First quarter 2014 Archives by subject

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Starting: Wed Jan 1 12:15:55 CET 2014
Ending: Mon Mar 31 10:34:18 CEST 2014
Messages: 160

• [R-SIG-Finance] 8th R/Rmetrics Summer School and Workshop   P. Henaff
• [R-SIG-Finance] About ugarchboot   Jaimie Villanueva
• [R-SIG-Finance] About ugarchboot   alexios ghalanos
• [R-SIG-Finance] aparch model in rugarch package   Jaimie Villanueva
• [R-SIG-Finance] aparch model in rugarch package   alexios ghalanos
• [R-SIG-Finance] apply.paramset and parallel   Russell Miller
• [R-SIG-Finance] BEQS() in Rbbg   Pierre Lapointe
• [R-SIG-Finance] BEQS() in Rbbg   John Laing
• [R-SIG-Finance] Bug in ruleOrderProc - txnfees is not a numeric?   Ivan Popivanov
• [R-SIG-Finance] Bug in ruleOrderProc - txnfees is not a numeric?   Brian G. Peterson
• [R-SIG-Finance] Bug in ruleOrderProc - txnfees is not a numeric?   Ivan Popivanov
• [R-SIG-Finance] Bug in ruleOrderProc - txnfees is not a numeric?   Brian G. Peterson
• [R-SIG-Finance] Can Rugarch handle univariate GARCH models with many external regressors?   Vojtěch Pištora
• [R-SIG-Finance] Comparison between rugarch and fGarch   Danielle Davidian
• [R-SIG-Finance] Comparison between rugarch and fGarch   alexios ghalanos
• [R-SIG-Finance] Dates not formatting properly for quarterly time series in xtsExtra   Eric Zivot
• [R-SIG-Finance] Dates not formatting properly for quarterly time series in xtsExtra   Mark Knecht
• [R-SIG-Finance] Dates not formatting properly for quarterly time series in xtsExtra   R. Michael Weylandt
• [R-SIG-Finance] DEoptim MSGARCH   Bastian Offermann
• [R-SIG-Finance] DEoptim MSGARCH   Brian G. Peterson
• [R-SIG-Finance] DEoptim MSGARCH   Bastian Offermann
• [R-SIG-Finance] DEoptim MSGARCH   Brian G. Peterson
• [R-SIG-Finance] Different external regressor in rugarch give the same result   Dessy Anggraeni
• [R-SIG-Finance] Different external regressor in rugarch give the same result   alexios ghalanos
• [R-SIG-Finance] Different external regressor in rugarch give the same result   Dessy Anggraeni
• [R-SIG-Finance] Different significance of parameter estimation in GARCH models using r (rugarch & fGarch package)   philippe
• [R-SIG-Finance] Different significance of parameter estimation in GARCH models using r (rugarch & fGarch package)   Alexios Ghalanos
• [R-SIG-Finance] Different significance of parameter estimation in GARCH models using r (rugarch & fGarch package)   philippe
• [R-SIG-Finance] Different significance of parameter estimation in GARCH models using r (rugarch & fGarch package)   alexios ghalanos
• [R-SIG-Finance] Errors in assetsFit function of fPortfolio package   Mohammad Nikzad
• [R-SIG-Finance] Errors in assetsFit function of fPortfolio package   Mark Knecht
• [R-SIG-Finance] Errors in assetsFit function of fPortfolio package   Enrico Schumann
• [R-SIG-Finance] Errors in assetsFit function of fPortfolio package   Brian G. Peterson
• [R-SIG-Finance] Formatting multiple charts on same window   manojit_roy at comcast.net
• [R-SIG-Finance] Formatting multiple charts on same window   R. Michael Weylandt
• [R-SIG-Finance] Formatting multiple charts on same window   R. Michael Weylandt
• [R-SIG-Finance] Formely known Rbloomberg package   arnaud gaboury
• [R-SIG-Finance] Formely known Rbloomberg package   Whit Armstrong
• [R-SIG-Finance] Formely known Rbloomberg package   arnaud gaboury
• [R-SIG-Finance] Formely known Rbloomberg package   arnaud gaboury
• [R-SIG-Finance] Formely known Rbloomberg package   Dirk Eddelbuettel
• [R-SIG-Finance] Formely known Rbloomberg package   arnaud gaboury
• [R-SIG-Finance] Formely known Rbloomberg package   Brian G. Peterson
• [R-SIG-Finance] Formely known Rbloomberg package   arnaud gaboury
• [R-SIG-Finance] Formely known Rbloomberg package   Brian G. Peterson
• [R-SIG-Finance] Formely known Rbloomberg package   arnaud gaboury
• [R-SIG-Finance] Formely known Rbloomberg package   Whit Armstrong
• [R-SIG-Finance] Formely known Rbloomberg package   arnaud gaboury
• [R-SIG-Finance] Formely known Rbloomberg package   arnaud gaboury
• [R-SIG-Finance] Formely known Rbloomberg package   Whit Armstrong
• [R-SIG-Finance] Formely known Rbloomberg package   John Laing
• [R-SIG-Finance] Formely known Rbloomberg package   Anil Bishnoie
• [R-SIG-Finance] Formely known Rbloomberg package   arnaud gaboury
• [R-SIG-Finance] Formely known Rbloomberg package   arnaud gaboury
• [R-SIG-Finance] Formely known Rbloomberg package   Pedro Baltazar
• [R-SIG-Finance] Formely known Rbloomberg package   Michael Weylandt
• [R-SIG-Finance] Formely known Rbloomberg package   arnaud gaboury
• [R-SIG-Finance] Formely known Rbloomberg package   arnaud gaboury
• [R-SIG-Finance] Formely known Rbloomberg package   Whit Armstrong
• [R-SIG-Finance] Formely known Rbloomberg package   Anil Bishnoie
• [R-SIG-Finance] Formely known Rbloomberg package   arnaud gaboury
• [R-SIG-Finance] Formely known Rbloomberg package   arnaud gaboury
• [R-SIG-Finance] Formely known Rbloomberg package   Whit Armstrong
• [R-SIG-Finance] GAS model   jun wang
• [R-SIG-Finance] GAS model   Gmail
• [R-SIG-Finance] GAS model   jun wang
• [R-SIG-Finance] GAS model   jun wang
• [R-SIG-Finance] get.hist.quote with Yahoo No Longer Works?   George Giordano
• [R-SIG-Finance] get.hist.quote with Yahoo No Longer Works?   markbreman .
• [R-SIG-Finance] get.hist.quote with Yahoo No Longer Works?   Dirk Eddelbuettel
• [R-SIG-Finance] get.hist.quote with Yahoo No Longer Works?   Mark Knecht
• [R-SIG-Finance] getSymbols fails for Yahoo symbols   Paul Gilbert
• [R-SIG-Finance] getSymbols fails for Yahoo symbols   Mark Knecht
• [R-SIG-Finance] Good evening R Sig Finance   Jesper Hybel Pedersen
• [R-SIG-Finance] How to retrieve standard errors of cointegrating vector from vars/urca ?   paulofel
• [R-SIG-Finance] I DID IT!   Bauermartin at gmx.at
• [R-SIG-Finance] Leverage Constraint Error when running PortfolioAnalytics   John Kaprich
• [R-SIG-Finance] Leverage Constraint Error when running PortfolioAnalytics   Ross Bennett
• [R-SIG-Finance] meaning of IBroker mktData information   Stephen Choularton
• [R-SIG-Finance] meaning of IBroker mktData information   Stephen Choularton
• [R-SIG-Finance] meaning of IBroker mktData information   arnaud gaboury
• [R-SIG-Finance] meaning of IBroker mktData information   Stephen Choularton
• [R-SIG-Finance] meaning of IBroker mktData information   arnaud gaboury
• [R-SIG-Finance] meaning of IBroker mktData information   Stephen Choularton
• [R-SIG-Finance] meaning of IBroker mktData information   Stergios Marinopoulos
• [R-SIG-Finance] meaning of IBroker mktData information   Brian G. Peterson
• [R-SIG-Finance] meaning of IBroker mktData information   ce
• [R-SIG-Finance] meaning of IBroker mktData information   Stephen Choularton
• [R-SIG-Finance] meaning of IBroker mktData information   Mark Knecht
• [R-SIG-Finance] meaning of IBroker mktData information   R P Herrold
• [R-SIG-Finance] medium term Curreny/fx forecasting ( with ar ma arma + garch ? )   ce
• [R-SIG-Finance] Modeling FX rates   Jaimie
• [R-SIG-Finance] Modeling FX rates   Dominykas Grigonis
• [R-SIG-Finance] Modeling FX rates   Jaimie
• [R-SIG-Finance] Modeling FX rates   Dominykas Grigonis
• [R-SIG-Finance] NGARCH with FGarch package   Milos Cipovic
• [R-SIG-Finance] Overlaying OBV on Volume chart   manojit_roy at comcast.net
• [R-SIG-Finance] Overlaying OBV on Volume chart   Joshua Ulrich
• [R-SIG-Finance] Quadratic Optimization Problem: Kelly Criterion   Andrew O
• [R-SIG-Finance] Quadratic Optimization Problem: Kelly Criterion   R Vince
• [R-SIG-Finance] Quandl error: Error in getCurlHandle() : could not find function "getClass"   ce
• [R-SIG-Finance] Quandl error: Error in getCurlHandle() : could not find function "getClass"   Paul Teetor
• [R-SIG-Finance] Quandl error: Error in getCurlHandle() : could not find function "getClass"   Robert Harlow
• [R-SIG-Finance] Quandl error: Error in getCurlHandle() : could not find function "getClass"   ce
• [R-SIG-Finance] quantstrat - stochastic oscillator overbought-oversold (OBOS) strategy   amarjit chandhial
• [R-SIG-Finance] quantstrat demo(faber_rebal)   Simon Otziger
• [R-SIG-Finance] quantstrat demo(faber_rebal)   Gei Lin
• [R-SIG-Finance] quantstrat demo(faber_rebal)   Simon Otziger
• [R-SIG-Finance] quantstrat demo(faber_rebal)   amarjit chandhial
• [R-SIG-Finance] Quantstrat help   Noah Silverman
• [R-SIG-Finance] Quantstrat help   Joshua Ulrich
• [R-SIG-Finance] Quantstrat help   NOAH SILVERMAN
• [R-SIG-Finance] Quantstrat help   Joshua Ulrich
• [R-SIG-Finance] R/Finance 2014 Agenda posted   Dirk Eddelbuettel
• [R-SIG-Finance] R/Finance 2014 Call for Papers   Joshua Ulrich
• [R-SIG-Finance] R/Finance 2014 Call for Papers   Oleg Mubarakshin
• [R-SIG-Finance] R/Finance 2014 Call for Papers   Brian G. Peterson
• [R-SIG-Finance] R/Finance 2014 Call for Papers   Joshua Ulrich
• [R-SIG-Finance] R/Finance 2014 Registration now open   Dirk Eddelbuettel
• [R-SIG-Finance] RMySQL returning too much data?   Mark Knecht
• [R-SIG-Finance] RMySQL returning too much data?   Joshua Ulrich
• [R-SIG-Finance] RMySQL returning too much data?   Mark Knecht
• [R-SIG-Finance] RMySQL returning too much data?   Joshua Ulrich
• [R-SIG-Finance] RMySQL returning too much data?   Mark Knecht
• [R-SIG-Finance] RQuantlib tsquote meaning of rates   Kevin Owens
• [R-SIG-Finance] RQuantlib tsquote meaning of rates   Dirk Eddelbuettel
• [R-SIG-Finance] ruGARCH realGARCH: Comparing sigma() with realizedVol input   Duco van Rossem
• [R-SIG-Finance] ruGARCH realGARCH: Comparing sigma() with realizedVol input   alexios ghalanos
• [R-SIG-Finance] ruGARCH realGARCH: Comparing sigma() with realizedVol input   Duco van Rossem
• [R-SIG-Finance] ruGARCH realGARCH: Comparing sigma() with realizedVol input   alexios ghalanos
• [R-SIG-Finance] ruGARCH realGARCH: Comparing sigma() with realizedVol input   Duco van Rossem
• [R-SIG-Finance] Seeking help to understand the Bond value   Christofer Bogaso
• [R-SIG-Finance] Seeking help to understand the Bond value   Edu
• [R-SIG-Finance] Simulating an In-Mean Garch (1, 1) model with Rugarch.   Benny André Byremo
• [R-SIG-Finance] Simulating an In-Mean Garch (1, 1) model with Rugarch.   alexios ghalanos
• [R-SIG-Finance] Spline GARCH   Bastian Offermann
• [R-SIG-Finance] Spline GARCH   Paul Gilbert
• [R-SIG-Finance] Spline GARCH   Alexios Ghalanos
• [R-SIG-Finance] Spline GARCH   Bastian Offermann
• [R-SIG-Finance] Spline GARCH   Bastian Offermann
• [R-SIG-Finance] Spline GARCH   Paul Gilbert
• [R-SIG-Finance] Split-adjusted yahoo data   R Vince
• [R-SIG-Finance] Split-adjusted yahoo data   Dirk Eddelbuettel
• [R-SIG-Finance] Term structure   Keith S Weintraub
• [R-SIG-Finance] Term structure   Joshua Ulrich
• [R-SIG-Finance] Term structure   Keith S Weintraub
• [R-SIG-Finance] Term structure   Dirk Eddelbuettel
• [R-SIG-Finance] Term structure   Keith S Weintraub
• [R-SIG-Finance] Time Series Data Analysis of Financial Data   Kapil Shukla
• [R-SIG-Finance] Time Series Data Analysis of Financial Data   Mark Knecht
• [R-SIG-Finance] Time Series Data Analysis of Financial Data   Kapil Shukla
• [R-SIG-Finance] Time Series Data Analysis of Financial Data   Mark Knecht
• [R-SIG-Finance] Time Series Data Analysis of Financial Data   Chinmay Patil
• [R-SIG-Finance] Time Series Data Analysis of Financial Data   Jaimie Villanueva
• [R-SIG-Finance] TryCatch and continuing within a loop   R Vince
• [R-SIG-Finance] TryCatch and continuing within a loop   Joshua Ulrich
• [R-SIG-Finance] understanding an error from ugarchfit   tvernay
• [R-SIG-Finance] understanding an error from ugarchfit   Alexios Ghalanos
• [R-SIG-Finance] understanding an error from ugarchfit   tvernay
• [R-SIG-Finance] understanding an error from ugarchfit   alexios ghalanos

Last message date: Mon Mar 31 10:34:18 CEST 2014
Archived on: Mon Mar 31 10:34:28 CEST 2014

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