit Root tests
Jose Iparraguirre D'Elia
- [R-SIG-Finance] Panel Data Unit Root tests
Adams, Zeno
- [R-SIG-Finance] Rbloomberg problem "Seems like this is not a Bloomberg Workstation"
Voss, Kent
- [R-SIG-Finance] Panel Data Unit Root tests
Adams, Zeno
- [R-SIG-Finance] [R-sig-finance] An extensive set of scaling laws...
Alberto Santini
- [R-SIG-Finance] RNG from skewed Normal distribution
Zanella Marco
- [R-SIG-Finance] How should I use NeweyWest and vcovHAC in coeftest function?
Markus Wråke
- [R-SIG-Finance] [R-sig-finance] RNG from skewed Normal distribution
megh
- [R-SIG-Finance] Yield Curve
Joe W. Byers
- [R-SIG-Finance] Yield Curve
Micha Keijzers
- [R-SIG-Finance] Yield Curve
Robert Sams
- [R-SIG-Finance] [R-sig-finance] An extensive set of scaling laws...
Alberto Santini
- [R-SIG-Finance] Capacity of fPortfolio
Andy Zhu
- [R-SIG-Finance] package ccgarch - dcc.estimation
Irene Schreiber
- [R-SIG-Finance] Call for Beta Testers: R+ FIN (read R-PLUS FINANCE)
Sue Turner
- [R-SIG-Finance] RNG from skewed Normal distribution
Krishna Kumar
- [R-SIG-Finance] Standard Errors for VAR(p) Estimation with dse1
Andreas Klein
- [R-SIG-Finance] Rbloomberg problem "Seems like this is not a Bloomberg Workstation"
Paul DeBruicker
- [R-SIG-Finance] Call for Beta Testers: R+ FIN (read R-PLUS FINANCE)
Paul DeBruicker
- [R-SIG-Finance] Rbloomberg problem "Seems like this is not a Bloomberg Workstation"
Voss, Kent
- [R-SIG-Finance] adding p&l streams
brian meehan
- [R-SIG-Finance] adding p&l streams
Josh Ulrich
- [R-SIG-Finance] stock quotes
Fuchs Ira
- [R-SIG-Finance] stock quotes
Cedrick Johnson
- [R-SIG-Finance] stock quotes
davidr at rhotrading.com
- [R-SIG-Finance] stock quotes
Michael Sankowski
- [R-SIG-Finance] Spread Libor-Fed Fund Rate: ARIMA(1,1,1)
Andreas Klein
- [R-SIG-Finance] Help with optimization
Eduard Pieterse (Macquarie Securities)
- [R-SIG-Finance] Help with optimization
Rory Winston
- [R-SIG-Finance] Fwd: Question on multiple sessions...
Vince Fulco
- [R-SIG-Finance] Fwd: Question on multiple sessions...
Ana Nelson
- [R-SIG-Finance] Fwd: Question on multiple sessions...
Gabor Grothendieck
- [R-SIG-Finance] Fwd: Question on multiple sessions...
Vince Fulco
- [R-SIG-Finance] Fwd: Question on multiple sessions...
Ana Nelson
- [R-SIG-Finance] saddlepoint approximations with applications
Wei-han Liu
- [R-SIG-Finance] Question on multiple sessions...
Rory Winston
- [R-SIG-Finance] Question on multiple sessions...
Dirk Eddelbuettel
- [R-SIG-Finance] [R-sig-finance] Fwd: Question on multiple sessions...
Jeff Ryan
- [R-SIG-Finance] [R-sig-finance] Fwd: Question on multiple sessions...
Daniel Cegielka
- [R-SIG-Finance] [R-sig-finance] Fwd: Question on multiple sessions...
Jeff Ryan
- [R-SIG-Finance] [R-sig-finance] Fwd: Question on multiple sessions...
Daniel Cegielka
- [R-SIG-Finance] Fwd: Using dummy variables R
P vanzweden
- [R-SIG-Finance] [R-sig-finance] Fwd: Question on multiple sessions...
Jeff Ryan
- [R-SIG-Finance] Fwd: Using dummy variables R
markleeds at verizon.net
- [R-SIG-Finance] R package update problem at Company's PC
ning zhang
- [R-SIG-Finance] R package update problem at Company's PC
Josh Ulrich
- [R-SIG-Finance] dummy variables in regression
markleeds at verizon.net
- [R-SIG-Finance] Fwd: Using dummy variables R
Patrick Burns
- [R-SIG-Finance] R package update problem at Company's PC
Andy Zhu
- [R-SIG-Finance] R package update problem at Company's PC
Dirk Eddelbuettel
- [R-SIG-Finance] useR! 2009: finance/econometrics submissions
Achim Zeileis
- [R-SIG-Finance] How to fit GARCH(1, 1) with targeted unconditional variance?
Unixunix99 at gmail.com
- [R-SIG-Finance] Package Update: TTR_0.2 now on CRAN
Josh Ulrich
- [R-SIG-Finance] efficient sandwich matrix multiplication and determinant
Shimrit Abraham
- [R-SIG-Finance] odd GARCH(1,1) results
Helena Richter
- [R-SIG-Finance] efficient sandwich matrix multiplication and determinant
Brian G. Peterson
- [R-SIG-Finance] odd GARCH(1,1) results
Adams, Zeno
- [R-SIG-Finance] odd GARCH(1,1) results
Eric Zivot
- [R-SIG-Finance] Bloomberg chart window does not stay on the screen when working with R
Marco Bianchi
- [R-SIG-Finance] Checking fit of data against student t distribution
Reena Bansal
- [R-SIG-Finance] Checking fit of data against student t distribution
Carlos J. Gil Bellosta
- [R-SIG-Finance] Checking fit of data against student t distribution
Matthew Clegg
- [R-SIG-Finance] Generating Data for Portfolio Simulation
Tom Smythe
- [R-SIG-Finance] Efficient Kalman Filter
Shimrit Abraham
- [R-SIG-Finance] efficient sandwich matrix multiplication and determinant
rkevinburton at charter.net
- [R-SIG-Finance] efficient sandwich matrix multiplication and determinant
Shimrit Abraham
- [R-SIG-Finance] Generating Data for Portfolio Simulation
Rowe, Brian Lee Yung (Portfolio Analytics)
- [R-SIG-Finance] [R-sig-finance] Data-set for Hamilton Time Series analysis.
Bogaso
- [R-SIG-Finance] [R-sig-finance] Data-set for Hamilton Time Series analysis.
Matthieu Stigler
- [R-SIG-Finance] [R-sig-finance] Data-set for Hamilton Time Series analysis.
Bogaso
- [R-SIG-Finance] [R-sig-finance] Data-set for Hamilton Time Series analysis.
Jeff Ryan
- [R-SIG-Finance] [R-sig-finance] odd GARCH(1,1) results
Bogaso
- [R-SIG-Finance] [R] package ccgarch - dcc.estimation
Xiaochuan Li
- [R-SIG-Finance] DLM and matrices with 0 eigenvalues
Rebecca Sela
- [R-SIG-Finance] DLM and matrices with 0 eigenvalues
Giovanni Petris
- [R-SIG-Finance] Black Litterman portfolio optimization
Reena Bansal
- [R-SIG-Finance] Black Litterman portfolio optimization
Debashis Dutta
- [R-SIG-Finance] TAR Models and predictive residuals (Tsay, 1989)
Andreas Klein
- [R-SIG-Finance] TAR Models and predictive residuals (Tsay, 1989)
Matthieu Stigler
- [R-SIG-Finance] Black Litterman portfolio optimization
Francisco Gochez
- [R-SIG-Finance] Newey-West Long-run variance
Jose Iparraguirre D'Elia
- [R-SIG-Finance] Newey-West Long-run variance
Matthieu Stigler
- [R-SIG-Finance] R/Rmetrics Workshop: Computational Finance and Financial Engineering
Diethelm Wuertz
- [R-SIG-Finance] [R-sig-finance] Black Litterman portfolio optimization
Alberto Santini
- [R-SIG-Finance] R/Finance 2009: Applied Finance with R -- Registration now open
Dirk Eddelbuettel
- [R-SIG-Finance] Appropriate model to data?
Andreas Klein
- [R-SIG-Finance] Newey-West Long-run variance
Jose Iparraguirre D'Elia
- [R-SIG-Finance] Tracing gradient during optimization
Shimrit Abraham
- [R-SIG-Finance] Tracing gradient during optimization
Dirk Eddelbuettel
- [R-SIG-Finance] Tracing gradient during optimization
Rob Steele
- [R-SIG-Finance] R/Finance 2009: Applied Finance with R -- Registration now open
Al
- [R-SIG-Finance] Course - March/April ** R / Splus ** course in New York City *** by XLSolutions Corp
Sue Turner
- [R-SIG-Finance] mean reverting model
rechtsteiner at bgki.net
- [R-SIG-Finance] Course - March/April ** R / Splus ** course in New York City *** by XLSolutions Corp
Dirk Eddelbuettel
- [R-SIG-Finance] London useR group
Francisco Gochez
- [R-SIG-Finance] mean reverting model
Brian G. Peterson
- [R-SIG-Finance] get data in quantmod
BearXu
- [R-SIG-Finance] get data in quantmod
Rowe, Brian Lee Yung (Portfolio Analytics)
- [R-SIG-Finance] get data in quantmod
Jeff Ryan
- [R-SIG-Finance] Help needed on Time Zone
Yu, Wang
- [R-SIG-Finance] Help needed on Time Zone
Jeff Ryan
- [R-SIG-Finance] [R-sig-finance] Black Litterman portfolio optimization
R at Nabble
- [R-SIG-Finance] [R-sig-finance] Plot TS-matrix as a surface
R at Nabble
- [R-SIG-Finance] [R-sig-finance] Plot TS-matrix as a surface
Adams, Zeno
- [R-SIG-Finance] [R-sig-finance] Plot TS-matrix as a surface
Enrico Schumann
- [R-SIG-Finance] [R-sig-finance] Plot TS-matrix as a surface
R at Nabble
- [R-SIG-Finance] [R-sig-finance] Plot TS-matrix as a surface
Jeff Ryan
- [R-SIG-Finance] RDCOMClient install package problem
John Hawver
- [R-SIG-Finance] RDCOMClient install package problem
Cedrick Johnson
- [R-SIG-Finance] RDCOMClient install package problem
John Hawver
- [R-SIG-Finance] [R-sig-finance] Plot TS-matrix as a surface
Paul Gilbert
- [R-SIG-Finance] RBloomberg Date
John Hawver
- [R-SIG-Finance] RBloomberg Date
Paul DeBruicker
- [R-SIG-Finance] Problem with RBloomberg (not the usual one)
Sergey Goriatchev
- [R-SIG-Finance] Problem with RBloomberg (not the usual one)
Sergey Goriatchev
- [R-SIG-Finance] [R-sig-finance] Plot TS-matrix as a surface
R at Nabble
- [R-SIG-Finance] convert coordinate system to percentage
Yana Roth
- [R-SIG-Finance] convert coordinate system to percentage
Enrico Schumann
- [R-SIG-Finance] implement quasi-bayesian maximum likelihood estimation for normal mixtures
Helena Richter
- [R-SIG-Finance] implement quasi-bayesian maximum likelihood estimation for normal mixtures
Brian G. Peterson
- [R-SIG-Finance] Question about RSI command in the TTR package
benn fine
- [R-SIG-Finance] Question about RSI command in the TTR package
Josh Ulrich
- [R-SIG-Finance] Request for comments: Finance taskview
Dirk Eddelbuettel
- [R-SIG-Finance] Request for comments: Finance taskview
Achim Zeileis
- [R-SIG-Finance] RBloomberg Date
Robert Sams
- [R-SIG-Finance] help-time series
Yana Roth
- [R-SIG-Finance] getFX/getSymbols for FX
Anil Vijendran
- [R-SIG-Finance] getFX/getSymbols for FX
Anil Vijendran
- [R-SIG-Finance] help-time series
Yohan Chalabi
- [R-SIG-Finance] Batch File Question
John Hawver
- [R-SIG-Finance] Batch File Question
Josh Ulrich
- [R-SIG-Finance] Batch File Question
John Hawver
- [R-SIG-Finance] [R-sig-finance] VaR
Bogaso
- [R-SIG-Finance] [R-sig-finance] VaR
markleeds at verizon.net
- [R-SIG-Finance] Antwort: [R-sig-finance] VaR
Matthias.Koberstein at hsbctrinkaus.de
- [R-SIG-Finance] [R-sig-finance] VaR
Bastian Offermann
- [R-SIG-Finance] [R-sig-finance] VaR
King, David
- [R-SIG-Finance] Antwort: [R-sig-finance] VaR
Micha Keijzers
- [R-SIG-Finance] Antwort: Re: Antwort: [R-sig-finance] VaR
Matthias.Koberstein at hsbctrinkaus.de
- [R-SIG-Finance] Antwort: [R-sig-finance] VaR
Adams, Zeno
- [R-SIG-Finance] Antwort: [R-sig-finance] VaR
Xiaochen Sun
- [R-SIG-Finance] [R-sig-finance] VaR
Brian G. Peterson
- [R-SIG-Finance] Antwort: [R-sig-finance] VaR
Brian G. Peterson
- [R-SIG-Finance] Specifying an expected mu and Sigma for fPortfolio
Voss, Kent
- [R-SIG-Finance] [R-sig-finance] VaR
Christian Langkamp
- [R-SIG-Finance] [R-sig-finance] VaR
david.jessop at ubs.com
- [R-SIG-Finance] [R-sig-finance] VaR
John Gavin
- [R-SIG-Finance] [R-sig-finance] VaR
Enrico Schumann
- [R-SIG-Finance] [R-sig-finance] Plot TS-matrix as a surface
R at Nabble
- [R-SIG-Finance] [R-sig-finance] Plot TS-matrix as a surface
Paul Gilbert
- [R-SIG-Finance] Full-Scale Optimization
Chiquoine, Ben
- [R-SIG-Finance] Locating peaks in zoo objects in one go
Vorlow Constantinos
- [R-SIG-Finance] Locating peaks in zoo objects in one go
Josh Ulrich
- [R-SIG-Finance] Locating peaks in zoo objects in one go
Gabor Grothendieck
- [R-SIG-Finance] Locating peaks in zoo objects in one go
Gabor Grothendieck
- [R-SIG-Finance] R to ROOT binary data structures
John Hawver
- [R-SIG-Finance] [R-sig-finance] Commodity swap?
Bogaso
- [R-SIG-Finance] R to ROOT binary data structures
John Gavin
- [R-SIG-Finance] multivariate integration and partial differentiation
Wei-han Liu
- [R-SIG-Finance] Locating peaks in zoo objects in one go
Vorlow Constantinos
- [R-SIG-Finance] Locating peaks in zoo objects in one go
Gabor Grothendieck
- [R-SIG-Finance] Locating peaks in zoo objects in one go
John Gavin
- [R-SIG-Finance] How to solve it? Y is not only related with the same year's X, but also the previsous few years' X and Y
zhijie zhang
- [R-SIG-Finance] How to solve it? Y is not only related with the same year's X, but also the previsous few years' X and Y
Gabor Grothendieck
- [R-SIG-Finance] zoo library and unique error...
Vince Fulco
- [R-SIG-Finance] [R-sig-finance] Predictive Analytics Seminar: San Jose, NYC, Toronto, more
Elise Johnson
- [R-SIG-Finance] zoo library and unique error...
Gabor Grothendieck
- [R-SIG-Finance] regression problem
Josuah Rechtsteiner
- [R-SIG-Finance] multivariate integration and partial differentiation
Krishna Kumar
- [R-SIG-Finance] re[R-sig-finance] gression problem
Bogaso
- [R-SIG-Finance] Quantmod: getFinancials error
Fuchs Ira
- [R-SIG-Finance] Quantmod: getFinancials error
J Ryan
- [R-SIG-Finance] "To post to this list, send your email to"
John Seppänen
- [R-SIG-Finance] Question about fit.st
Jasper den Hamer
- [R-SIG-Finance] [R-sig-finance] Commodity swap?
Bogaso
- [R-SIG-Finance] [R-sig-finance] Commodity swap?
Robert Iquiapaza
- [R-SIG-Finance] quantmod custom layouts
B Kim
- [R-SIG-Finance] quantmod custom layouts
Jeff Ryan
- [R-SIG-Finance] quantmod custom layouts
B Kim
- [R-SIG-Finance] quantmod custom layouts
Jeff Ryan
- [R-SIG-Finance] Specifying an expected mu and Sigma for fPortfolio
Voss, Kent
- [R-SIG-Finance] RBloomberg: loading Futures Tickers: how?
Sergey Goriatchev
- [R-SIG-Finance] RBloomberg: loading Futures Tickers: how?
Robert Sams
- [R-SIG-Finance] Problem with RBloomberg (not the usual one)
Voss, Kent
- [R-SIG-Finance] Problem with RBloomberg (not the usual one)
Sergey Goriatchev
- [R-SIG-Finance] quantmod package using "convert.time.series" function
Tom H
- [R-SIG-Finance] quantmod package using "convert.time.series" function
Jeff Ryan
- [R-SIG-Finance] quantmod package using "convert.time.series" function
Tom H
- [R-SIG-Finance] quantmod package using "convert.time.series" function
Jeff Ryan
- [R-SIG-Finance] help
Yana Roth
- [R-SIG-Finance] [R-sig-finance] Garch problem
RON70
- [R-SIG-Finance] help (regarding block bootstrap)
Brian G. Peterson
- [R-SIG-Finance] How to input a matrix from an excel file /text file/database
Meenu Sahi
- [R-SIG-Finance] help (regarding block bootstrap)
Matthieu Stigler
- [R-SIG-Finance] Unit Root Tests: Empirical Results vs Theory
Adams, Zeno
- [R-SIG-Finance] How to input a matrix from an excel file /textfile/database
Xiaochen Sun
- [R-SIG-Finance] How to input a matrix from an excel file /text file/database
Gabor Grothendieck
- [R-SIG-Finance] How to input a matrix from an excel file /text file/database
Brian G. Peterson
- [R-SIG-Finance] ibrokers issue
Horace Tso
- [R-SIG-Finance] [R-sig-finance] Garch problem
Patrick Burns
- [R-SIG-Finance] ibrokers issue
Jeff Ryan
- [R-SIG-Finance] help (regarding block bootstrap)
Andreas Klein
- [R-SIG-Finance] Unit Root Tests: Empirical Results vs Theory
Matthieu Stigler
- [R-SIG-Finance] quantmod: corp action
Andy Zhu
- [R-SIG-Finance] Removing the seasonality of a time series with FFT
Robert Meier
- [R-SIG-Finance] quantmod: corp action
Josh Ulrich
- [R-SIG-Finance] [R-sig-finance] Garch problem
RON70
- [R-SIG-Finance] [R-sig-finance] Garch problem
Patrick Burns
- [R-SIG-Finance] [R-sig-finance] Garch problem
alexios
- [R-SIG-Finance] New Site using R for Financial Models
Joshua Kramer
- [R-SIG-Finance] Re[R-sig-finance] lative Date Question
CHD850
- [R-SIG-Finance] Re[R-sig-finance] lative Date Question
Jeff Ryan
- [R-SIG-Finance] R2HTML
Jorge Nieves
- [R-SIG-Finance] Trimmed L Moments
Reena Bansal
- [R-SIG-Finance] R2HTML
Jeff Ryan
- [R-SIG-Finance] quantmod: getFinancials error
Andy Zhu
- [R-SIG-Finance] quantmod: getFinancials error
Jeff Ryan
- [R-SIG-Finance] Phase spectrum
Gunnar Hoyer
- [R-SIG-Finance] quantmod: getFinancials error
Andy Zhu
- [R-SIG-Finance] Quantmod - chartSeries
Andreas Johansson
- [R-SIG-Finance] Quantmod - chartSeries
Jeff Ryan
- [R-SIG-Finance] Quantmod - chartSeries
Jeff Ryan
- [R-SIG-Finance] Quantmod - chartSeries
Andreas Johansson
- [R-SIG-Finance] [R-sig-finance] Shaded regions as an indicator in quantmod
PitaBread
- [R-SIG-Finance] commodity prices
Hodgess, Erin
- [R-SIG-Finance] commodity prices
Stampfl Bernd 0969 SPI
- [R-SIG-Finance] R/Finance 2009: Applied Finance with R -- Registration discount window closing
Dirk Eddelbuettel
- [R-SIG-Finance] Elegant bootstrapping with zoo
Rowe, Brian Lee Yung (Portfolio Analytics)
- [R-SIG-Finance] Elegant bootstrapping with zoo
Enrico Schumann
- [R-SIG-Finance] Elegant bootstrapping with zoo
Rowe, Brian Lee Yung (Portfolio Analytics)
- [R-SIG-Finance] Elegant bootstrapping with zoo
Gabor Grothendieck
- [R-SIG-Finance] Black Litterman question
Bastian Offermann
- [R-SIG-Finance] Black Litterman question
Brian G. Peterson
- [R-SIG-Finance] Black Litterman question
julien cuisinier
- [R-SIG-Finance] help: market capitalization
Andy Zhu
- [R-SIG-Finance] [R-sig-finance] commodity prices
gug
- [R-SIG-Finance] [R-sig-finance] help: market capitalization
gug
- [R-SIG-Finance] [R-sig-finance] help: market capitalization
Andy Zhu
- [R-SIG-Finance] [R-sig-finance] help: market capitalization
julien cuisinier
- [R-SIG-Finance] Multi-asset portfolio skewness&kurtosis formulae
aito araki
- [R-SIG-Finance] Multi-asset portfolio skewness&kurtosis formulae
Brian G. Peterson
- [R-SIG-Finance] fImport: yahooKeystats error
Andy Zhu
- [R-SIG-Finance] Multi-asset portfolio skewness&kurtosis formulae
aito araki
- [R-SIG-Finance] fImport: yahooKeystats error
Yohan Chalabi
- [R-SIG-Finance] AUTO: Tohm Kantikovit will be out of the office for the day of 03/31/2009. (returning 04/01/2009)
tohm.kantikovit at bnymellon.com
- [R-SIG-Finance] Question about the ARMA model
BearXu
- [R-SIG-Finance] fImport: yahooKeystats error
Andy Zhu
- [R-SIG-Finance] [R-sig-finance] help: market capitalization
andyzhu35 at yahoo.com
- [R-SIG-Finance] Multi-asset portfolio skewness&kurtosis formulae
David Lüthi
- [R-SIG-Finance] fImport: yahooKeystats error - workaround
Andy Zhu
Last message date:
Tue Mar 31 23:43:21 CEST 2009
Archived on: Tue Mar 31 23:44:26 CEST 2009
This archive was generated by
Pipermail 0.09 (Mailman edition).