Search: 
[] List [] Subjects [] Authors [] Bodies for list 'r-sig-finance'
Set Page Width: [ 80 ] [ 90 ] [ 100 ] [ 120 ]
Viewing messages in list r-sig-finance
- 2010-05-01 - 2010-06-01 (79 messages)
- 2010-04-01 - 2010-05-01 (170 messages)
- 2010-03-01 - 2010-04-01 (190 messages)
 Next  Last 

  1. 2010-04-30  [1] [R-SIG-Finance] Output of fExoticOptions              r-sig-fin Benji Famel 
  2. 2010-04-29  [5] [R-SIG-Finance] Blotter - Setting up a futures_series r-sig-fin Wolfgang Wu 
  3. 2010-04-28  [3] [R-SIG-Finance] quantmod visual feedback from strateg r-sig-fin Joshua Ulrich
  4. 2010-04-28  [6] [R-SIG-Finance] What are the requirements for instrum r-sig-fin Brian G. Pete
  5. 2010-04-28  [4] [R-SIG-Finance] blotter on 15 min data                r-sig-fin kafkaz 
  6. 2010-04-28  [1] [R-SIG-Finance] Garch models with heavy tailed errors r-sig-fin Eddy A. Casti
  7. 2010-04-27  [4] [R-SIG-Finance] Multiple quantmod charts on one plot  r-sig-fin Ulrich Staudi
  8. 2010-04-26  [1] [R-SIG-Finance] Why is blotter giving me this error?  r-sig-fin Robert Nichol
  9. 2010-04-25  [8] [R-SIG-Finance] zoo: how to find for series x closest r-sig-fin mat 
 10. 2010-04-23  [2] [R-SIG-Finance] Problem with modified Var in Performa r-sig-fin Brian G. Pete
 11. 2010-04-21  [2] [R-SIG-Finance] timeSeries Error                      r-sig-fin Diethelm Wuer
 12. 2010-04-21  [2] [R-SIG-Finance] fPortfolio - SOCP not available?      r-sig-fin Diethelm Wuer
 13. 2010-04-21  [4] [R-SIG-Finance] A Value at Risk question              r-sig-fin Brian G. Pete
 14. 2010-04-21  [1] [R-SIG-Finance] ttrTests cReturns and SMA rule        r-sig-fin Research 
 15. 2010-04-19  [2] [R-SIG-Finance] How to use zooreg and zoo in same plo r-sig-fin Gabor Grothen
 16. 2010-04-19  [3] Re: [R-SIG-Finance] A zoo question: what does this wa r-sig-fin Achim Zeileis
 17. 2010-04-17  [8] [R-SIG-Finance] GARCH - Models                        r-sig-fin Konrad Hoppe 
 18. 2010-04-17  [9] [R-SIG-Finance] Problem with solver solveRquadprog in r-sig-fin Peter Keller 
 19. 2010-04-17  [1] Re: [R-SIG-Finance]                                   r-sig-fin Sarbo 
 20. 2010-04-17  [4] [R-SIG-Finance] nearest correlation matrix            r-sig-fin Sarbo 
 21. 2010-04-16  [3] [R-SIG-Finance] restrictions on cointegration relatio r-sig-fin Arun.stat 
 22. 2010-04-16  [2] [R-SIG-Finance] (no subject)                          r-sig-fin dengyishuo
 23. 2010-04-16  [6] [R-SIG-Finance] BEKK help?                            r-sig-fin Matthieu Stig
 24. 2010-04-16  [1] [R-SIG-Finance] Weighted Sums of Dependent Random Var r-sig-fin Charlotte Mai
 25. 2010-04-15  [3] [R-SIG-Finance] Re How to install latest version of q r-sig-fin Immanuel 
 26. 2010-04-15  [2] [R-SIG-Finance] How to install latest version of quan r-sig-fin Jeff Ryan 
 27. 2010-04-15  [1] [R-SIG-Finance] package PerformanceAnalytics v1.0.2 r r-sig-fin Brian G. Pete
 28. 2010-04-15  [2] [R-SIG-Finance] Portfolio Optimization with Non-linea r-sig-fin Brian G. Pete
 29. 2010-04-15  [3] [R-SIG-Finance] rbloomberg error when requesting data r-sig-fin Piotr Chmielo
 30. 2010-04-13  [3] [R-SIG-Finance] Testing existence in xts              r-sig-fin Worik Stanton

 Next  Last 

Configure | About | News | Add a list | Sponsored by KoreLogic