r-sig-finance

2009-12-01 - 2010-01-01 (181 messages)

2009-11-01 - 2009-12-01 (164 messages)

2009-10-01 - 2009-11-01 (158 messages)

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  1. 2009-11-30  [2] Re: [R-SIG-Finance] Quantmod: getFin; getFinancials        r-sig-finan Konrad Hoppe 
  2. 2009-11-28  [3] Re: [R-SIG-Finance] WG: quantmod addTA() How to scale the  r-sig-finan Konrad Hoppe 
  3. 2009-11-28  [1] [R-SIG-Finance] Fwd: AW: quantmod addTA() How to scale the r-sig-finan Brian Peterson 
  4. 2009-11-28  [1] [R-SIG-Finance] WG:  quantmod addTA() How to scale the y a r-sig-finan Konrad Hoppe 
  5. 2009-11-27  [2] [R-SIG-Finance] quantmod addTA() How to scale the y axis   r-sig-finan Brian G. Peterso
  6. 2009-11-27 [12] [R-SIG-Finance] Discretising intra-day data using zoo?     r-sig-finan Gabor Grothendie
  7. 2009-11-27  [4] [R-SIG-Finance] Data                                       r-sig-finan J Ryan 
  8. 2009-11-27  [1] Re: [R-SIG-Finance] [R-sig-finance] How good is Black-Scho r-sig-finan Luwingo 
  9. 2009-11-27  [2] Re: [R-SIG-Finance] [R-sig-finance] Data                   r-sig-finan Charles Evans 
 10. 2009-11-27  [3] [R-SIG-Finance] Creating a back adjusted continuous price  r-sig-finan Patrick Burns 
 11. 2009-11-27  [2] [R-SIG-Finance] SMA on Volume?                             r-sig-finan Joshua Ulrich 
 12. 2009-11-27 [11] [R-SIG-Finance] [R-sig-finance] A VaR question             r-sig-finan RON70 
 13. 2009-11-25  [3] [R-SIG-Finance] how use the results of rollapply in the pr r-sig-finan Gabor Grothendie
 14. 2009-11-24  [5] [R-SIG-Finance] R: Use VAR model to predict response to ch r-sig-finan Karl Schriek 
 15. 2009-11-24  [1] [R-SIG-Finance] Fwd: Interpreting impluse response coeffic r-sig-finan Karl Schriek 
 16. 2009-11-24  [1] [R-SIG-Finance] Interpreting impluse response coefficients r-sig-finan Karl Schriek 
 17. 2009-11-23  [1] [R-SIG-Finance] Estimating BEKK model with the mgarch pack r-sig-finan Jeff Braun 
 18. 2009-11-23  [1] [R-SIG-Finance] How good is Black-Scholes vs actual option r-sig-finan Peter Mennie 
 19. 2009-11-23  [7] [R-SIG-Finance] How can I retrieve list of all companies l r-sig-finan Jeff Ryan 
 20. 2009-11-23  [3] [R-SIG-Finance] row-by-row operations on multiple xts matr r-sig-finan Murali.MENON
 21. 2009-11-19  [3] [R-SIG-Finance] Interfacing R and LIM                      r-sig-finan Dirk Eddelbuette
 22. 2009-11-19  [2] [R-SIG-Finance] problems in GJR-GARCH with t-disrtibuted e r-sig-finan Jeff Ryan 
 23. 2009-11-19  [4] [R-SIG-Finance] Fast way of replacing missing data points  r-sig-finan Benczik Sandor 
 24. 2009-11-19  [2] [R-SIG-Finance] Add values to time series in DB directly   r-sig-finan Whit Armstrong 
 25. 2009-11-18  [4] [R-SIG-Finance] fSeries/fGarch for R 2.7.0                 r-sig-finan Jeff Ryan 
 26. 2009-11-18  [3] [R-SIG-Finance] Ibrokers Future API                        r-sig-finan zubin 
 27. 2009-11-17  [4] Re: [R-SIG-Finance] Retrieving latest day's data           r-sig-finan Jeff Ryan 
 28. 2009-11-17  [2] [R-SIG-Finance] Daily Return of a Leveraged / Shorted Asse r-sig-finan Patrick Burns 
 29. 2009-11-17  [2] [R-SIG-Finance] Order a XTS object by value                r-sig-finan Jeff Ryan 
 30. 2009-11-17  [3] [R-SIG-Finance] varRisk in fPortfolio package              r-sig-finan Brian G. Peterso

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