r-sig-finance

2009-08-01 - 2009-09-01 (84 messages)

2009-07-01 - 2009-08-01 (270 messages)

2009-06-01 - 2009-07-01 (244 messages)

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  1. 2009-07-31  [3] [R-SIG-Finance] fPortfolio,  frontierSlider,  weightsSlide r-sig-finan John P. Burkett 
  2. 2009-07-31  [3] [R-SIG-Finance] [R-sig-finance] getSymbols() date range    r-sig-finan Brian G. Peterso
  3. 2009-07-31  [3] [R-SIG-Finance] Question about seasonal parameters in ARIM r-sig-finan Adams, Zeno 
  4. 2009-07-31  [6] [R-SIG-Finance] Continuous futures series with R           r-sig-finan Whit Armstrong 
  5. 2009-07-31  [5] Re: [R-SIG-Finance] [R-sig-finance] Quantmod               r-sig-finan ehxpieterse 
  6. 2009-07-30  [3] [R-SIG-Finance] Speed issue issue with periodReturn        r-sig-finan Jeff Ryan 
  7. 2009-07-29  [1] [R-SIG-Finance] Tier 1 Subordinated Bond                   r-sig-finan Roger Bergande 
  8. 2009-07-28  [4] [R-SIG-Finance] error in plot() with fGarch object from sa r-sig-finan Yohan Chalabi 
  9. 2009-07-28  [2] [R-SIG-Finance] R excel                                    r-sig-finan Jeff Ryan 
 10. 2009-07-27  [8] [R-SIG-Finance] disaggregate from monthly to daily time se r-sig-finan Joshua Ulrich 
 11. 2009-07-27  [3] [R-SIG-Finance] Coercion problem in RBloomberg             r-sig-finan Ana Nelson 
 12. 2009-07-27  [7] [R-SIG-Finance] how to smooth timeseries without the laggi r-sig-finan Gerard M. Keogh 
 13. 2009-07-27  [1] [R-SIG-Finance] Version 0.7 of package tsDyn, nonlinear ti r-sig-finan Matthieu Stigler
 14. 2009-07-26  [1] [R-SIG-Finance] Fitting and testing copula-functions       r-sig-finan John_Seppänen 
 15. 2009-07-26  [7] [R-SIG-Finance] xts() speed on data with date index        r-sig-finan Michael 
 16. 2009-07-24  [8] [R-SIG-Finance] Read timeseries from csv file with xts or  r-sig-finan Mark Breman 
 17. 2009-07-24  [8] [R-SIG-Finance] For pricing Bond Library ?                 r-sig-finan Andrew Piskorski
 18. 2009-07-24  [3] [R-SIG-Finance] Fwd: Fwd: Inequality constraints in GMM es r-sig-finan David J. Moore, 
 19. 2009-07-24 [10] [R-SIG-Finance] LPPL model for bubble burst forcasting     r-sig-finan Wind 
 20. 2009-07-24  [3] [R-SIG-Finance] Plot.zoo does not take vector parameter fo r-sig-finan Sean Carmody 
 21. 2009-07-23  [5] [R-SIG-Finance] quantmod Charting                          r-sig-finan Jeff Ryan 
 22. 2009-07-23  [4] [R-SIG-Finance] Index time change when coercing zoo object r-sig-finan Jeff Ryan 
 23. 2009-07-22  [9] [R-SIG-Finance] Pattern recognition in timeseries data     r-sig-finan Mark Breman 
 24. 2009-07-21  [3] [R-SIG-Finance] [R-sig-finance] COPULA package in R ~ need r-sig-finan Andy Zhu 
 25. 2009-07-21  [2] [R-SIG-Finance] termstrc's bonds dataset creation          r-sig-finan spencerg 
 26. 2009-07-20  [2] [R-SIG-Finance] Best practice in trading model reporting   r-sig-finan Peter Carl 
 27. 2009-07-20  [3] [R-SIG-Finance] Random numbers with positive skewness      r-sig-finan spencerg 
 28. 2009-07-20  [2] [R-SIG-Finance] American Option implied volatility         r-sig-finan davidr
 29. 2009-07-20  [1] [R-SIG-Finance] Questions/issues about new Tradesys packag r-sig-finan Mark Breman 
 30. 2009-07-20  [1] Re: [R-SIG-Finance] R-finance frameworks (was "Backtesting r-sig-finan SIES_73

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