Second quarter 2009 Archives by subject

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Starting: Wed Apr 1 10:22:57 CEST 2009
Ending: Tue Jun 30 21:26:35 CEST 2009
Messages: 585

• [R-SIG-Finance] "Next" in quantmod   Steve Wisdom
• [R-SIG-Finance] "Next" in quantmod   Jeff Ryan
• [R-SIG-Finance] [Google Summer of Code 2009] Hi from a student   Khanh Nguyen
• [R-SIG-Finance] [PerformanceAnalytics]why riskfree rate in table.capm can't be a vector?   BearXu
• [R-SIG-Finance] [R-sig-finance] A question on Interest Rate   RON70
• [R-SIG-Finance] [R-sig-finance] A question on Interest Rate   davidr at rhotrading.com
• [R-SIG-Finance] [R-sig-finance] A question on Interest Rate   RON70
• [R-SIG-Finance] [R-sig-finance] A question on Interest Rate   Adams, Zeno
• [R-SIG-Finance] [R-sig-finance] A question on Interest Rate   Adams, Zeno
• [R-SIG-Finance] [R-sig-finance] A question on Interest Rate   Sean Carmody
• [R-SIG-Finance] [R-sig-finance] A question on VECM   RON70
• [R-SIG-Finance] [R-sig-finance] A question on VECM   Pfaff, Bernhard Dr.
• [R-SIG-Finance] [R-sig-finance] A question on VECM   RON70
• [R-SIG-Finance] [R-sig-finance] A question on VECM   Pfaff, Bernhard Dr.
• [R-SIG-Finance] [R-sig-finance] A question on VECM   RON70
• [R-SIG-Finance] [R-sig-finance] A question on VECM   John Frain
• [R-SIG-Finance] [R-sig-finance] A question on VECM   RON70
• [R-SIG-Finance] [R-sig-finance] A question on VECM   RON70
• [R-SIG-Finance] [R-sig-finance] Creating a VCEM data generating process   markleeds at verizon.net
• [R-SIG-Finance] [R-sig-finance] Creating a VCEM data generating process   RON70
• [R-SIG-Finance] [R-sig-finance] Creating a VCEM data generating process   markleeds at verizon.net
• [R-SIG-Finance] [R-sig-finance] Creating a VCEM data generating process   RON70
• [R-SIG-Finance] [R-sig-finance] Creating a VCEM data generating process   Matthieu Stigler
• [R-SIG-Finance] [R-sig-finance] Creating a VCEM data generating process   RON70
• [R-SIG-Finance] [R-sig-finance] determine non-linear correlation   manulemalin
• [R-SIG-Finance] [R-sig-finance] Domestic risk free rate in FX option   Kris
• [R-SIG-Finance] [R-sig-finance] Domestic risk free rate in FXoption   davidr at rhotrading.com
• [R-SIG-Finance] [R-sig-finance] Domestic risk free rate in FX option   Mahesh Krishnan
• [R-SIG-Finance] [R-sig-finance] Domestic risk free rate in FX option   BearXu
• [R-SIG-Finance] [R-sig-finance] Domestic risk free rate in FX option   RON70
• [R-SIG-Finance] [R-sig-finance] Domestic risk free rate in FX option   BearXu
• [R-SIG-Finance] [R-sig-finance] Domestic risk free rate in FX option   BearXu
• [R-SIG-Finance] [R-sig-finance] Domestic risk free rate in FX option   RON70
• [R-SIG-Finance] [R-sig-finance] Domestic risk free rate in FX option   spencerg
• [R-SIG-Finance] [R-sig-finance] Downloading data from specific website   Bogaso
• [R-SIG-Finance] [R-sig-finance] Downloading data from specific website   Gabor Grothendieck
• [R-SIG-Finance] [R-sig-finance] Downloading data from specific website   Bogaso
• [R-SIG-Finance] [R-sig-finance] Downloading data from specific website   Gabor Grothendieck
• [R-SIG-Finance] [R-sig-finance] Downloading data from specific website   Cedrick Johnson
• [R-SIG-Finance] [R-sig-finance] Downloading data from Yahoo   megh
• [R-SIG-Finance] [R-sig-finance] Downloading data from Yahoo   Josh Ulrich
• [R-SIG-Finance] [R-sig-finance] Downloading data from Yahoo   Jeff Ryan
• [R-SIG-Finance] [R-sig-finance] Downloading data from Yahoo   Khanh Nguyen
• [R-SIG-Finance] [R-sig-finance] Downloading data from Yahoo   Hodgess, Erin
• [R-SIG-Finance] [R-sig-finance] Downloading data from Yahoo   megh
• [R-SIG-Finance] [R-sig-finance] help: yahoo special tags   gug
• [R-SIG-Finance] [R-sig-finance] How to create seasonal variable for zoo object.   Gabor Grothendieck
• [R-SIG-Finance] [R-sig-finance] How to create seasonal variable for zoo object.   Bogaso
• [R-SIG-Finance] [R-sig-finance] How to create seasonal variable for zoo object.   Gabor Grothendieck
• [R-SIG-Finance] [R-sig-finance] How to create seasonal variable for zoo object.   Bogaso
• [R-SIG-Finance] [R-sig-finance] Interfacing R with Interactive Brokers   TipTop
• [R-SIG-Finance] [R-sig-finance] Interfacing R with Interactive Brokers   Jeff Ryan
• [R-SIG-Finance] [R-sig-finance] Interfacing R with Interactive Brokers   TipTop
• [R-SIG-Finance] [R-sig-finance] Interfacing R with Interactive Brokers   Brian G. Peterson
• [R-SIG-Finance] [R-sig-finance] intraday data for VIX?   gug
• [R-SIG-Finance] [R-sig-finance] intraday data for VIX?   spencerg
• [R-SIG-Finance] [R-sig-finance] intraday data for VIX?   gug
• [R-SIG-Finance] [R-sig-finance] Newbie question on risk free Interest Rate   markleeds at verizon.net
• [R-SIG-Finance] [R-sig-finance] Newbie question on risk free Interest Rate   Bogaso
• [R-SIG-Finance] [r-sig-finance] Package Quantmod: reading csv files   Gabor Grothendieck
• [R-SIG-Finance] [r-sig-finance] Package Quantmod: reading csv files   Joshua Ulrich
• [R-SIG-Finance] [r-sig-finance] Package Quantmod: reading csv files   anass
• [R-SIG-Finance] [r-sig-finance] Package Quantmod: reading csv files   anass
• [R-SIG-Finance] [R-sig-finance] Predictive Analytics Seminar: May 27-28, New York City   Elise Johnson
• [R-SIG-Finance] [R-sig-finance] Predictive Analytics Seminar: May 27-28, New York City   Dirk Eddelbuettel
• [R-SIG-Finance] [R-sig-finance] Preprocessing RData file (data.table and ff, bigmemory)   Jeff Ryan
• [R-SIG-Finance] [R-sig-finance] Preprocessing RData file (data.table and ff, bigmemory)   Jose Iparraguirre D'Elia
• [R-SIG-Finance] [R-sig-finance] Preprocessing RData file (data.table and ff, bigmemory)   Carlos J. Gil Bellosta
• [R-SIG-Finance] [R-sig-finance] Preprocessing RData file (data.table and ff, bigmemory)   Steve Jaffe
• [R-SIG-Finance] [R-sig-finance] quantmod error downloading .AORD data   Wind2
• [R-SIG-Finance] [R-sig-finance] Surface plot of multivariate time series   megh
• [R-SIG-Finance] [R-sig-finance] Surface plot of multivariate time series   Shane Conway
• [R-SIG-Finance] [R-sig-finance] Surface plot of multivariate time series   Jeff Ryan
• [R-SIG-Finance] [R-sig-finance] Surface plot of multivariate time series   megh
• [R-SIG-Finance] [R-sig-finance] Surface plot of multivariate time series   Megh Dal
• [R-SIG-Finance] [R-sig-finance] Surface plot of multivariate time series   megh
• [R-SIG-Finance] [R-sig-finance] Surface plot of multivariate time series   Paul Gilbert
• [R-SIG-Finance] [R-sig-finance] tick data database   Wind2
• [R-SIG-Finance] [R-sig-finance] tick data database   Ulrich Staudinger
• [R-SIG-Finance] [R-sig-finance] VaR again   megh
• [R-SIG-Finance] [R-sig-finance] VaR again   resident76
• [R-SIG-Finance] [R-sig-finance] VaR again   resident76
• [R-SIG-Finance] [R-sig-finance] xts and to.weekly function   kafkaz
• [R-SIG-Finance] [R-sig-finance] xts and to.weekly function   Josh Ulrich
• [R-SIG-Finance] [R-sig-finance] xts and to.weekly function   kafkaz
• [R-SIG-Finance] [R-sig-finance] yahoo historical data quality   gug
• [R-SIG-Finance] [R-sig-finance] yahoo historical data quality   gug
• [R-SIG-Finance] abline for quantmod charts   Hae Kyung Im
• [R-SIG-Finance] abline for quantmod charts   Jeff Ryan
• [R-SIG-Finance] abline for quantmod charts   Hae Kyung Im
• [R-SIG-Finance] abline for quantmod charts   Jeff Ryan
• [R-SIG-Finance] an ARIMA(0,2,1) model   BearXu
• [R-SIG-Finance] an ARIMA(0,2,1) model   markleeds at verizon.net
• [R-SIG-Finance] Antwort: Re: [R-sig-finance] Newbie question on risk free Interest Rate   Matthias.Koberstein at hsbctrinkaus.de
• [R-SIG-Finance] applying na.locf to xts objects sometimes crashes R   Jeff Ryan
• [R-SIG-Finance] applying na.locf to xts objects sometimes crashes R   davidr at rhotrading.com
• [R-SIG-Finance] ARIMA,GARCH and differences   babel at centrum.sk
• [R-SIG-Finance] ARIMA,GARCH and differences   Adams, Zeno
• [R-SIG-Finance] ARIMA,GARCH and differences   babel at centrum.sk
• [R-SIG-Finance] ARIMA,GARCH and differences   Adams, Zeno
• [R-SIG-Finance] ARIMA,GARCH and differences   Hannu Kahra
• [R-SIG-Finance] ARMA-GARCH package in R?   Irene Schreiber
• [R-SIG-Finance] ARMA-GARCH package in R?   Jose Iparraguirre D'Elia
• [R-SIG-Finance] ARMA-GARCH package in R?   John Kerpel
• [R-SIG-Finance] as.xts of a data.frame   Sebastian Hauer
• [R-SIG-Finance] as.xts of a data.frame   Gabor Grothendieck
• [R-SIG-Finance] Asynchronous xts time series   Roberto Osorio
• [R-SIG-Finance] Backtesting framework package   R_help Help
• [R-SIG-Finance] Backtesting framework package   Joshua Ulrich
• [R-SIG-Finance] Basic Mean Variance Optimization   burke nersesian
• [R-SIG-Finance] Basic Mean Variance Optimization   spencerg
• [R-SIG-Finance] Best Sharpe Ratio   BearXu
• [R-SIG-Finance] Best Sharpe Ratio   BearXu
• [R-SIG-Finance] Best Sharpe Ratio   BearXu
• [R-SIG-Finance] Best Sharpe Ratio   BearXu
• [R-SIG-Finance] BLCOP / Idzorek working paper   Heiko Mayer
• [R-SIG-Finance] BLCOP / Idzorek working paper   Francisco Gochez
• [R-SIG-Finance] buildModel in quantmod issue   Menezes, Ian
• [R-SIG-Finance] buildModel in quantmod issue   Jeff Ryan
• [R-SIG-Finance] Business day conventions   Phil Joubert
• [R-SIG-Finance] Business day conventions   Dirk Eddelbuettel
• [R-SIG-Finance] Business day conventions   spencerg
• [R-SIG-Finance] Business day conventions   Dirk Eddelbuettel
• [R-SIG-Finance] ca.jo help   Charles Evans
• [R-SIG-Finance] ca.jo help   spencerg
• [R-SIG-Finance] Calculating SharpeRatio for several managers with PerformanceAnalytics   Jeff Ryan
• [R-SIG-Finance] Calculating SharpeRatio for several managers with PerformanceAnalytics   Wind
• [R-SIG-Finance] Calculating SharpeRatio for several managers with PerformanceAnalytics   Wind
• [R-SIG-Finance] Calculating SharpeRatio for several managers with PerformanceAnalytics   Peter Carl
• [R-SIG-Finance] Chart formats   Heiko Mayer
• [R-SIG-Finance] Chart formats   Jeff Ryan
• [R-SIG-Finance] Chart formats   Gabor Grothendieck
• [R-SIG-Finance] chart.PerformanceAnalytics(), character string is not in a standard unambiguous format   Khanh Nguyen
• [R-SIG-Finance] chart.PerformanceAnalytics(), character string is not in a standard unambiguous format   Khanh Nguyen
• [R-SIG-Finance] chart.PerformanceAnalytics(), character string is not in a standard unambiguous format   Khanh Nguyen
• [R-SIG-Finance] chart.PerformanceAnalytics(), character string is not in a standard unambiguous format   Brian G. Peterson
• [R-SIG-Finance] chart.PerformanceAnalytics(), character string is not in a standard unambiguous format   Brian G. Peterson
• [R-SIG-Finance] chart.PerformanceAnalytics(), character string is not in a standard unambiguous format   Peter Carl
• [R-SIG-Finance] Chi-sq Hausman test---R vs Stata   Steven Archambault
• [R-SIG-Finance] Chi-sq Hausman test---R vs Stata   spencerg
• [R-SIG-Finance] Chi-sq Hausman test---R vs Stata   John Frain
• [R-SIG-Finance] client id issue with IBrokers   Wind
• [R-SIG-Finance] Convert Daily PnL to Returns   Subhrangshu Nandi
• [R-SIG-Finance] Convert Daily PnL to Returns   Brian G. Peterson
• [R-SIG-Finance] Convert Daily PnL to Returns   Brian G. Peterson
• [R-SIG-Finance] CQG API   Samuel Kemp
• [R-SIG-Finance] CQG API   Brian G. Peterson
• [R-SIG-Finance] CQG Gateway for R   Brian G. Peterson
• [R-SIG-Finance] CQG Gateway for R   Dirk Eddelbuettel
• [R-SIG-Finance] Curvature related question   Vorlow Constantinos
• [R-SIG-Finance] Curvature related question   Eric Zivot
• [R-SIG-Finance] data.table is on CRAN (higher speed time series joins and more)   Matthew Dowle
• [R-SIG-Finance] Dates manipulation   Manoj
• [R-SIG-Finance] Dates manipulation   Gabor Grothendieck
• [R-SIG-Finance] Dates manipulation   Gabor Grothendieck
• [R-SIG-Finance] determine non-linear correlation   Mark Breman
• [R-SIG-Finance] determine non-linear correlation   Liviu Andronic
• [R-SIG-Finance] determine non-linear correlation   Mark Breman
• [R-SIG-Finance] determine non-linear correlation   Stefan Grosse
• [R-SIG-Finance] determine non-linear correlation   Matthieu Stigler
• [R-SIG-Finance] determine non-linear correlation   Mark Breman
• [R-SIG-Finance] determine non-linear correlation   Mark Breman
• [R-SIG-Finance] determine non-linear correlation   Robert Iquiapaza
• [R-SIG-Finance] determine non-linear correlation   Mark Breman
• [R-SIG-Finance] determine non-linear correlation   Mark Breman
• [R-SIG-Finance] determine non-linear correlation   Mark Breman
• [R-SIG-Finance] dinvgamma(sigma, shape, scale)   Nabil Meslmani
• [R-SIG-Finance] Download and parse CME data   James Long
• [R-SIG-Finance] Download and parse CME data   Brian G. Peterson
• [R-SIG-Finance] efficient extraction of local extrema and zero-crossings in large multivariate zoo?   Christian Gunning
• [R-SIG-Finance] efficient extraction of local extrema and zero-crossings in large multivariate zoo?   Joshua Ulrich
• [R-SIG-Finance] efficient extraction of local extrema and zero-crossings in large multivariate zoo?   Gabor Grothendieck
• [R-SIG-Finance] efficient extraction of local extrema and zero-crossings in large multivariate zoo?   Christian Gunning
• [R-SIG-Finance] Elliptical Copula simulation   tawfiq just
• [R-SIG-Finance] Elliptical Copula simulation   Xiaochen Sun
• [R-SIG-Finance] Elliptical Copula simulation   Hyun-U Sohn
• [R-SIG-Finance] error in tangencyPortfolio when Short   BearXu
• [R-SIG-Finance] error in tangencyPortfolio when Short   BearXu
• [R-SIG-Finance] error in tangencyPortfolio when Short   BearXu
• [R-SIG-Finance] error in tangencyPortfolio when Short   Brian G. Peterson
• [R-SIG-Finance] Estimating ARMA-GRACH model through a loop   Mohammad Sabr
• [R-SIG-Finance] Estimating ARMA-GRACH model through a loop   Martin Becker
• [R-SIG-Finance] EWMA covariance matrix   Eric Zivot
• [R-SIG-Finance] extract parameters from fitCopula outputs !!   tawfiq just
• [R-SIG-Finance] extract parameters from fitCopula outputs !!   spencerg
• [R-SIG-Finance] extract parameters from fitCopula outputs !!   tawfiq just
• [R-SIG-Finance] extract parameters from fitCopula outputs !!   tawfiq just
• [R-SIG-Finance] extract parameters from fitCopula outputs !!   spencerg
• [R-SIG-Finance] Extracting AIC or Log-Likelihood from a fitted GARCH   Mohammad Sabr
• [R-SIG-Finance] Extracting AIC or Log-Likelihood from a fitted GARCH   Hodgess, Erin
• [R-SIG-Finance] Extracting AIC or Log-Likelihood from a fitted GARCH   Mohammad Sabr
• [R-SIG-Finance] Extracting AIC or Log-Likelihood from a fitted GARCH   Mohammad Sabr
• [R-SIG-Finance] fArma- Prediction for ARFIMA not yet implemented?   Dirk Eddelbuettel
• [R-SIG-Finance] fArma- Prediction for ARFIMA not yet implemented?   Valentin Dimitrov
• [R-SIG-Finance] Finance Data   malcolm Crouch
• [R-SIG-Finance] Finance Data   Jeff Ryan
• [R-SIG-Finance] Financial time series data mining in R   Reena Bansal
• [R-SIG-Finance] Financial time series data mining in R   Patrick Burns
• [R-SIG-Finance] Financial time series data mining in R   Jeff Ryan
• [R-SIG-Finance] Financial time series data mining in R   Reena Bansal
• [R-SIG-Finance] fit NGARCH model   Liviu Andronic
• [R-SIG-Finance] Fix ARMA parameters in garchfit   Daniel Mail
• [R-SIG-Finance] fPortfolio - Change in getWeights function   Yaakov Moser
• [R-SIG-Finance] fPortfolio - Change in getWeights function   Yaakov Moser
• [R-SIG-Finance] fPortfolio - Maximum Return Portfolio   Yaakov Moser
• [R-SIG-Finance] fPortfolio - Maximum Return Portfolio   Diethelm Wuertz
• [R-SIG-Finance] fPortfolio - Maximum Return Portfolio   Diethelm Wuertz
• [R-SIG-Finance] fPortfolio - Maximum Return Portfolio   Yaakov Moser
• [R-SIG-Finance] fPortfolio - Maximum Return Portfolio   Diethelm Wuertz
• [R-SIG-Finance] fPortfolio - portfolioFrontier - Limit on number of assets   Yaakov Moser
• [R-SIG-Finance] fPortfolio and R/Rmetrics   Charles Ward
• [R-SIG-Finance] fPortfolio and R/Rmetrics   Gabor Grothendieck
• [R-SIG-Finance] fPortfolio custom constraints   Anil Vijendran
• [R-SIG-Finance] Fundamental analysis library?   Joshua Reich
• [R-SIG-Finance] Fundamental analysis library?   spencerg
• [R-SIG-Finance] FW: Fix ARMA parameters in garchfit   Daniel Mail
• [R-SIG-Finance] FX options data - CME or others   Michael Larsson
• [R-SIG-Finance] Generating Monthly Returns from a ton of daily data   Dirk Eddelbuettel
• [R-SIG-Finance] Generating Monthly Returns from a ton of daily data   Joshua Ulrich
• [R-SIG-Finance] Generating Monthly Returns from a ton of daily data   Cedrick Johnson
• [R-SIG-Finance] Generating Monthly Returns from a ton of daily data   Brian G. Peterson
• [R-SIG-Finance] Generating Monthly Returns from a ton of daily data   Cedrick Johnson
• [R-SIG-Finance] Generating Monthly Returns from a ton of daily data   Cedrick Johnson
• [R-SIG-Finance] Geometric Brownian Motion with Jumps MLE   John-Paul Taylor
• [R-SIG-Finance] getSymbols in quantmod   babel at centrum.sk
• [R-SIG-Finance] getSymbols in quantmod   Cedrick Johnson
• [R-SIG-Finance] great conference and a question   Hodgess, Erin
• [R-SIG-Finance] great conference and a question   Brian G. Peterson
• [R-SIG-Finance] great conference and a question   R P Herrold
• [R-SIG-Finance] great conference and a question   Rowe, Brian Lee Yung (Portfolio Analytics)
• [R-SIG-Finance] Hamilton Filters   Matthias.Koberstein at hsbctrinkaus.de
• [R-SIG-Finance] Hamilton Filters (and Kalman)   Brian G. Peterson
• [R-SIG-Finance] Hamilton Filters (and Kalman)   spencerg
• [R-SIG-Finance] Hamilton Filters (and Kalman)   Eric Zivot
• [R-SIG-Finance] hands-on book on financial time series with R?   Michael
• [R-SIG-Finance] hands-on book on financial time series with R?   Bastian.Offermann at zzgmbh.at
• [R-SIG-Finance] hands-on book on financial time series with R?   Robert Iquiapaza
• [R-SIG-Finance] hands-on book on financial time series with R?   spencerg
• [R-SIG-Finance] hands-on book on financial time series with R?   Pfaff, Bernhard Dr.
• [R-SIG-Finance] hands-on model selection and statistical data analysis books in R?   Michael
• [R-SIG-Finance] Help on constrained regression   R_help Help
• [R-SIG-Finance] help: yahoo special tags   Andy Zhu
• [R-SIG-Finance] help: yahoo special tags   Jeff Ryan
• [R-SIG-Finance] help: yahoo special tags   Andy Zhu
• [R-SIG-Finance] Hi this is not a R-problem per se but an econometric problem of course   KAUSHIK BHATTACHARJEE
• [R-SIG-Finance] Hi this is not a R-problem per se but an econometric problem of course   Brian G. Peterson
• [R-SIG-Finance] high frequency data analysis in R   Michael
• [R-SIG-Finance] high frequency data analysis in R   Jeff Ryan
• [R-SIG-Finance] high frequency data analysis in R   Michael
• [R-SIG-Finance] high frequency data analysis in R   Michael
• [R-SIG-Finance] high frequency data analysis in R   Liviu Andronic
• [R-SIG-Finance] high frequency data analysis in R   Hae Kyung Im
• [R-SIG-Finance] high frequency data analysis in R   Michael
• [R-SIG-Finance] high frequency data analysis in R   Michael
• [R-SIG-Finance] high frequency data analysis in R   Jeff Ryan
• [R-SIG-Finance] high frequency data analysis in R   Hae Kyung Im
• [R-SIG-Finance] high frequency data analysis in R   Hae Kyung Im
• [R-SIG-Finance] high frequency data analysis in R   Jeff Ryan
• [R-SIG-Finance] high frequency data analysis in R   Eugene Tyurin
• [R-SIG-Finance] high frequency data analysis in R   Shane Conway
• [R-SIG-Finance] high frequency data analysis in R   markleeds at verizon.net
• [R-SIG-Finance] high frequency data analysis in R   Michael
• [R-SIG-Finance] high frequency data analysis in R   markleeds at verizon.net
• [R-SIG-Finance] high frequency data analysis in R   Michael
• [R-SIG-Finance] high frequency data analysis in R   Michael
• [R-SIG-Finance] high frequency data analysis in R   Neil Tiffin
• [R-SIG-Finance] high frequency data analysis in R   Dale W.R. Rosenthal
• [R-SIG-Finance] Historical data: FX spot and options   Michael Larsson
• [R-SIG-Finance] How do cubic spline coefficients contribute to yield formula?   Chirantan Kundu
• [R-SIG-Finance] How estimate VAR(p)-model robustly?   Irene Schreiber
• [R-SIG-Finance] How estimate VAR(p)-model robustly?   Brian G. Peterson
• [R-SIG-Finance] How to code Geometric Brownian Motion Process with Jumps   Thomas Steiner
• [R-SIG-Finance] How to code Geometric Brownian Motion Process with Jumps   stefano iacus
• [R-SIG-Finance] How to code Geometric Brownian Motion Process with Jumps   John-Paul Taylor
• [R-SIG-Finance] How to compare two asynchroneous xts time series?   spencerg
• [R-SIG-Finance] How to compare two asynchroneous xts time series?   Joshua Ulrich
• [R-SIG-Finance] How to compare two asynchroneous xts time series?   Jeff Ryan
• [R-SIG-Finance] How to compare two asynchroneous xts time series?   anass
• [R-SIG-Finance] How to compare two asynchroneous xts time series?   Joshua Ulrich
• [R-SIG-Finance] How to compare two asynchroneous xts time series?   Anass Mouhsine
• [R-SIG-Finance] How to compare two asynchroneous xts time series?   anass
• [R-SIG-Finance] How to compare two asynchroneous xts time series?   Gabor Grothendieck
• [R-SIG-Finance] How to compare two asynchroneous xts time series?   Gabor Grothendieck
• [R-SIG-Finance] How to compare two asynchroneous xts time series?   Anass Mouhsine
• [R-SIG-Finance] how to compute the daily return?   Michael
• [R-SIG-Finance] how to compute the daily return?   Khanh Nguyen
• [R-SIG-Finance] How to do a real time graph   Krishna Dagli
• [R-SIG-Finance] How to do a real time graph   Dirk Eddelbuettel
• [R-SIG-Finance] How to pass user name and password via code   Anura Karunaratne
• [R-SIG-Finance] How to pass user name and password via code   Joshua Ulrich
• [R-SIG-Finance] how to read in this time series csv file with both dates and times?   Gabor Grothendieck
• [R-SIG-Finance] how to read in this time series csv file with both dates and times?   Michael
• [R-SIG-Finance] how to read in this time series csv file with both dates and times?   Gabor Grothendieck
• [R-SIG-Finance] how to read in this time series csv file with both dates and times?   Michael
• [R-SIG-Finance] in xts behavior of to.minutes() and to.period()   Kenneth Spriggs
• [R-SIG-Finance] in xts behavior of to.minutes() and to.period()   Joshua Ulrich
• [R-SIG-Finance] in xts behavior of to.minutes() and to.period()   J Ryan
• [R-SIG-Finance] in xts behavior of to.minutes() and to.period()   Kenneth Spriggs
• [R-SIG-Finance] in xts behavior of to.minutes() and to.period()   Kenneth Spriggs
• [R-SIG-Finance] in xts behavior of to.minutes() and to.period()   Joshua Ulrich
• [R-SIG-Finance] in xts behavior of to.minutes() and to.period()   Kenneth Spriggs
• [R-SIG-Finance] in xts behavior of to.minutes() and to.period()   J Ryan
• [R-SIG-Finance] in xts behavior of to.minutes() and to.period()   Kenneth Spriggs
• [R-SIG-Finance] Interactive Broker API   zubin
• [R-SIG-Finance] Interactive Broker API   Jeff Ryan
• [R-SIG-Finance] Interactive Broker API   Joshua Ulrich
• [R-SIG-Finance] Interactive Broker API   R P Herrold
• [R-SIG-Finance] Interactive Broker API   Joshua Ulrich
• [R-SIG-Finance] Interactive Broker API   R P Herrold
• [R-SIG-Finance] Interactive Broker API   Dirk Eddelbuettel
• [R-SIG-Finance] Interactive Broker API   Brian G. Peterson
• [R-SIG-Finance] Interactive Broker API   Jeff Ryan
• [R-SIG-Finance] intraday data for VIX?   Michael
• [R-SIG-Finance] intraday data for VIX?   Cedrick Johnson
• [R-SIG-Finance] intraday data for VIX?   Michael
• [R-SIG-Finance] intraday data for VIX?   spencerg
• [R-SIG-Finance] intraday data for VIX?   Cedrick Johnson
• [R-SIG-Finance] intraday data for VIX?   spencerg
• [R-SIG-Finance] intraday data for VIX?   Charles Evans
• [R-SIG-Finance] Intro Stock Market Time Series Questions   Neil Tiffin
• [R-SIG-Finance] Intro Stock Market Time Series Questions   Charles Ward
• [R-SIG-Finance] Intro Stock Market Time Series Questions   Mark Breman
• [R-SIG-Finance] Intro Stock Market Time Series Questions   Neil Tiffin
• [R-SIG-Finance] Introducing tawny, a package for filtering correlation matrices via random matrix theory and shrinkage estimation   B. Rowe
• [R-SIG-Finance] Invoking bond_prices function of termstrc package   Chirantan Kundu
• [R-SIG-Finance] Invoking bond_prices function of termstrc package   Chirantan Kundu
• [R-SIG-Finance] issues with NGARCH in rgarch package   Liviu Andronic
• [R-SIG-Finance] issues with NGARCH in rgarch package   Liviu Andronic
• [R-SIG-Finance] iterations inside odfWeave   Eugene Tyurin
• [R-SIG-Finance] iterations inside odfWeave   Brian G. Peterson
• [R-SIG-Finance] iterations inside odfWeave   Eugene Tyurin
• [R-SIG-Finance] iterations inside odfWeave   Joshua Ulrich
• [R-SIG-Finance] iterations inside odfWeave   Matthias Kohl
• [R-SIG-Finance] JOB: Permanent C++ Programmer in London, England, UK   j.
• [R-SIG-Finance] Kdb (Was: high frequency data analysis in R)   Dirk Eddelbuettel
• [R-SIG-Finance] Least Square estimate of Multi-variate time series data   John Kerpel
• [R-SIG-Finance] Least Square estimate of Multi-variate time series data   Rohit Garg
• [R-SIG-Finance] legend in quantmod   babel at centrum.sk
• [R-SIG-Finance] mark areas on time series plot   Stefan Janse van Rensburg
• [R-SIG-Finance] mark areas on time series plot   Gabor Grothendieck
• [R-SIG-Finance] mark areas on time series plot   Stefan Janse van Rensburg
• [R-SIG-Finance] mark areas on time series plot   gnolffilc at gmail.com
• [R-SIG-Finance] mark areas on time series plot   Gabor Grothendieck
• [R-SIG-Finance] mark areas on time series plot   gnolffilc at gmail.com
• [R-SIG-Finance] maxratioPortfolio   Michael Schulman
• [R-SIG-Finance] maxratioPortfolio   Diethelm Wuertz
• [R-SIG-Finance] MLE Jump diffision   From Watchman
• [R-SIG-Finance] MLE Jump diffision   Brian G. Peterson
• [R-SIG-Finance] MSE from GARCH forecast   ahmed_shamiri at yahoo.com
• [R-SIG-Finance] MSE from GARCH forecast   alexios
• [R-SIG-Finance] MSE from GARCH forecast   alexios
• [R-SIG-Finance] MSE from GARCH forecast   ahmed_shamiri at yahoo.com
• [R-SIG-Finance] MSE from GARCH forecast   alexios
• [R-SIG-Finance] Name of output column xts vs. dataframe using ifelse statement   Kenneth Spriggs
• [R-SIG-Finance] Name of output column xts vs. dataframe using ifelse statement   Joshua Ulrich
• [R-SIG-Finance] Name of output column xts vs. dataframe using ifelse statement   ksspriggs at gmail.com
• [R-SIG-Finance] Name of output column xts vs. dataframe using ifelse statement   Jeff Ryan
• [R-SIG-Finance] NERC holiday calendar   Diethelm Wuertz
• [R-SIG-Finance] New banking analytics company (with R computation engine)   Bill McKinnon
• [R-SIG-Finance] Newbie question on risk free Interest Rate   bogaso.christofer
• [R-SIG-Finance] Newbie question on risk free Interest Rate   Stanley Neo
• [R-SIG-Finance] No intercep for First-Difference Estimator in PLM (panel data)   Robert Iquiapaza
• [R-SIG-Finance] Non-parametric tests in R   Subhrangshu Nandi
• [R-SIG-Finance] Non-parametric tests in R   Stefan Grosse
• [R-SIG-Finance] Opentick Gone   Cedrick Johnson
• [R-SIG-Finance] Performance Analytics   Sean Jewell
• [R-SIG-Finance] Performance Analytics   ssmith88 at umd.edu
• [R-SIG-Finance] Performance Analytics   Brian G. Peterson
• [R-SIG-Finance] periodReturn() does not work anymore except for period="daily".   Dodzi Attimu
• [R-SIG-Finance] periodReturn() does not work anymore except for period="daily".   Jeff Ryan
• [R-SIG-Finance] periodReturn() does not work anymore except for period="daily".   spencerg
• [R-SIG-Finance] portfolio rebalancing   Fuchs Ira
• [R-SIG-Finance] portfolio rebalancing   spencerg
• [R-SIG-Finance] portfolioFrontier nonsense   ssmith88 at umd.edu
• [R-SIG-Finance] portfolioFrontier nonsense   Diethelm Wuertz
• [R-SIG-Finance] portfolioFrontier nonsense   ssmith88 at umd.edu
• [R-SIG-Finance] portfolioFrontier nonsense   Bengoechea Bartolomé Enrique (SIES 73)
• [R-SIG-Finance] portfolioFrontier nonsense   Andy Zhu
• [R-SIG-Finance] portfolioFrontier nonsense   ssmith88 at umd.edu
• [R-SIG-Finance] positions in timeSeries object   Sarkar, Arup
• [R-SIG-Finance] positions in timeSeries object   spencerg
• [R-SIG-Finance] positions in timeSeries object   Sarkar, Arup
• [R-SIG-Finance] positions in timeSeries object   Sarkar, Arup
• [R-SIG-Finance] positions in timeSeries object   spencerg
• [R-SIG-Finance] positions in timeSeries object   Shane Conway
• [R-SIG-Finance] Preprocessing RData file (Was: Kdb (Was: high frequency data analysis in R))   Rowe, Brian Lee Yung (Portfolio Analytics)
• [R-SIG-Finance] Preprocessing RData file (Was: Kdb (Was: high frequency data analysis in R))   Jeff Ryan
• [R-SIG-Finance] Preprocessing RData file (Was: Kdb (Was: high frequency data analysis in R))   Rowe, Brian Lee Yung (Portfolio Analytics)
• [R-SIG-Finance] Preprocessing RData file (Was: Kdb (Was: high frequency data analysis in R))   Jeff Ryan
• [R-SIG-Finance] Preprocessing RData file (Was: Kdb (Was: high frequency data analysis in R))   Jeff Ryan
• [R-SIG-Finance] Preprocessing RData file (Was: Kdb (Was: high frequency data analysis in R))   Whit Armstrong
• [R-SIG-Finance] prices in usd   Ian Coe
• [R-SIG-Finance] prices in usd   Ian Coe
• [R-SIG-Finance] prices in usd   Robert Sams
• [R-SIG-Finance] prices in usd   Ana Nelson
• [R-SIG-Finance] prices in usd   Ian Coe
• [R-SIG-Finance] prices in usd   Ana Nelson
• [R-SIG-Finance] prices in usd   spencerg
• [R-SIG-Finance] prices in usd   Ana Nelson
• [R-SIG-Finance] prices in usd   Ana Nelson
• [R-SIG-Finance] prices in usd   spencerg
• [R-SIG-Finance] prices in usd   spencerg
• [R-SIG-Finance] prices in usd   Ana Nelson
• [R-SIG-Finance] prices in usd   Ian Coe
• [R-SIG-Finance] prices in usd   Brian G. Peterson
• [R-SIG-Finance] prices in usd   Ana Nelson
• [R-SIG-Finance] prices in usd   Ana Nelson
• [R-SIG-Finance] Problem with Delt() from quantmod   Luis Torgo
• [R-SIG-Finance] Problem with Delt() from quantmod   Jeff Ryan
• [R-SIG-Finance] Problem with Extracting Fitted Values from fGarchpackage   Mohammad Sabr
• [R-SIG-Finance] Problem with Extracting Fitted Values from fGarch package   Mohammad Sabr
• [R-SIG-Finance] Problem with subsetting in xts package   Luis Torgo
• [R-SIG-Finance] Problem with subsetting in xts package   Jeff Ryan
• [R-SIG-Finance] Quantmod   Dan Avery
• [R-SIG-Finance] Quantmod   Jeff Ryan
• [R-SIG-Finance] quantmod and intraday time periods   Tom H
• [R-SIG-Finance] quantmod and intraday time periods   Joshua Ulrich
• [R-SIG-Finance] quantmod and intraday time periods   Tom H
• [R-SIG-Finance] quantmod and intraday time periods   Brian G. Peterson
• [R-SIG-Finance] quantmod chart parameters   Mahesh Krishnan
• [R-SIG-Finance] quantmod error downloading .AORD data   Sean Carmody
• [R-SIG-Finance] Quantmod getFinancials   Francisco Javier Perez Caballero
• [R-SIG-Finance] Quantmod getFinancials   Joshua Ulrich
• [R-SIG-Finance] quantmod getSymbols   Khanh Nguyen
• [R-SIG-Finance] quantmod getSymbols   spencerg
• [R-SIG-Finance] quantmod getSymbols   Jeff Ryan
• [R-SIG-Finance] Quantmod problem retrieving data   Werner Erselina
• [R-SIG-Finance] Quantmod problem retrieving data   Josh Ulrich
• [R-SIG-Finance] Quantmod problem retrieving data   Werner Erselina
• [R-SIG-Finance] Quantmod problem retrieving data   Jeff Ryan
• [R-SIG-Finance] Quantmod problem retrieving data   Werner Erselina
• [R-SIG-Finance] quantmod: overlaying time series bar charts   Sebastian Hauer
• [R-SIG-Finance] quantmod: overlaying time series bar charts   Tariq Khan
• [R-SIG-Finance] quantmod: overlaying time series bar charts   Jeff Ryan
• [R-SIG-Finance] quantmod: overlaying time series bar charts   Dai, Jiqiong
• [R-SIG-Finance] R training in London (and a talk)   Patrick Burns
• [R-SIG-Finance] R-SIG-Finance Digest, Vol 59, Issue 10   Rosenthal, Dale W.R.
• [R-SIG-Finance] R-SIG-Finance Digest, Vol 60, Issue 9   dmhutch at gmail.com
• [R-SIG-Finance] R-SIG-Finance Digest, Vol 61, Issue 2   Stanley Neo
• [R-SIG-Finance] R/Finance 2009 Presentations Online   Jeff Ryan
• [R-SIG-Finance] R/Finance 2009 Schedule and Updates   Jeff Ryan
• [R-SIG-Finance] R/Rmetrics ebook and Meielisalp Workshop   Diethelm Wuertz
• [R-SIG-Finance] R: [Fwd: R-SIG-Finance Digest, Vol 60, Issue 18]   Steven Archambault
• [R-SIG-Finance] R: [Fwd: R-SIG-Finance Digest, Vol 60, Issue 18]   Melo Velandia Luis Fernando
• [R-SIG-Finance] R: [Fwd: R-SIG-Finance Digest, Vol 60, Issue 18]   Steven Archambault
• [R-SIG-Finance] R: [Fwd: R-SIG-Finance Digest, Vol 60, Issue 18]   Steven Archambault
• [R-SIG-Finance] R: [Fwd: R-SIG-Finance Digest, Vol 60, Issue 18]   Robert Iquiapaza
• [R-SIG-Finance] R: [Fwd: R-SIG-Finance Digest, Vol 60, Issue 18]   Steven Archambault
• [R-SIG-Finance] R: [Fwd: R-SIG-Finance Digest, Vol 60, Issue 18]   Robert Iquiapaza
• [R-SIG-Finance] R: No intercep for First-Difference Estimator in PLM(panel data) - follow-up   Robert Iquiapaza
• [R-SIG-Finance] R^2 extraction and autocorrelation/heterokedasticity on TSLS regression   josé maria Rodriguez
• [R-SIG-Finance] R^2 extraction and autocorrelation/heterokedasticity tests on tsls regression   josé maria Rodriguez
• [R-SIG-Finance] RBloomberg (was Re: intraday data for VIX?)   Charles Evans
• [R-SIG-Finance] RBloomberg (was Re: intraday data for VIX?)   Cedrick Johnson
• [R-SIG-Finance] RBloomberg - limit on size of return array?   Phil Joubert
• [R-SIG-Finance] RBloomberg - limit on size of return array?   Paul DeBruicker
• [R-SIG-Finance] RBloomberg - limit on size of return array?   Phil Joubert
• [R-SIG-Finance] RBloomberg WAS: [R-sig-finance] intraday data for VIX?   Cedrick Johnson
• [R-SIG-Finance] RBloomberg with rcom   Ana Nelson
• [R-SIG-Finance] RBloomberg with rcom   Ian Coe
• [R-SIG-Finance] RBloomberg with rcom   Ana Nelson
• [R-SIG-Finance] re[R-sig-finance] commended books   Bogaso
• [R-SIG-Finance] re[R-sig-finance] commended books   Liviu Andronic
• [R-SIG-Finance] re[R-sig-finance] commended books   Patrick Burns
• [R-SIG-Finance] re[R-sig-finance] trieving option info from IB   Wind2
• [R-SIG-Finance] Real interest rate data   Bastian.Offermann at zzgmbh.at
• [R-SIG-Finance] Real interest rate data   spencerg
• [R-SIG-Finance] recommended books   Stefan Janse van Rensburg
• [R-SIG-Finance] recommended books   Gabor Grothendieck
• [R-SIG-Finance] recommended books   Stefan Janse van Rensburg
• [R-SIG-Finance] retrieving option info from IB   Wind
• [R-SIG-Finance] retrieving option info from IB   Jeff Ryan
• [R-SIG-Finance] retrieving option info from IB   Wind
• [R-SIG-Finance] retrieving option info from IB   Jeff Ryan
• [R-SIG-Finance] retrieving option info from IB   Wind
• [R-SIG-Finance] Return.calculate strange results?   Mark Breman
• [R-SIG-Finance] Return.calculate strange results?   Robert Iquiapaza
• [R-SIG-Finance] Review of some R/Finance 2009 talks   David M Smith
• [R-SIG-Finance] Rglpk_solve_LP   Subhrangshu Nandi
• [R-SIG-Finance] Rglpk_solve_LP   Guy Yollin
• [R-SIG-Finance] Rquantlib discount curve   Martin.Prins at ingim.com
• [R-SIG-Finance] Rquantlib discount curve   Brian G. Peterson
• [R-SIG-Finance] Rquantlib discount curve   Cedrick Johnson
• [R-SIG-Finance] Rquantlib discount curve   Khanh Nguyen
• [R-SIG-Finance] Shaohui Wang ist außer Haus. / is out of the office.   Shaohui.Wang at dzbank.de
• [R-SIG-Finance] Sharpe ratio in tseries   Subhrangshu Nandi
• [R-SIG-Finance] Sharpe ratio in tseries   Gabor Grothendieck
• [R-SIG-Finance] Sharpe ratio in tseries   Subhrangshu Nandi
• [R-SIG-Finance] Sharpe ratio in tseries   Jeff Ryan
• [R-SIG-Finance] skew normal cond.dist in fGarch::garchFit   Valentin Dimitrov
• [R-SIG-Finance] some notes on using R in Amazon's EC2   Robert Grossman
• [R-SIG-Finance] Speed optimization on minutes distribution calculation   Brian G. Peterson
• [R-SIG-Finance] Speed optimization on minutes distribution calculation   Wind
• [R-SIG-Finance] Speed optimization on minutes distribution calculation   Wind
• [R-SIG-Finance] Speed optimization on minutes distribution calculation   Jeff Ryan
• [R-SIG-Finance] Speed optimization on minutes distribution calculation   Jeff Ryan
• [R-SIG-Finance] Speed optimization on minutes distribution calculation   Wind
• [R-SIG-Finance] SPS and QLPM portfolios   ssmith88 at umd.edu
• [R-SIG-Finance] SPS and QLPM portfolios   spencerg
• [R-SIG-Finance] standard error and p-value for the estimated parameter in AR model   FMH
• [R-SIG-Finance] standard error and p-value for the estimated parameter in AR model   Matthieu Stigler
• [R-SIG-Finance] standard error and p-value for the estimated parameter in AR model   markleeds at verizon.net
• [R-SIG-Finance] standard error and p-value for the estimated parameter in AR model   Matthieu Stigler
• [R-SIG-Finance] standard error and p-value for the estimated parameter in AR model   markleeds at verizon.net
• [R-SIG-Finance] standard error and p-value for the estimated parameter in AR model   Matthieu Stigler
• [R-SIG-Finance] subscripting variable names?   Charles Evans
• [R-SIG-Finance] subscripting variable names?   Brian G. Peterson
• [R-SIG-Finance] the payoff of an call option   BearXu
• [R-SIG-Finance] the payoff of an call option   BearXu
• [R-SIG-Finance] the payoff of an call option   Paul DeBruicker
• [R-SIG-Finance] the payoff of an call option   Adams, Zeno
• [R-SIG-Finance] the payoff of an call option   BearXu
• [R-SIG-Finance] Thoughts for "Michael" (was "high frequency")   Steve Wisdom
• [R-SIG-Finance] tick data database   Hae Kyung Im
• [R-SIG-Finance] tick data database   Dirk Eddelbuettel
• [R-SIG-Finance] time series question   markleeds at verizon.net
• [R-SIG-Finance] time series question   spencerg
• [R-SIG-Finance] time series question   Ajay Shah
• [R-SIG-Finance] time series question   spencerg
• [R-SIG-Finance] time series question   markleeds at verizon.net
• [R-SIG-Finance] time series question   spencerg
• [R-SIG-Finance] time series question   markleeds at verizon.net
• [R-SIG-Finance] trying to plot coincident time series in quantmod...   Jeff Ryan
• [R-SIG-Finance] trying to plot coincident time series in quantmod...   Eugene Tyurin
• [R-SIG-Finance] trying to plot coincident time series in quantmod...   Jeff Ryan
• [R-SIG-Finance] trying to plot coincident time series in quantmod...   Eugene Tyurin
• [R-SIG-Finance] TSLS: R^2 extraction and autocorrelation and heterokedasticity tests   josé maria Rodriguez
• [R-SIG-Finance] TSLS: R^2 extraction and autocorrelation and heterokedasticity tests   spencerg
• [R-SIG-Finance] TSLS: R^2 extraction and autocorrelation and heterokedasticity tests   spencerg
• [R-SIG-Finance] TTR Stochastics function - internal smoothing   Stanley Neo
• [R-SIG-Finance] TTR Stochastics function - internal smoothing   Joshua Ulrich
• [R-SIG-Finance] TTR Stochastics function - internal smoothing   Stanley Neo
• [R-SIG-Finance] TTR Stochastics function - internal smoothing   Joshua Ulrich
• [R-SIG-Finance] TTR's RSI   Hae Kyung Im
• [R-SIG-Finance] TTR's RSI   Josh Ulrich
• [R-SIG-Finance] TTR's RSI   Hae Kyung Im
• [R-SIG-Finance] TTR's RSI   Hae Kyung Im
• [R-SIG-Finance] TTR's RSI   Hae Kyung Im
• [R-SIG-Finance] TTR's RSI   Josh Ulrich
• [R-SIG-Finance] TTR's RSI   Josh Ulrich
• [R-SIG-Finance] updated Rmetrics packages   Yohan Chalabi
• [R-SIG-Finance] Value-at-Risk   Wei-han Liu
• [R-SIG-Finance] Value-at-Risk   Adams, Zeno
• [R-SIG-Finance] VaR again   Brian G. Peterson
• [R-SIG-Finance] VaR again   Megh Dal
• [R-SIG-Finance] VaR again   Brian G. Peterson
• [R-SIG-Finance] VAR Modelling   Khalid Iqbal
• [R-SIG-Finance] VAR Modelling   Stefan Grosse
• [R-SIG-Finance] Vasicek model estimation via linear regression   Zanella Marco
• [R-SIG-Finance] Vasicek model estimation via linear regression   Schaeffer, Derek BGI SF
• [R-SIG-Finance] Vasicek model estimation via linear regression   markleeds at verizon.net
• [R-SIG-Finance] Vasicek model estimation via linear regression   Eric Zivot
• [R-SIG-Finance] Vasicek model estimation via linear regression   markleeds at verizon.net
• [R-SIG-Finance] Vector autoregression with Newey-West standard errors   Liviu Andronic
• [R-SIG-Finance] Vector autoregression with Newey-West standard errors   Achim Zeileis
• [R-SIG-Finance] Vector autoregression with Newey-West standard errors   Liviu Andronic
• [R-SIG-Finance] Vector autoregression with Newey-West standard errors   Liviu Andronic
• [R-SIG-Finance] Vector autoregression with Newey-West standard errors   Liviu Andronic
• [R-SIG-Finance] Vector autoregression with Newey-West standard errors   Matthieu Stigler
• [R-SIG-Finance] Vector autoregression with Newey-West standard errors   Achim Zeileis
• [R-SIG-Finance] weightsSlider in fPortfolio broken?   Stefan Grosse
• [R-SIG-Finance] WG: Re: RBloomberg - limit on size of return array?   Matthias.Koberstein at hsbctrinkaus.de
• [R-SIG-Finance] When will the ebook "Portfolio Optimization with R/Rmetrics" be published?   BearXu
• [R-SIG-Finance] why does interpolation in high frequency time series create spurious correlation?   stefano iacus
• [R-SIG-Finance] why does interpolation in high frequency time series create spurious correlation?   Michael
• [R-SIG-Finance] working levelplot with zoo - surface plot of multivariate time series   Christian Gunning
• [R-SIG-Finance] xts and TTR problems   B Kim
• [R-SIG-Finance] xts and TTR problems   Joshua Ulrich
• [R-SIG-Finance] yahoo historical data quality   Andy Zhu
• [R-SIG-Finance] yahoo historical data quality   James Toll
• [R-SIG-Finance] yahoo historical data quality   Hodgess, Erin
• [R-SIG-Finance] yahoo historical data quality   Andy Zhu
• [R-SIG-Finance] yahoo historical data quality   Michael Larsson
• [R-SIG-Finance] zoo plotting - invalid 'ylim' value   Khanh Nguyen
• [R-SIG-Finance] zoo plotting - invalid 'ylim' value   Gabor Grothendieck
• [R-SIG-Finance] zoo plotting - invalid 'ylim' value   Gabor Grothendieck
• [R-SIG-Finance] zoo plotting - invalid 'ylim' value   spencerg
• [R-SIG-Finance] zoo plotting - invalid 'ylim' value   Gabor Grothendieck
• [R-SIG-Finance] zoo plotting - invalid 'ylim' value   Dirk Eddelbuettel
• [R-SIG-Finance] zoo plotting - invalid 'ylim' value   Gabor Grothendieck
• [R-SIG-Finance] zoo: bug / feature replacing coredata - subsetting by dates   Phil Joubert
• [R-SIG-Finance] zoo: bug / feature replacing coredata - subsetting by dates   Gabor Grothendieck
• [R-SIG-Finance] zoo: bug / feature replacing coredata - subsetting by dates   Jeff Ryan
• [R-SIG-Finance] zoo: bug / feature replacing coredata - subsetting by dates   Phil Joubert
• [R-SIG-Finance] zoo: bug / feature replacing coredata - subsetting by dates   Brian G. Peterson

Last message date: Tue Jun 30 21:26:35 CEST 2009
Archived on: Tue Jun 30 21:27:47 CEST 2009

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