First quarter 2009 Archives by author

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Starting: Sat Jan 3 09:19:20 CET 2009
Ending: Tue Mar 31 23:43:21 CEST 2009
Messages: 382

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

Last message date: Tue Mar 31 23:43:21 CEST 2009
Archived on: Tue Mar 31 23:44:26 CEST 2009

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