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)

 Next  Last 

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

 Next  Last