r-sig-finance  

Messages by Date

• 2010/11/25 Re: [R-SIG-Finance] Library termstrc Robert Ferstl
• 2010/11/25 Re: [R-SIG-Finance] RODBC Mark Breman
• 2010/11/25 [R-SIG-Finance] RODBC Jorge Nieves
• 2010/11/25 Re: [R-SIG-Finance] Another new bug with quantmod Jeff Ryan
• 2010/11/25 Re: [R-SIG-Finance] Another new bug with quantmod Mark Breman
• 2010/11/25 Re: [R-SIG-Finance] Another new bug with quantmod Noah Silverman
• 2010/11/24 Re: [R-SIG-Finance] Another new bug with quantmod Johnson, Cedrick W.
• 2010/11/24 [R-SIG-Finance] Another new bug with quantmod Noah Silverman
• 2010/11/24 [R-SIG-Finance] Library termstrc Jorge Nieves
• 2010/11/24 Re: [R-SIG-Finance] blotter package burcy
• 2010/11/23 Re: [R-SIG-Finance] Calibration of mean reversion models Arun.stat
• 2010/11/23 Re: [R-SIG-Finance] blotter package burcy
• 2010/11/23 Re: [R-SIG-Finance] blotter package Johnson, Cedrick W.
• 2010/11/23 Re: [R-SIG-Finance] blotter package burcy
• 2010/11/23 Re: [R-SIG-Finance] blotter package Johnson, Cedrick W.
• 2010/11/23 [R-SIG-Finance] Calibration of mean reversion models Chenchen Jin
• 2010/11/23 Re: [R-SIG-Finance] Hello Brian G. Peterson
• 2010/11/23 Re: [R-SIG-Finance] blotter package Brian G. Peterson
• 2010/11/23 [R-SIG-Finance] Hello Robert Goldsmith
• 2010/11/23 Re: [R-SIG-Finance] blotter package burcy
• 2010/11/21 Re: [R-SIG-Finance] problem with ibrokers Jeff Ryan
• 2010/11/21 Re: [R-SIG-Finance] problem with ibrokers Jeff Ryan
• 2010/11/21 [R-SIG-Finance] problem with ibrokers Stephen Choularton
• 2010/11/18 Re: [R-SIG-Finance] Export Data from R Jason Kwok
• 2010/11/18 [R-SIG-Finance] Export Data from R Jason Kwok
• 2010/11/18 Re: [R-SIG-Finance] Quantmod problem: calling Charts from function Jeff Ryan
• 2010/11/18 Re: [R-SIG-Finance] Quantmod problem: calling Charts from function Mark Breman
• 2010/11/18 [R-SIG-Finance] Quantmod problem: calling Charts from function Daniel Probst
• 2010/11/17 Re: [R-SIG-Finance] VARHAC Covariance Matrix Estimator Matthieu Stigler
• 2010/11/16 [R-SIG-Finance] VARHAC Covariance Matrix Estimator Jose Iparraguirre D'Elia
• 2010/11/16 Re: [R-SIG-Finance] Fwd: Re: But in quantmod function Jeff Ryan
• 2010/11/16 [R-SIG-Finance] Fwd: Re: But in quantmod function Noah Silverman
• 2010/11/16 Re: [R-SIG-Finance] How to install mgarchBEKK package Jeff Ryan
• 2010/11/16 Re: [R-SIG-Finance] But in quantmod function Jeff Ryan
• 2010/11/15 Re: [R-SIG-Finance] But in quantmod function Jeff Ryan
• 2010/11/15 Re: [R-SIG-Finance] But in quantmod function Mark Breman
• 2010/11/15 Re: [R-SIG-Finance] But in quantmod function Ulrich Staudinger
• 2010/11/15 Re: [R-SIG-Finance] But in quantmod function Noah Silverman
• 2010/11/15 Re: [R-SIG-Finance] But in quantmod function Joshua Ulrich
• 2010/11/15 Re: [R-SIG-Finance] But in quantmod function Joshua Ulrich
• 2010/11/15 Re: [R-SIG-Finance] But in quantmod function Marc Delvaux
• 2010/11/15 Re: [R-SIG-Finance] But in quantmod function Noah Silverman
• 2010/11/15 Re: [R-SIG-Finance] But in quantmod function Marc Delvaux
• 2010/11/15 [R-SIG-Finance] How to install mgarchBEKK package Ron Michael
• 2010/11/15 [R-SIG-Finance] But in quantmod function Noah Silverman
• 2010/11/15 Re: [R-SIG-Finance] Question on blotter: AddTxn() and Txn.Fee Brian G. Peterson
• 2010/11/14 [R-SIG-Finance] goodness of fit garch bekk TeBe
• 2010/11/14 Re: [R-SIG-Finance] About RBloomberg Ulrich Staudinger
• 2010/11/14 Re: [R-SIG-Finance] merge zoo with many entries per date with lagged self using ticker [email protected]
• 2010/11/14 Re: [R-SIG-Finance] merge zoo with many entries per date with lagged self using ticker Gabor Grothendieck
• 2010/11/14 Re: [R-SIG-Finance] merge zoo with many entries per date with lagged self using ticker [email protected]
• 2010/11/14 Re: [R-SIG-Finance] merge zoo with many entries per date with lagged self using ticker Gabor Grothendieck
• 2010/11/14 Re: [R-SIG-Finance] merge zoo with many entries per date with lagged self using ticker [email protected]
• 2010/11/14 [R-SIG-Finance] Question on blotter: AddTxn() and Txn.Fee Lei Jin
• 2010/11/14 Re: [R-SIG-Finance] PTSingleAssetBarrierOption gives different value from example in book by Haug matmsh
• 2010/11/13 Re: [R-SIG-Finance] merge zoo with many entries per date with lagged self using ticker Gabor Grothendieck
• 2010/11/13 Re: [R-SIG-Finance] merge zoo with many entries per date with lagged self using ticker [email protected]
• 2010/11/13 Re: [R-SIG-Finance] About RBloomberg Sarbo
• 2010/11/13 Re: [R-SIG-Finance] About RBloomberg Stephen Liu
• 2010/11/13 Re: [R-SIG-Finance] About RBloomberg Stephen Liu
• 2010/11/13 Re: [R-SIG-Finance] loops or other ooerations Shane Butler
• 2010/11/13 Re: [R-SIG-Finance] About RBloomberg Ana Nelson
• 2010/11/13 Re: [R-SIG-Finance] PTSingleAssetBarrierOption gives different value from example in book by Haug Sarbo
• 2010/11/13 Re: [R-SIG-Finance] merge zoo with many entries per date with lagged self using ticker Gabor Grothendieck
• 2010/11/13 [R-SIG-Finance] merge zoo with many entries per date with lagged self using ticker [email protected]
• 2010/11/13 [R-SIG-Finance] PTSingleAssetBarrierOption gives different value from example in book by Haug Shing Hing Man
• 2010/11/13 Re: [R-SIG-Finance] loops or other ooerations Sarbo
• 2010/11/13 [R-SIG-Finance] GARCH-BEKK TeBe
• 2010/11/13 Re: [R-SIG-Finance] About RBloomberg Brian G. Peterson
• 2010/11/13 [R-SIG-Finance] About RBloomberg Stephen Liu
• 2010/11/12 [R-SIG-Finance] loops or other ooerations Stephen Choularton
• 2010/11/10 Re: [R-SIG-Finance] picking up the current index plus n -1, n-2, ..., n-20 Marc Delvaux
• 2010/11/10 Re: [R-SIG-Finance] picking up the current index plus n -1, n-2, ..., n-20 Joshua Ulrich
• 2010/11/10 Re: [R-SIG-Finance] picking up the current index plus n -1, n-2, ..., n-20 Santosh Srinivas
• 2010/11/10 [R-SIG-Finance] picking up the current index plus n -1, n-2, ..., n-20 Stephen Choularton
• 2010/11/10 Re: [R-SIG-Finance] How to calculate Trading Days Daniel Probst
• 2010/11/10 Re: [R-SIG-Finance] IBrokers : asssign.Data and others questions.. No ideas ? Jeff Ryan
• 2010/11/10 Re: [R-SIG-Finance] Bug in quantmod library? Jeff Ryan
• 2010/11/09 Re: [R-SIG-Finance] Bug in quantmod library? Noah Silverman
• 2010/11/09 Re: [R-SIG-Finance] Bug in quantmod library? Joshua Ulrich
• 2010/11/09 [R-SIG-Finance] Bug in quantmod library? Noah Silverman
• 2010/11/09 Re: [R-SIG-Finance] possible bug in IBrokers, or my confusion? Jeff Ryan
• 2010/11/09 [R-SIG-Finance] possible bug in IBrokers, or my confusion? Andre Zege
• 2010/11/09 Re: [R-SIG-Finance] Copula Package Christophe Dutang
• 2010/11/09 [R-SIG-Finance] Copula Package salmajj
• 2010/11/09 Re: [R-SIG-Finance] Differencing / Detrending in "vars"-Package Adams, Zeno
• 2010/11/09 [R-SIG-Finance] Differencing / Detrending in "vars"-Package Gero Schwenk
• 2010/11/09 Re: [R-SIG-Finance] Questions on fitted garch(1,1) Mark Breman
• 2010/11/09 Re: [R-SIG-Finance] Questions on fitted garch(1,1) Adams, Zeno
• 2010/11/09 Re: [R-SIG-Finance] Questions on fitted garch(1,1) Mark Breman
• 2010/11/08 Re: [R-SIG-Finance] How to calculate Trading Days Jeff Ryan
• 2010/11/08 Re: [R-SIG-Finance] blotter package burcy
• 2010/11/07 Re: [R-SIG-Finance] blotter package Brian G. Peterson
• 2010/11/07 Re: [R-SIG-Finance] blotter package burcy
• 2010/11/07 Re: [R-SIG-Finance] How to calculate Trading Days Brian G. Peterson
• 2010/11/07 Re: [R-SIG-Finance] blotter package Brian G. Peterson
• 2010/11/07 Re: [R-SIG-Finance] How to calculate trading days Brian Rowe
• 2010/11/07 [R-SIG-Finance] blotter package R Dupuy d'Angeac
• 2010/11/07 Re: [R-SIG-Finance] How to calculate Trading Days Noah Silverman
• 2010/11/07 Re: [R-SIG-Finance] How to calculate Trading Days Brian G. Peterson
• 2010/11/07 Re: [R-SIG-Finance] [SPAM] - Implied Volatility, Column operation - Email found in subject Sarbo
• 2010/11/06 [R-SIG-Finance] How to calculate Trading Days Noah Silverman
• 2010/11/06 Re: [R-SIG-Finance] garchFit- initial volatility neshac
• 2010/11/05 Re: [R-SIG-Finance] garchFit- initial volatility Arun.stat
• 2010/11/05 [R-SIG-Finance] garchFit- initial volatility neshac
• 2010/11/04 Re: [R-SIG-Finance] Questions on fitted garch(1,1) Patrick Burns
• 2010/11/04 Re: [R-SIG-Finance] Questions on fitted garch(1,1) alexios
• 2010/11/04 Re: [R-SIG-Finance] Questions on fitted garch(1,1) Arun.stat
• 2010/11/04 [R-SIG-Finance] Questions on fitted garch(1,1) Mark Breman
• 2010/11/04 Re: [R-SIG-Finance] [SPAM] - Implied Volatility, Column operation - Email found in subject Rohit Taklikar
• 2010/11/04 Re: [R-SIG-Finance] [SPAM] - Implied Volatility, Column operation - Email found in subject David Reiner
• 2010/11/04 Re: [R-SIG-Finance] Granger causality with panel data (econometrics related question) mat
• 2010/11/04 [R-SIG-Finance] Implied Volatility, Column operation Rohit Taklikar
• 2010/11/03 [R-SIG-Finance] Granger causality with panel data (econometrics related question) Harun Özkan
• 2010/11/03 Re: [R-SIG-Finance] Barrier options Samuel Le
• 2010/11/03 Re: [R-SIG-Finance] Barrier options Megh
• 2010/11/02 Re: [R-SIG-Finance] getting date of highest value (xts) Immanuel
• 2010/11/02 Re: [R-SIG-Finance] getting date of highest value (xts) Joshua Ulrich
• 2010/11/02 [R-SIG-Finance] getting date of highest value (xts) Immanuel
• 2010/11/02 Re: [R-SIG-Finance] Quantmod segmentation fault Jeff Ryan
• 2010/11/02 Re: [R-SIG-Finance] Barrier options Worik
• 2010/11/02 Re: [R-SIG-Finance] Quantmod segmentation fault Mark Breman
• 2010/11/02 Re: [R-SIG-Finance] IBrokers : asssign.Data and others questions.. No ideas ? Brian G. Peterson
• 2010/11/02 Re: [R-SIG-Finance] Quantmod segmentation fault Daniel Cegiełka
• 2010/11/02 [R-SIG-Finance] Quantmod segmentation fault Mark Breman
• 2010/11/02 [R-SIG-Finance] IBrokers : asssign.Data and others questions.. No ideas ? Olivier MERLE
• 2010/11/02 Re: [R-SIG-Finance] Barrier options Johnson, Cedrick W.
• 2010/11/02 Re: [R-SIG-Finance] Barrier options Olivier MERLE
• 2010/11/02 Re: [R-SIG-Finance] Barrier options Sarbo
• 2010/11/01 Re: [R-SIG-Finance] Barrier options Rory Winston
• 2010/11/01 Re: [R-SIG-Finance] Barrier options Megh
• 2010/11/01 Re: [R-SIG-Finance] Mean-Semivariance (downside risk) Portfolio Construction Brian G. Peterson
• 2010/11/01 Re: [R-SIG-Finance] Barrier options Brian G. Peterson
• 2010/11/01 Re: [R-SIG-Finance] Seasonal ARIMA simulation using time series history mat
• 2010/11/01 [R-SIG-Finance] Barrier options Megh Dal
• 2010/11/01 Re: [R-SIG-Finance] R & factset? julien cuisinier
• 2010/10/30 Re: [R-SIG-Finance] intraday volatility rex
• 2010/10/30 [R-SIG-Finance] Using dense constraint matrix in package lpSolve Premkumar Narasimhan
• 2010/10/30 Re: [R-SIG-Finance] Bollinger Bands error Nikos Rachmanis
• 2010/10/30 Re: [R-SIG-Finance] Bollinger Bands error Joshua Ulrich
• 2010/10/29 [R-SIG-Finance] Mean-Semivariance (downside risk) Portfolio Construction Gabe Plaxico
• 2010/10/29 [R-SIG-Finance] Seasonal ARIMA simulation using time series history Knut Erik Vedahl
• 2010/10/29 [R-SIG-Finance] IBrokers : asssign.Data and others questions.. Olivier MERLE
• 2010/10/28 Re: [R-SIG-Finance] haver Joshua Ulrich
• 2010/10/28 Re: [R-SIG-Finance] intraday volatility rex
• 2010/10/28 Re: [R-SIG-Finance] intraday volatility Brian G. Peterson
• 2010/10/28 [R-SIG-Finance] intraday volatility Andres Susrud
• 2010/10/28 Re: [R-SIG-Finance] help: blotter debugging: How to step into a blotter function. Brian G. Peterson
• 2010/10/28 Re: [R-SIG-Finance] help: blotter debugging: How to step into a blotter function. Mark Breman
• 2010/10/27 [R-SIG-Finance] help: blotter debugging: How to step into a blotter function. Lei Jin
• 2010/10/27 [R-SIG-Finance] ANTUNES, Rui Rui ANTUNES
• 2010/10/27 Re: [R-SIG-Finance] REUTERS SNV Krishna
• 2010/10/26 Re: [R-SIG-Finance] surface3d from a three column matrix ?? Arun.stat
• 2010/10/26 [R-SIG-Finance] cointegration & reversion to mean Stephen Choularton
• 2010/10/26 Re: [R-SIG-Finance] Copula Package Christophe Dutang
• 2010/10/26 Re: [R-SIG-Finance] R & factset? Brian G. Peterson
• 2010/10/26 [R-SIG-Finance] R & factset? julien cuisinier
• 2010/10/26 Re: [R-SIG-Finance] REUTERS gordon . morrison
• 2010/10/26 Re: [R-SIG-Finance] REUTERS Brian G. Peterson
• 2010/10/26 [R-SIG-Finance] haver amit jain
• 2010/10/26 Re: [R-SIG-Finance] REUTERS Daniel Cegiełka
• 2010/10/26 [R-SIG-Finance] REUTERS Costas
• 2010/10/26 [R-SIG-Finance] Copula Package Muteba Mwamba, John
• 2010/10/26 Re: [R-SIG-Finance] RBloomberg - Trade data with bargain condition codes Ana Nelson
• 2010/10/25 Re: [R-SIG-Finance] Quantmod / xts problem " Error in `[.xts`(x, xsubset) : subscript out of bounds" Jeff Ryan
• 2010/10/25 Re: [R-SIG-Finance] Quantmod / xts problem " Error in `[.xts`(x, xsubset) : subscript out of bounds" Daniel Cegiełka
• 2010/10/25 Re: [R-SIG-Finance] Quantmod / xts problem " Error in `[.xts`(x, xsubset) : subscript out of bounds" Immanuel
• 2010/10/25 Re: [R-SIG-Finance] Quantmod / xts problem " Error in `[.xts`(x, xsubset) : subscript out of bounds" Jeff Ryan
• 2010/10/25 [R-SIG-Finance] Quantmod / xts problem " Error in `[.xts`(x, xsubset) : subscript out of bounds" Immanuel
• 2010/10/25 [R-SIG-Finance] RBloomberg - Trade data with bargain condition codes gordon . morrison
• 2010/10/25 Re: [R-SIG-Finance] Database for Historical Security Prices Brian G. Peterson
• 2010/10/25 Re: [R-SIG-Finance] Database for Historical Security Prices Johnson, Cedrick W.
• 2010/10/25 Re: [R-SIG-Finance] Database for Historical Security Prices Mark Breman
• 2010/10/25 Re: [R-SIG-Finance] Database for Historical Security Prices Johnson, Cedrick W.
• 2010/10/25 [R-SIG-Finance] Database for Historical Security Prices Jason Kwok
• 2010/10/24 Re: [R-SIG-Finance] R and Metatrader Bernd Kreuss
• 2010/10/23 Re: [R-SIG-Finance] Bollinger Bands error Nikos Rachmanis
• 2010/10/21 Re: [R-SIG-Finance] Bollinger Bands error Joshua Ulrich
• 2010/10/21 Re: [R-SIG-Finance] Bollinger Bands error Jeff Ryan
• 2010/10/21 [R-SIG-Finance] Bollinger Bands error Nikos Rachmanis
• 2010/10/21 Re: [R-SIG-Finance] Coefficients, Principal Component Regression. pcr Sarbo
• 2010/10/20 Re: [R-SIG-Finance] Portfolio Value at Risk - A conceptual problem Amy Milano
• 2010/10/20 [R-SIG-Finance] Leon et al.(2005)'s GARCHSK Model Estimation Hsiaonan Chang
• 2010/10/20 Re: [R-SIG-Finance] Coefficients, Principal Component Regression. pcr Matthieu Stigler
• 2010/10/20 Re: [R-SIG-Finance] Portfolio Value at Risk - A conceptual problem Brian G. Peterson
• 2010/10/20 Re: [R-SIG-Finance] Portfolio Value at Risk - A conceptual problem Arun.stat
• 2010/10/20 Re: [R-SIG-Finance] Portfolio Value at Risk - A conceptual problem Brian G. Peterson
• 2010/10/20 Re: [R-SIG-Finance] Portfolio Value at Risk - A conceptual problem Patrick Burns
• 2010/10/20 [R-SIG-Finance] Portfolio Value at Risk - A conceptual problem Amy Milano
• 2010/10/19 Re: [R-SIG-Finance] Mean reversion Yihao Lu aeolus_lu
• 2010/10/19 Re: [R-SIG-Finance] Mean reversion Sarbo
• 2010/10/18 Re: [R-SIG-Finance] Mean reversion Eric Zivot
• 2010/10/18 [R-SIG-Finance] cointegration Stephen Choularton
• 2010/10/18 Re: [R-SIG-Finance] Mean reversion Yihao Lu aeolus_lu
• 2010/10/18 Re: [R-SIG-Finance] Mean reversion Stephen Choularton
• 2010/10/18 [R-SIG-Finance] Mean reversion Yihao Lu aeolus_lu
• 2010/10/18 Re: [R-SIG-Finance] Ornstein-Uhlenbeck Stephen Choularton
• 2010/10/17 Re: [R-SIG-Finance] Coefficients, Principal Component Regression. pcr Sarbo
• 2010/10/17 Re: [R-SIG-Finance] Regression with ARMA errors and Student T innovations alexios
• 2010/10/17 [R-SIG-Finance] Regression with ARMA errors and Student T innovations arthur

• Earlier messages