r-sig-finance  

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• • Re: [R-SIG-Finance] clustering Neil Tiffin
• [R-SIG-Finance] getSymbols not properly accounting for GOOGL's stock split. Ilya Kipnis
  • Re: [R-SIG-Finance] getSymbols not properly accounting for GOOGL's stock split. Joshua Ulrich
• [R-SIG-Finance] Is TTR::volatility(..., calc="close") correct? Ivan Popivanov
• [R-SIG-Finance] Paris R/Rmetrics Conference registration deadline - 15 May 2014 P. Henaff
• Re: [R-SIG-Finance] Writing sell rules with quantstrat fc_11
  • Re: [R-SIG-Finance] Writing sell rules with quantstrat Joshua Ulrich
  • Re: [R-SIG-Finance] Writing sell rules with quantstrat Ilya Kipnis
• [R-SIG-Finance] moments (and/or density) for "std" in the "rugarch"-package or "TF2" in the "gamlss.dist"-package Johannes Moser
• [R-SIG-Finance] preserving dates in output of tseries aschmid1
  • Re: [R-SIG-Finance] preserving dates in output of tseries sean fallon
  • Re: [R-SIG-Finance] preserving dates in output of tseries Chinmay Patil
  • Re: [R-SIG-Finance] preserving dates in output of tseries aschmid1
• [R-SIG-Finance] Mode list to mode numerical.... fast.. Steve Greiner
  • Re: [R-SIG-Finance] Mode list to mode numerical.... fast.. Joshua Ulrich
  • Re: [R-SIG-Finance] Mode list to mode numerical.... fast.. Dirk Eddelbuettel
  • Re: [R-SIG-Finance] Mode list to mode numerical.... fast.. Mustafa Baydogan
  • Re: [R-SIG-Finance] Mode list to mode numerical.... fast.. Mustafa Baydogan
• [R-SIG-Finance] efficient code for nonlinear garch model Milos Cipovic
  • Re: [R-SIG-Finance] efficient code for nonlinear garch model Patrick Burns
  • Re: [R-SIG-Finance] efficient code for nonlinear garch model [email protected]
• [R-SIG-Finance] rbbg connection problem Aidan Corcoran
  • Re: [R-SIG-Finance] rbbg connection problem John Laing
  • Re: [R-SIG-Finance] rbbg connection problem Aidan Corcoran
  • Re: [R-SIG-Finance] rbbg connection problem John Laing
  • Re: [R-SIG-Finance] rbbg connection problem Aidan Corcoran
• [R-SIG-Finance] CVA for swaps Keith S Weintraub
• [R-SIG-Finance] Independence test rugarch package philippe
  • Re: [R-SIG-Finance] Independence test rugarch package alexios ghalanos
  • Re: [R-SIG-Finance] Independence test rugarch package philippe
  • Re: [R-SIG-Finance] Independence test rugarch package alexios ghalanos
  • Re: [R-SIG-Finance] Independence test rugarch package philippe
• [R-SIG-Finance] student t mixture VaR in R // imitate example 2.23 in C.Alexander: Market Risk IV Johannes Moser
  • Re: [R-SIG-Finance] student t mixture VaR in R // imitate example 2.23 in C.Alexander: Market Risk IV Alexios Ghalanos
  • Re: [R-SIG-Finance] student t mixture VaR in R // imitate example 2.23 in C.Alexander: Market Risk IV Johannes Moser
  • Re: [R-SIG-Finance] student t mixture VaR in R // imitate example 2.23 in C.Alexander: Market Risk IV alexios ghalanos
  • Re: [R-SIG-Finance] student t mixture VaR in R // imitate example 2.23 in C.Alexander: Market Risk IV Johannes Moser
  • Re: [R-SIG-Finance] student t mixture VaR in R // imitate example 2.23 in C.Alexander: Market Risk IV Johannes Moser
  • Re: [R-SIG-Finance] student t mixture VaR in R // imitate example 2.23 in C.Alexander: Market Risk IV Johannes Moser
• [R-SIG-Finance] RUGARCH --- "pdist" peculiarities wrt. a numerical optimization problem Johannes Moser
  • Re: [R-SIG-Finance] RUGARCH --- "pdist" peculiarities wrt. a numerical optimization problem alexios ghalanos
• [R-SIG-Finance] index creation BBands
• [R-SIG-Finance] Scaling and Clustering of Financial Data Adam Ginensky
  • Re: [R-SIG-Finance] Scaling and Clustering of Financial Data aschmid1
  • Re: [R-SIG-Finance] Scaling and Clustering of Financial Data Berk Orbay
  • Re: [R-SIG-Finance] Scaling and Clustering of Financial Data Dominykas Grigonis
  • Re: [R-SIG-Finance] Scaling and Clustering of Financial Data Adam Ginensky
  • Re: [R-SIG-Finance] Scaling and Clustering of Financial Data stefano iacus
• [R-SIG-Finance] simple GARCH model Chris Urlaub
  • Re: [R-SIG-Finance] simple GARCH model Mark Knecht
  • Re: [R-SIG-Finance] simple GARCH model Mark Knecht
  • Re: [R-SIG-Finance] simple GARCH model Jdiego
• [R-SIG-Finance] Multiple regression information criterion fernando
  • Re: [R-SIG-Finance] Multiple regression information criterion Dominykas Grigonis
  • Re: [R-SIG-Finance] Multiple regression information criterion fernando
  • Re: [R-SIG-Finance] Multiple regression information criterion Dominykas Grigonis
  • Re: [R-SIG-Finance] Multiple regression information criterion Dominykas Grigonis
• [R-SIG-Finance] RQuantLib - Options value at maturity Pedro Baltazar
  • Re: [R-SIG-Finance] RQuantLib - Options value at maturity Dominykas Grigonis
  • Re: [R-SIG-Finance] RQuantLib - Options value at maturity Pedro Baltazar
  • Re: [R-SIG-Finance] RQuantLib - Options value at maturity Dominykas Grigonis
  • Re: [R-SIG-Finance] RQuantLib - Options value at maturity Pedro Baltazar
  • Re: [R-SIG-Finance] RQuantLib - Options value at maturity Dominykas Grigonis
  • Re: [R-SIG-Finance] RQuantLib - Options value at maturity Pedro Baltazar
  • Re: [R-SIG-Finance] RQuantLib - Options value at maturity Dominykas Grigonis
  • Re: [R-SIG-Finance] RQuantLib - Options value at maturity Kris
• [R-SIG-Finance] Blotter and historical options Noah Silverman
  • Re: [R-SIG-Finance] Blotter and historical options Frank
  • Re: [R-SIG-Finance] Blotter and historical options Chinmay Patil
• [R-SIG-Finance] Second Announcement: 8th R/Rmetrics Workshop and Summer School, Paris 26-28 June 2014 P. Henaff
• [R-SIG-Finance] Aligning time series Mikhail Beketov
  • Re: [R-SIG-Finance] Aligning time series Ilya Kipnis
  • Re: [R-SIG-Finance] Aligning time series Chirag Anand
  • Re: [R-SIG-Finance] Aligning time series David Reiner
  • Re: [R-SIG-Finance] Aligning time series Gei Lin
• [R-SIG-Finance] do any packages exist with short rate bond pricing models? Kevin Owens
  • Re: [R-SIG-Finance] do any packages exist with short rate bond pricing models? Pedro Baltazar
• [R-SIG-Finance] Corn futures tick dataset available Doug Edmunds
• [R-SIG-Finance] Options in Blotter Noah Silverman
  • Re: [R-SIG-Finance] Options in Blotter Chinmay Patil
• [R-SIG-Finance] plz 장승욱
  • Re: [R-SIG-Finance] plz Michael Weylandt
• [R-SIG-Finance] EVT Majid M Bilandi
• [R-SIG-Finance] GARCH MIDAS model Chris Urlaub
  • Re: [R-SIG-Finance] GARCH MIDAS model Dirk Eddelbuettel
• Re: [R-SIG-Finance] stochastic oscillator OBOS - intraday data & optimization Ilya Kipnis
  • Re: [R-SIG-Finance] stochastic oscillator OBOS - intraday data & optimization amarjit chandhial
  • [R-SIG-Finance] stochastic oscillator OBOS - intraday data & optimization amarjit chandhial
  • [R-SIG-Finance] Fw: stochastic oscillator OBOS - intraday data & optimization amarjit chandhial
  • Re: [R-SIG-Finance] Fw: stochastic oscillator OBOS - intraday data & optimization Ilya Kipnis
  • Re: [R-SIG-Finance] Fw: stochastic oscillator OBOS - intraday data & optimization Ilya Kipnis
  • Re: [R-SIG-Finance] Fw: stochastic oscillator OBOS - intraday data & optimization amarjit chandhial
  • Re: [R-SIG-Finance] Fw: stochastic oscillator OBOS - intraday data & optimization Andylu
  • Re: [R-SIG-Finance] Fw: stochastic oscillator OBOS - intraday data & optimization amarjit chandhial
• [R-SIG-Finance] GARCH-M Modeling in R (rugarch) vs EVIEWS Nick Phillips
  • Re: [R-SIG-Finance] GARCH-M Modeling in R (rugarch) vs EVIEWS Alexios Ghalanos
  • Re: [R-SIG-Finance] GARCH-M Modeling in R (rugarch) vs EVIEWS Nick Phillips
• [R-SIG-Finance] Problem with GoogleFinanceSource function: Error in get... Ravi Kulkarni
• [R-SIG-Finance] specifyModel error in fitting a model Raghuraman Ramachandran
• [R-SIG-Finance] quantstrat - stochastic oscillator overbought-oversold (OBOS) strategy amarjit chandhial
  • Re: [R-SIG-Finance] quantstrat - stochastic oscillator overbought-oversold (OBOS) strategy amarjit chandhial
  • [R-SIG-Finance] Fwd: quantstrat - stochastic oscillator overbought-oversold (OBOS) strategy Ilya Kipnis
  • Re: [R-SIG-Finance] Fwd: quantstrat - stochastic oscillator overbought-oversold (OBOS) strategy Ilya Kipnis
  • Re: [R-SIG-Finance] Fwd: quantstrat - stochastic oscillator overbought-oversold (OBOS) strategy amarjit chandhial
• [R-SIG-Finance] R/Finance 2014 Registration now open Dirk Eddelbuettel
  • [R-SIG-Finance] Reminder regarding R/Finance 2014 Registration Dirk Eddelbuettel
• [R-SIG-Finance] quantstrat demo(faber_rebal) Simon Otziger
  • Re: [R-SIG-Finance] quantstrat demo(faber_rebal) Gei Lin
  • Re: [R-SIG-Finance] quantstrat demo(faber_rebal) Simon Otziger
  • Re: [R-SIG-Finance] quantstrat demo(faber_rebal) amarjit chandhial
• [R-SIG-Finance] Different significance of parameter estimation in GARCH models using r (rugarch & fGarch package) philippe
  • Re: [R-SIG-Finance] Different significance of parameter estimation in GARCH models using r (rugarch & fGarch package) Alexios Ghalanos
  • Re: [R-SIG-Finance] Different significance of parameter estimation in GARCH models using r (rugarch & fGarch package) philippe
  • Re: [R-SIG-Finance] Different significance of parameter estimation in GARCH models using r (rugarch & fGarch package) alexios ghalanos
• [R-SIG-Finance] apply.paramset and parallel Russell Miller
• [R-SIG-Finance] R/Finance 2014 Agenda posted Dirk Eddelbuettel
• [R-SIG-Finance] TryCatch and continuing within a loop R Vince
  • Re: [R-SIG-Finance] TryCatch and continuing within a loop Joshua Ulrich
• [R-SIG-Finance] RQuantlib tsquote meaning of rates Kevin Owens
  • Re: [R-SIG-Finance] RQuantlib tsquote meaning of rates Dirk Eddelbuettel
• [R-SIG-Finance] Seeking help to understand the Bond value Christofer Bogaso
  • Re: [R-SIG-Finance] Seeking help to understand the Bond value Edu
• Re: [R-SIG-Finance] Different external regressor in rugarch give the same result alexios ghalanos
  • Re: [R-SIG-Finance] Different external regressor in rugarch give the same result Dessy Anggraeni
• [R-SIG-Finance] Split-adjusted yahoo data R Vince
  • Re: [R-SIG-Finance] Split-adjusted yahoo data Dirk Eddelbuettel
• [R-SIG-Finance] Quantstrat help Noah Silverman
  • Re: [R-SIG-Finance] Quantstrat help Joshua Ulrich
  • Re: [R-SIG-Finance] Quantstrat help NOAH SILVERMAN
  • Re: [R-SIG-Finance] Quantstrat help Joshua Ulrich
  • [R-SIG-Finance] quantstrat help Raghuraman Ramachandran
  • Re: [R-SIG-Finance] quantstrat help Joshua Ulrich
  • Re: [R-SIG-Finance] quantstrat help Raghuraman Ramachandran
  • Re: [R-SIG-Finance] quantstrat help Ilya Kipnis
  • Re: [R-SIG-Finance] quantstrat help Ilya Kipnis
  • Re: [R-SIG-Finance] quantstrat help Nick White
  • Re: [R-SIG-Finance] quantstrat help Raghuraman Ramachandran
  • Re: [R-SIG-Finance] quantstrat help Raghuraman Ramachandran
  • Re: [R-SIG-Finance] quantstrat help Joshua Ulrich
• [R-SIG-Finance] GAS model jun wang
  • Re: [R-SIG-Finance] GAS model Gmail
  • Re: [R-SIG-Finance] GAS model jun wang
  • Re: [R-SIG-Finance] GAS model jun wang
• Re: [R-SIG-Finance] How to retrieve standard errors of cointegrating vector from vars/urca ? paulofel
• [R-SIG-Finance] Term structure Keith S Weintraub
  • Re: [R-SIG-Finance] Term structure Joshua Ulrich
  • Re: [R-SIG-Finance] Term structure Keith S Weintraub
  • Re: [R-SIG-Finance] Term structure Dirk Eddelbuettel
  • Re: [R-SIG-Finance] Term structure Keith S Weintraub
• [R-SIG-Finance] Time Series Data Analysis of Financial Data Kapil Shukla
  • Re: [R-SIG-Finance] Time Series Data Analysis of Financial Data Mark Knecht
  • Re: [R-SIG-Finance] Time Series Data Analysis of Financial Data Kapil Shukla
  • Re: [R-SIG-Finance] Time Series Data Analysis of Financial Data Mark Knecht
  • Re: [R-SIG-Finance] Time Series Data Analysis of Financial Data Chinmay Patil
  • Re: [R-SIG-Finance] Time Series Data Analysis of Financial Data Jaimie Villanueva
• [R-SIG-Finance] medium term Curreny/fx forecasting ( with ar ma arma + garch ? ) ce
• [R-SIG-Finance] aparch model in rugarch package Jaimie Villanueva
  • Re: [R-SIG-Finance] aparch model in rugarch package alexios ghalanos
• [R-SIG-Finance] DEoptim MSGARCH Bastian Offermann
  • Re: [R-SIG-Finance] DEoptim MSGARCH Brian G. Peterson
  • Re: [R-SIG-Finance] DEoptim MSGARCH Bastian Offermann
  • Re: [R-SIG-Finance] DEoptim MSGARCH Brian G. Peterson
• [R-SIG-Finance] Can Rugarch handle univariate GARCH models with many external regressors? Vojtěch Pištora
• [R-SIG-Finance] Simulating an In-Mean Garch (1, 1) model with Rugarch. Benny André Byremo
  • Re: [R-SIG-Finance] Simulating an In-Mean Garch (1, 1) model with Rugarch. alexios ghalanos
• Re: [R-SIG-Finance] understanding an error from ugarchfit tvernay
  • Re: [R-SIG-Finance] understanding an error from ugarchfit alexios ghalanos
  • Re: [R-SIG-Finance] understanding an error from ugarchfit firhat.nawfan.h
  • Re: [R-SIG-Finance] understanding an error from ugarchfit Alexios Ghalanos
  • Re: [R-SIG-Finance] understanding an error from ugarchfit firhat.nawfan.h
  • Re: [R-SIG-Finance] understanding an error from ugarchfit alexios ghalanos
  • Re: [R-SIG-Finance] understanding an error from ugarchfit Ole Bueker
  • Re: [R-SIG-Finance] understanding an error from ugarchfit alexios ghalanos
  • Re: [R-SIG-Finance] understanding an error from ugarchfit Ole Bueker
  • Re: [R-SIG-Finance] understanding an error from ugarchfit alexios ghalanos
  • Re: [R-SIG-Finance] understanding an error from ugarchfit Ole Bueker
  • Re: [R-SIG-Finance] understanding an error from ugarchfit alexios ghalanos
  • Re: [R-SIG-Finance] understanding an error from ugarchfit tvernay
  • Re: [R-SIG-Finance] understanding an error from ugarchfit valeri
  • Re: [R-SIG-Finance] understanding an error from ugarchfit alexios ghalanos
  • Re: [R-SIG-Finance] understanding an error from ugarchfit valeri
• [R-SIG-Finance] NGARCH with FGarch package Milos Cipovic
• [R-SIG-Finance] meaning of IBroker mktData information Stephen Choularton
  • Re: [R-SIG-Finance] meaning of IBroker mktData information Stephen Choularton
  • Re: [R-SIG-Finance] meaning of IBroker mktData information arnaud gaboury
  • Re: [R-SIG-Finance] meaning of IBroker mktData information Stephen Choularton
  • Re: [R-SIG-Finance] meaning of IBroker mktData information arnaud gaboury
  • Re: [R-SIG-Finance] meaning of IBroker mktData information Stephen Choularton
  • Re: [R-SIG-Finance] meaning of IBroker mktData information Stergios Marinopoulos
  • Re: [R-SIG-Finance] meaning of IBroker mktData information Brian G. Peterson
  • Re: [R-SIG-Finance] meaning of IBroker mktData information Stephen Choularton
  • Re: [R-SIG-Finance] meaning of IBroker mktData information Mark Knecht
  • [R-SIG-Finance] meaning of IBroker mktData information R P Herrold
  • Re: [R-SIG-Finance] meaning of IBroker mktData information ce
• Re: [R-SIG-Finance] ruGARCH realGARCH: Comparing sigma() with realizedVol input alexios ghalanos
  • Re: [R-SIG-Finance] ruGARCH realGARCH: Comparing sigma() with realizedVol input Duco van Rossem
  • Re: [R-SIG-Finance] ruGARCH realGARCH: Comparing sigma() with realizedVol input alexios ghalanos
  • Re: [R-SIG-Finance] ruGARCH realGARCH: Comparing sigma() with realizedVol input Duco van Rossem

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