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,  weights r-sig-fin John P. Burke
  2. 2009-07-31  [3] [R-SIG-Finance] [R-sig-finance] getSymbols() date ran r-sig-fin Brian G. Pete
  3. 2009-07-31  [3] [R-SIG-Finance] Question about seasonal parameters in r-sig-fin Adams, Zeno 
  4. 2009-07-31  [6] [R-SIG-Finance] Continuous futures series with R      r-sig-fin Whit Armstron
  5. 2009-07-31  [5] Re: [R-SIG-Finance] [R-sig-finance] Quantmod          r-sig-fin ehxpieterse 
  6. 2009-07-30  [3] [R-SIG-Finance] Speed issue issue with periodReturn   r-sig-fin Jeff Ryan 
  7. 2009-07-29  [1] [R-SIG-Finance] Tier 1 Subordinated Bond              r-sig-fin Roger Bergand
  8. 2009-07-28  [4] [R-SIG-Finance] error in plot() with fGarch object fr r-sig-fin Yohan Chalabi
  9. 2009-07-28  [2] [R-SIG-Finance] R excel                               r-sig-fin Jeff Ryan 
 10. 2009-07-27  [8] [R-SIG-Finance] disaggregate from monthly to daily ti r-sig-fin Joshua Ulrich
 11. 2009-07-27  [3] [R-SIG-Finance] Coercion problem in RBloomberg        r-sig-fin Ana Nelson 
 12. 2009-07-27  [7] [R-SIG-Finance] how to smooth timeseries without the  r-sig-fin Gerard M. Keo
 13. 2009-07-27  [1] [R-SIG-Finance] Version 0.7 of package tsDyn, nonline r-sig-fin Matthieu Stig
 14. 2009-07-26  [1] [R-SIG-Finance] Fitting and testing copula-functions  r-sig-fin John_Seppänen
 15. 2009-07-26  [7] [R-SIG-Finance] xts() speed on data with date index   r-sig-fin Michael 
 16. 2009-07-24  [8] [R-SIG-Finance] Read timeseries from csv file with xt r-sig-fin Mark Breman 
 17. 2009-07-24  [8] [R-SIG-Finance] For pricing Bond Library ?            r-sig-fin Andrew Piskor
 18. 2009-07-24  [3] [R-SIG-Finance] Fwd: Fwd: Inequality constraints in G r-sig-fin David J. Moor
 19. 2009-07-24 [10] [R-SIG-Finance] LPPL model for bubble burst forcastin r-sig-fin Wind 
 20. 2009-07-24  [3] [R-SIG-Finance] Plot.zoo does not take vector paramet r-sig-fin Sean Carmody 
 21. 2009-07-23  [5] [R-SIG-Finance] quantmod Charting                     r-sig-fin Jeff Ryan 
 22. 2009-07-23  [4] [R-SIG-Finance] Index time change when coercing zoo o r-sig-fin Jeff Ryan 
 23. 2009-07-22  [9] [R-SIG-Finance] Pattern recognition in timeseries dat r-sig-fin Mark Breman 
 24. 2009-07-21  [3] [R-SIG-Finance] [R-sig-finance] COPULA package in R ~ r-sig-fin Andy Zhu 
 25. 2009-07-21  [2] [R-SIG-Finance] termstrc's bonds dataset creation     r-sig-fin spencerg 
 26. 2009-07-20  [2] [R-SIG-Finance] Best practice in trading model report r-sig-fin Peter Carl 
 27. 2009-07-20  [3] [R-SIG-Finance] Random numbers with positive skewness r-sig-fin spencerg 
 28. 2009-07-20  [2] [R-SIG-Finance] American Option implied volatility    r-sig-fin davidr
 29. 2009-07-20  [1] [R-SIG-Finance] Questions/issues about new Tradesys p r-sig-fin Mark Breman 
 30. 2009-07-20  [1] Re: [R-SIG-Finance] R-finance frameworks (was "Backte r-sig-fin SIES_73

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