r-sig-finance  

Messages by Thread

• [R-SIG-Finance] RODBC Jorge Nieves
  • Re: [R-SIG-Finance] RODBC Mark Breman
• [R-SIG-Finance] Another new bug with quantmod Noah Silverman
  • Re: [R-SIG-Finance] Another new bug with quantmod Johnson, Cedrick W.
  • Re: [R-SIG-Finance] Another new bug with quantmod Noah Silverman
  • Re: [R-SIG-Finance] Another new bug with quantmod Mark Breman
  • Re: [R-SIG-Finance] Another new bug with quantmod Jeff Ryan
• [R-SIG-Finance] Library termstrc Jorge Nieves
  • Re: [R-SIG-Finance] Library termstrc Robert Ferstl
• [R-SIG-Finance] Calibration of mean reversion models Chenchen Jin
  • Re: [R-SIG-Finance] Calibration of mean reversion models Arun.stat
• [R-SIG-Finance] problem with ibrokers Stephen Choularton
  • Re: [R-SIG-Finance] problem with ibrokers Jeff Ryan
  • Re: [R-SIG-Finance] problem with ibrokers Jeff Ryan
• [R-SIG-Finance] Export Data from R Jason Kwok
  • Re: [R-SIG-Finance] Export Data from R Jason Kwok
• [R-SIG-Finance] Quantmod problem: calling Charts from function Daniel Probst
  • Re: [R-SIG-Finance] Quantmod problem: calling Charts from function Mark Breman
  • Re: [R-SIG-Finance] Quantmod problem: calling Charts from function Jeff Ryan
• [R-SIG-Finance] VARHAC Covariance Matrix Estimator Jose Iparraguirre D'Elia
  • Re: [R-SIG-Finance] VARHAC Covariance Matrix Estimator Matthieu Stigler
• [R-SIG-Finance] Fwd: Re: But in quantmod function Noah Silverman
  • Re: [R-SIG-Finance] Fwd: Re: But in quantmod function Jeff Ryan
• [R-SIG-Finance] How to install mgarchBEKK package Ron Michael
  • Re: [R-SIG-Finance] How to install mgarchBEKK package Jeff Ryan
• [R-SIG-Finance] But in quantmod function Noah Silverman
  • Re: [R-SIG-Finance] But in quantmod function Marc Delvaux
  • Re: [R-SIG-Finance] But in quantmod function Noah Silverman
  • Re: [R-SIG-Finance] But in quantmod function Marc Delvaux
  • Re: [R-SIG-Finance] But in quantmod function Joshua Ulrich
  • Re: [R-SIG-Finance] But in quantmod function Mark Breman
  • Re: [R-SIG-Finance] But in quantmod function Jeff Ryan
  • Re: [R-SIG-Finance] But in quantmod function Joshua Ulrich
  • Re: [R-SIG-Finance] But in quantmod function Noah Silverman
  • Re: [R-SIG-Finance] But in quantmod function Ulrich Staudinger
  • Re: [R-SIG-Finance] But in quantmod function Jeff Ryan
• [R-SIG-Finance] goodness of fit garch bekk TeBe
• [R-SIG-Finance] Question on blotter: AddTxn() and Txn.Fee Lei Jin
  • Re: [R-SIG-Finance] Question on blotter: AddTxn() and Txn.Fee Brian G. Peterson
• [R-SIG-Finance] merge zoo with many entries per date with lagged self using ticker richard.c.her...@gmail.com
  • Re: [R-SIG-Finance] merge zoo with many entries per date with lagged self using ticker Gabor Grothendieck
  • Re: [R-SIG-Finance] merge zoo with many entries per date with lagged self using ticker richard.c.her...@gmail.com
  • Re: [R-SIG-Finance] merge zoo with many entries per date with lagged self using ticker Gabor Grothendieck
  • Re: [R-SIG-Finance] merge zoo with many entries per date with lagged self using ticker richard.c.her...@gmail.com
  • Re: [R-SIG-Finance] merge zoo with many entries per date with lagged self using ticker Gabor Grothendieck
  • Re: [R-SIG-Finance] merge zoo with many entries per date with lagged self using ticker richard.c.her...@gmail.com
  • Re: [R-SIG-Finance] merge zoo with many entries per date with lagged self using ticker Gabor Grothendieck
  • Re: [R-SIG-Finance] merge zoo with many entries per date with lagged self using ticker richard.c.her...@gmail.com
• [R-SIG-Finance] PTSingleAssetBarrierOption gives different value from example in book by Haug Shing Hing Man
  • Re: [R-SIG-Finance] PTSingleAssetBarrierOption gives different value from example in book by Haug Sarbo
  • Re: [R-SIG-Finance] PTSingleAssetBarrierOption gives different value from example in book by Haug matmsh
• [R-SIG-Finance] GARCH-BEKK TeBe
• [R-SIG-Finance] About RBloomberg Stephen Liu
  • Re: [R-SIG-Finance] About RBloomberg Brian G. Peterson
  • Re: [R-SIG-Finance] About RBloomberg Stephen Liu
  • Re: [R-SIG-Finance] About RBloomberg Sarbo
  • Re: [R-SIG-Finance] About RBloomberg Ulrich Staudinger
  • Re: [R-SIG-Finance] About RBloomberg Ana Nelson
  • Re: [R-SIG-Finance] About RBloomberg Stephen Liu
• [R-SIG-Finance] loops or other ooerations Stephen Choularton
  • Re: [R-SIG-Finance] loops or other ooerations Sarbo
  • Re: [R-SIG-Finance] loops or other ooerations Shane Butler
• [R-SIG-Finance] picking up the current index plus n -1, n-2, ..., n-20 Stephen Choularton
  • Re: [R-SIG-Finance] picking up the current index plus n -1, n-2, ..., n-20 Santosh Srinivas
  • Re: [R-SIG-Finance] picking up the current index plus n -1, n-2, ..., n-20 Marc Delvaux
  • Re: [R-SIG-Finance] picking up the current index plus n -1, n-2, ..., n-20 Joshua Ulrich
• [R-SIG-Finance] Bug in quantmod library? Noah Silverman
  • Re: [R-SIG-Finance] Bug in quantmod library? Joshua Ulrich
  • Re: [R-SIG-Finance] Bug in quantmod library? Noah Silverman
  • Re: [R-SIG-Finance] Bug in quantmod library? Jeff Ryan
• [R-SIG-Finance] possible bug in IBrokers, or my confusion? Andre Zege
  • Re: [R-SIG-Finance] possible bug in IBrokers, or my confusion? Jeff Ryan
• [R-SIG-Finance] Differencing / Detrending in "vars"-Package Gero Schwenk
  • Re: [R-SIG-Finance] Differencing / Detrending in "vars"-Package Adams, Zeno
• [R-SIG-Finance] blotter package R Dupuy d'Angeac
  • Re: [R-SIG-Finance] blotter package Brian G. Peterson
  • Re: [R-SIG-Finance] blotter package burcy
  • Re: [R-SIG-Finance] blotter package Brian G. Peterson
  • Re: [R-SIG-Finance] blotter package burcy
  • Re: [R-SIG-Finance] blotter package burcy
  • Re: [R-SIG-Finance] blotter package Brian G. Peterson
  • Re: [R-SIG-Finance] blotter package Johnson, Cedrick W.
  • Re: [R-SIG-Finance] blotter package burcy
  • Re: [R-SIG-Finance] blotter package Johnson, Cedrick W.
  • Re: [R-SIG-Finance] blotter package burcy
  • Re: [R-SIG-Finance] blotter package burcy
• [R-SIG-Finance] How to calculate Trading Days Noah Silverman
  • Re: [R-SIG-Finance] How to calculate Trading Days Brian G. Peterson
  • Re: [R-SIG-Finance] How to calculate Trading Days Noah Silverman
  • Re: [R-SIG-Finance] How to calculate Trading Days Brian G. Peterson
  • Re: [R-SIG-Finance] How to calculate Trading Days Jeff Ryan
  • Re: [R-SIG-Finance] How to calculate Trading Days Daniel Probst
  • Re: [R-SIG-Finance] How to calculate trading days Brian Rowe
• [R-SIG-Finance] garchFit- initial volatility neshac
  • Re: [R-SIG-Finance] garchFit- initial volatility Arun.stat
  • Re: [R-SIG-Finance] garchFit- initial volatility neshac
• [R-SIG-Finance] Questions on fitted garch(1,1) Mark Breman
  • Re: [R-SIG-Finance] Questions on fitted garch(1,1) Arun.stat
  • Re: [R-SIG-Finance] Questions on fitted garch(1,1) alexios
  • Re: [R-SIG-Finance] Questions on fitted garch(1,1) Patrick Burns
  • Re: [R-SIG-Finance] Questions on fitted garch(1,1) Mark Breman
  • Re: [R-SIG-Finance] Questions on fitted garch(1,1) Adams, Zeno
  • Re: [R-SIG-Finance] Questions on fitted garch(1,1) Mark Breman
• [R-SIG-Finance] Implied Volatility, Column operation Rohit Taklikar
  • Re: [R-SIG-Finance] [SPAM] - Implied Volatility, Column operation - Email found in subject David Reiner
  • Re: [R-SIG-Finance] [SPAM] - Implied Volatility, Column operation - Email found in subject Rohit Taklikar
  • Re: [R-SIG-Finance] [SPAM] - Implied Volatility, Column operation - Email found in subject Sarbo
• [R-SIG-Finance] Granger causality with panel data (econometrics related question) Harun Özkan
  • Re: [R-SIG-Finance] Granger causality with panel data (econometrics related question) mat
• [R-SIG-Finance] getting date of highest value (xts) Immanuel
  • Re: [R-SIG-Finance] getting date of highest value (xts) Joshua Ulrich
  • Re: [R-SIG-Finance] getting date of highest value (xts) Immanuel
• [R-SIG-Finance] Quantmod segmentation fault Mark Breman
  • Re: [R-SIG-Finance] Quantmod segmentation fault Daniel Cegiełka
  • Re: [R-SIG-Finance] Quantmod segmentation fault Mark Breman
  • Re: [R-SIG-Finance] Quantmod segmentation fault Jeff Ryan
• [R-SIG-Finance] IBrokers : asssign.Data and others questions.. No ideas ? Olivier MERLE
  • Re: [R-SIG-Finance] IBrokers : asssign.Data and others questions.. No ideas ? Brian G. Peterson
  • Re: [R-SIG-Finance] IBrokers : asssign.Data and others questions.. No ideas ? Jeff Ryan
• [R-SIG-Finance] Barrier options Megh Dal
  • Re: [R-SIG-Finance] Barrier options Brian G. Peterson
  • Re: [R-SIG-Finance] Barrier options Megh
  • Re: [R-SIG-Finance] Barrier options Sarbo
  • Re: [R-SIG-Finance] Barrier options Johnson, Cedrick W.
  • Re: [R-SIG-Finance] Barrier options Worik
  • Re: [R-SIG-Finance] Barrier options Megh
  • Re: [R-SIG-Finance] Barrier options Samuel Le
  • Re: [R-SIG-Finance] Barrier options Rory Winston
  • Re: [R-SIG-Finance] Barrier options Olivier MERLE
• [R-SIG-Finance] Using dense constraint matrix in package lpSolve Premkumar Narasimhan
• [R-SIG-Finance] Mean-Semivariance (downside risk) Portfolio Construction Gabe Plaxico
  • Re: [R-SIG-Finance] Mean-Semivariance (downside risk) Portfolio Construction Brian G. Peterson
• [R-SIG-Finance] Seasonal ARIMA simulation using time series history Knut Erik Vedahl
  • Re: [R-SIG-Finance] Seasonal ARIMA simulation using time series history mat
• [R-SIG-Finance] IBrokers : asssign.Data and others questions.. Olivier MERLE
• [R-SIG-Finance] intraday volatility Andres Susrud
  • Re: [R-SIG-Finance] intraday volatility Brian G. Peterson
  • Re: [R-SIG-Finance] intraday volatility rex
  • Re: [R-SIG-Finance] intraday volatility rex
• [R-SIG-Finance] help: blotter debugging: How to step into a blotter function. Lei Jin
  • Re: [R-SIG-Finance] help: blotter debugging: How to step into a blotter function. Mark Breman
  • Re: [R-SIG-Finance] help: blotter debugging: How to step into a blotter function. Brian G. Peterson
• Re: [R-SIG-Finance] surface3d from a three column matrix ?? Arun.stat
• [R-SIG-Finance] cointegration & reversion to mean Stephen Choularton
• [R-SIG-Finance] R & factset? julien cuisinier
  • Re: [R-SIG-Finance] R & factset? Brian G. Peterson
  • Re: [R-SIG-Finance] R & factset? julien cuisinier
• [R-SIG-Finance] haver amit jain
  • Re: [R-SIG-Finance] haver Joshua Ulrich
• [R-SIG-Finance] REUTERS Costas
  • Re: [R-SIG-Finance] REUTERS Daniel Cegiełka
  • Re: [R-SIG-Finance] REUTERS Brian G. Peterson
  • Re: [R-SIG-Finance] REUTERS gordon . morrison
  • Re: [R-SIG-Finance] REUTERS SNV Krishna
• [R-SIG-Finance] Copula Package Muteba Mwamba, John
  • Re: [R-SIG-Finance] Copula Package Christophe Dutang
  • [R-SIG-Finance] Copula Package salmajj
  • Re: [R-SIG-Finance] Copula Package Christophe Dutang
• [R-SIG-Finance] RBloomberg - Trade data with bargain condition codes gordon . morrison
  • Re: [R-SIG-Finance] RBloomberg - Trade data with bargain condition codes Ana Nelson
• [R-SIG-Finance] Database for Historical Security Prices Jason Kwok
  • Re: [R-SIG-Finance] Database for Historical Security Prices Johnson, Cedrick W.
  • Re: [R-SIG-Finance] Database for Historical Security Prices Mark Breman
  • Re: [R-SIG-Finance] Database for Historical Security Prices Johnson, Cedrick W.
  • Re: [R-SIG-Finance] Database for Historical Security Prices Brian G. Peterson
• [R-SIG-Finance] Bollinger Bands error Nikos Rachmanis
  • Re: [R-SIG-Finance] Bollinger Bands error Jeff Ryan
  • Re: [R-SIG-Finance] Bollinger Bands error Joshua Ulrich
  • Re: [R-SIG-Finance] Bollinger Bands error Nikos Rachmanis
  • Re: [R-SIG-Finance] Bollinger Bands error Joshua Ulrich
  • Re: [R-SIG-Finance] Bollinger Bands error Nikos Rachmanis
• [R-SIG-Finance] Leon et al.(2005)'s GARCHSK Model Estimation Hsiaonan Chang
• [R-SIG-Finance] Portfolio Value at Risk - A conceptual problem Amy Milano
  • Re: [R-SIG-Finance] Portfolio Value at Risk - A conceptual problem Patrick Burns
  • Re: [R-SIG-Finance] Portfolio Value at Risk - A conceptual problem Arun.stat
  • Re: [R-SIG-Finance] Portfolio Value at Risk - A conceptual problem Brian G. Peterson
  • Re: [R-SIG-Finance] Portfolio Value at Risk - A conceptual problem Brian G. Peterson
  • Re: [R-SIG-Finance] Portfolio Value at Risk - A conceptual problem Amy Milano
• [R-SIG-Finance] Regression with ARMA errors and Student T innovations arthur
  • Re: [R-SIG-Finance] Regression with ARMA errors and Student T innovations alexios
• [R-SIG-Finance] Data Sources Noah Silverman
  • Re: [R-SIG-Finance] Data Sources Ulrich Staudinger
  • Re: [R-SIG-Finance] Data Sources Noah Silverman
  • Re: [R-SIG-Finance] Data Sources Ulrich Staudinger
  • Re: [R-SIG-Finance] Data Sources Marc Delvaux
  • Re: [R-SIG-Finance] Data Sources Guy Green
• [R-SIG-Finance] problem with frontierPlot Alvaro Riascos
  • Re: [R-SIG-Finance] problem with frontierPlot Santosh Srinivas
• [R-SIG-Finance] Internship advert Alpert, William
• [R-SIG-Finance] Coefficients, Principal Component Regression. pcr karla hernandez villafuerte
  • Re: [R-SIG-Finance] Coefficients, Principal Component Regression. pcr mat
  • Re: [R-SIG-Finance] Coefficients, Principal Component Regression. pcr Sarbo
  • Re: [R-SIG-Finance] Coefficients, Principal Component Regression. pcr Sarbo
  • Re: [R-SIG-Finance] Coefficients, Principal Component Regression. pcr Matthieu Stigler
• [R-SIG-Finance] Error in getSymbols with adjust=TRUE Fernando Antunes
  • Re: [R-SIG-Finance] Error in getSymbols with adjust=TRUE Jeff Ryan
• [R-SIG-Finance] Using Benford's law for reported returns? Peter Carl
• [R-SIG-Finance] plotting vertical lines on months in xyplot Jeff Hamann
• [R-SIG-Finance] Ornstein-Uhlenbeck Stephen Choularton
  • Re: [R-SIG-Finance] Ornstein-Uhlenbeck Sarbo

• Earlier messages