r-sig-finance

2010-12-01 - 2011-01-01 (222 messages)

2010-11-01 - 2010-12-01 (147 messages)

2010-10-01 - 2010-11-01 (128 messages)

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 31. 2010-11-10  [2] [R-SIG-Finance] possible bug in IBrokers, or my confu r-sig-fin Jeff Ryan 
 32. 2010-11-09  [2] [R-SIG-Finance] Copula Package                        r-sig-fin Christophe Du
 33. 2010-11-09  [7] [R-SIG-Finance] Questions on fitted garch(1,1)        r-sig-fin Mark Breman 
 34. 2010-11-09  [2] [R-SIG-Finance] Differencing / Detrending in "vars"-P r-sig-fin Adams, Zeno 
 35. 2010-11-07  [3] Re: [R-SIG-Finance] [SPAM] -  Implied Volatility,     r-sig-fin Sarbo 
 36. 2010-11-06  [3] [R-SIG-Finance] garchFit- initial volatility          r-sig-fin neshac 
 37. 2010-11-04  [2] [R-SIG-Finance] Granger causality with panel data (ec r-sig-fin mat 
 38. 2010-11-04  [1] [R-SIG-Finance] Implied Volatility, Column operation  r-sig-fin Rohit Taklika
 39. 2010-11-03  [9] [R-SIG-Finance] Barrier options                       r-sig-fin Samuel Le 
 40. 2010-11-02  [3] [R-SIG-Finance] getting date of highest value (xts)   r-sig-fin Immanuel 
 41. 2010-11-02  [4] [R-SIG-Finance] Quantmod segmentation fault           r-sig-fin Jeff Ryan 
 42. 2010-11-02  [1] [R-SIG-Finance] =?utf-8?q?IBrokers_=3A_asssign=2EData r-sig-fin Olivier MERLE
 43. 2010-11-02  [1] Re: [R-SIG-Finance] =?utf-8?q?Barrier_options?=       r-sig-fin Olivier MERLE
 44. 2010-11-01  [1] Re: [R-SIG-Finance] Mean-Semivariance (downside risk) r-sig-fin Brian G. Pete
 45. 2010-11-01  [1] Re: [R-SIG-Finance] Seasonal ARIMA simulation using t r-sig-fin mat 
 46. 2010-11-01  [1] Re: [R-SIG-Finance] R & factset?                      r-sig-fin julien cuisin

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