r-sig-finance

2011-11-01 - 2011-12-01 (188 messages)

2011-10-01 - 2011-11-01 (205 messages)

2011-09-01 - 2011-10-01 (237 messages)

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  1. 2011-10-31  [2] [R-SIG-Finance] rugarch: solnp vs nlminb default cont r-sig-fin alexios 
  2. 2011-10-31  [2] [R-SIG-Finance] apply Function Problem                r-sig-fin G See 
  3. 2011-10-31  [8] [R-SIG-Finance] Fwd: runMult instead of runSum        r-sig-fin G See 
  4. 2011-10-31  [1] Re: [R-SIG-Finance] [SPAM] - Re: Skewness function fo r-sig-fin David Reiner 
  5. 2011-10-31  [4] [R-SIG-Finance] expanding xts object - adding a day   r-sig-fin Brian G. Pete
  6. 2011-10-31  [2] [R-SIG-Finance] Skewness function for intraday data r r-sig-fin Patrick Burns
  7. 2011-10-31  [5] [R-SIG-Finance] IBrokers TWS quits daily              r-sig-fin Stergios Mari
  8. 2011-10-30  [1] [R-SIG-Finance] the solution of your problem IB probl r-sig-fin Martin Bauer 
  9. 2011-10-29  [3] [R-SIG-Finance] Track multiple order status with IBro r-sig-fin Noah Silverma
 10. 2011-10-28  [2] Re: [R-SIG-Finance] Fwd: Fwd: blotter,                r-sig-fin G See 
 11. 2011-10-28  [3] Re: [R-SIG-Finance] Fwd: blotter,                     r-sig-fin Brian G. Pete
 12. 2011-10-28  [2] [R-SIG-Finance] "xts" as S4 slot class                r-sig-fin Jeffrey Ryan 
 13. 2011-10-28  [1] [R-SIG-Finance] Fwd:  Fwd: blotter,                   r-sig-fin Andreas Voell
 14. 2011-10-28  [1] [R-SIG-Finance] Fwd: blotter, quantstrat: initDate wi r-sig-fin Andreas Voell
 15. 2011-10-27  [2] [R-SIG-Finance] mcr, cr, and pcr at security level    r-sig-fin ezivot
 16. 2011-10-27  [5] [R-SIG-Finance] RBloomberg hangs on blpConnect()      r-sig-fin Harry Praband
 17. 2011-10-27  [4] [R-SIG-Finance] help needed for rugarch forecast func r-sig-fin alexios 
 18. 2011-10-27  [1] [R-SIG-Finance] Ca.jo function Help (v2)              r-sig-fin Nicolas Gomez
 19. 2011-10-27  [1] [R-SIG-Finance] Ca.jo function Help                   r-sig-fin Nicolas Gomez
 20. 2011-10-27  [2] [R-SIG-Finance] Measuring Price Impact of Trade       r-sig-fin Mark Leeds 
 21. 2011-10-26 [10] [R-SIG-Finance] 3d implied volatility surface         r-sig-fin R. Michael We
 22. 2011-10-26  [2] [R-SIG-Finance] Estimate complex GJR-GARCH with exoge r-sig-fin Johannes Lips
 23. 2011-10-25  [4] [R-SIG-Finance] Estimating co-integration factors of  r-sig-fin Eric Zivot 
 24. 2011-10-25  [2] [R-SIG-Finance] negative p-values for t.test() in app r-sig-fin G See 
 25. 2011-10-25  [2] [R-SIG-Finance] getSymbols {quantmod}: load data from r-sig-fin R. Michael We
 26. 2011-10-24  [6] [R-SIG-Finance] VaR and ES in PerformanceAnalytics    r-sig-fin financial eng
 27. 2011-10-24 [14] [R-SIG-Finance] PerformanceAnalytics package          r-sig-fin Brian G. Pete
 28. 2011-10-22  [2] [R-SIG-Finance] quantstrat parameters                 r-sig-fin Joshua Ulrich
 29. 2011-10-20  [7] [R-SIG-Finance] marketdata in qsiblive                r-sig-fin soren wilkeni
 30. 2011-10-20  [2] [R-SIG-Finance] White's Reality Check                 r-sig-fin Subramanian S

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