r-sig-finance

2011-04-01 - 2011-05-01 (149 messages)

2011-03-01 - 2011-04-01 (114 messages)

2011-02-01 - 2011-03-01 (120 messages)

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  1. 2011-03-31  [3] [R-SIG-Finance] Vector Autoregression on Panel Data   r-sig-fin Eric Zivot 
  2. 2011-03-30  [3] [R-SIG-Finance] fPortfolio inverse VaR function       r-sig-fin Henry Ward 
  3. 2011-03-30  [3] [R-SIG-Finance] fPortfolioSolver                      r-sig-fin alex.rudnev
  4. 2011-03-30  [4] [R-SIG-Finance] Interpreting cointegration - ur.df()  r-sig-fin Mark Breman 
  5. 2011-03-30  [1] [R-SIG-Finance] CAPM Wavelets                         r-sig-fin renoir vieira
  6. 2011-03-29  [1] [R-SIG-Finance] reqMktData in IBrokers                r-sig-fin Johnny Paulo 
  7. 2011-03-29  [1] [R-SIG-Finance] Noble America Summer Internship 2011  r-sig-fin Wang Yu 
  8. 2011-03-29  [4] [R-SIG-Finance] Sullivan, Timmerman and  White 1999:  r-sig-fin Brian G. Pete
  9. 2011-03-29  [1] [R-SIG-Finance] risk forecasting book with R code     r-sig-fin jond 
 10. 2011-03-28  [1] [R-SIG-Finance] Fwd: GSOC 2011 Students: please get r r-sig-fin Brian G. Pete
 11. 2011-03-25  [2] [R-SIG-Finance] IBrokers R package: issue with class  r-sig-fin Jeffrey Ryan 
 12. 2011-03-25  [3] [R-SIG-Finance] multiple plots with QQplot of Perform r-sig-fin Robert Iquiap
 13. 2011-03-24  [3] Re: [R-SIG-Finance] RBloomberg and Bloomberg API 3.4. r-sig-fin Matteo Fornas
 14. 2011-03-24  [2] [R-SIG-Finance] rgarch and GH                         r-sig-fin alexios 
 15. 2011-03-23  [2] [R-SIG-Finance] Possible bug in findDrawdowns         r-sig-fin Brian G. Pete
 16. 2011-03-23  [2] [R-SIG-Finance] Error Message using RBloomberg        r-sig-fin Ana Nelson 
 17. 2011-03-23  [1] [R-SIG-Finance] FamaFrench Carhart models             r-sig-fin Josh Andersen
 18. 2011-03-22  [1] [R-SIG-Finance] R GSOC 2011                           r-sig-fin Brian G. Pete
 19. 2011-03-21  [3] [R-SIG-Finance] (no subject)                          r-sig-fin Brian G. Pete
 20. 2011-03-19  [3] [R-SIG-Finance] quotes from cvs file, how to?         r-sig-fin Joshua Ulrich
 21. 2011-03-18  [2] [R-SIG-Finance] modeling using the derivative or unde r-sig-fin Arun.stat 
 22. 2011-03-18  [3] [R-SIG-Finance] xts timeseries as shared-memory objec r-sig-fin me
 23. 2011-03-17  [2] [R-SIG-Finance] Passing Transaction costs from quants r-sig-fin Brian G. Pete
 24. 2011-03-17  [5] [R-SIG-Finance] fOptions and RQuantlib give different r-sig-fin Vladimir Vlad
 25. 2011-03-16  [1] Re: [R-SIG-Finance] get.hist.quote                    r-sig-fin Adrian Traple
 26. 2011-03-16  [3] Re: [R-SIG-Finance] plotting vertical lines on months r-sig-fin Joshua Ulrich
 27. 2011-03-15  [3] [R-SIG-Finance] basket of trading systems (blotter, q r-sig-fin Brian G. Pete
 28. 2011-03-15  [1] [R-SIG-Finance] RBloomberg -- Error in dimnames(x) <- r-sig-fin Li Yi 
 29. 2011-03-14  [1] [R-SIG-Finance] R/Finance 2011 Registration Now Open! r-sig-fin Jeff Ryan 
 30. 2011-03-14  [4] [R-SIG-Finance] Dealing with the futures roll in quan r-sig-fin Brian G. Pete

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