1. 2013-07-31 [2] [R-SIG-Finance] Question regarding ugarchroll in ruga r-sig-fin alexios ghala 2. 2013-07-30 [1] [R-SIG-Finance] Parameterization of the GED distribut r-sig-fin Copula Guy 3. 2013-07-28 [4] [R-SIG-Finance] Range intersections r-sig-fin Matthew Clegg 4. 2013-07-27 [3] [R-SIG-Finance] TTR package feature suggestion r-sig-fin Michael Weyla 5. 2013-07-27 [1] [R-SIG-Finance] Bond market liquidity r-sig-fin Bastian Offer 6. 2013-07-26 [5] [R-SIG-Finance] IBrokers storing Interactive data. r-sig-fin ganesha0701 7. 2013-07-25 [6] [R-SIG-Finance] subset section of trading day from RB r-sig-fin Jeff Ryan 8. 2013-07-25 [1] Re: [R-SIG-Finance] [SPAM] - Re: subset section of tr r-sig-fin David Reiner 9. 2013-07-23 [2] [R-SIG-Finance] Finding price difference of a time se r-sig-fin Joshua Ulrich 10. 2013-07-23 [3] [R-SIG-Finance] rugarch package (sstd density functio r-sig-fin W S 11. 2013-07-23 [3] [R-SIG-Finance] day/month/year functions? r-sig-fin daniel 12. 2013-07-22 [8] Re: [R-SIG-Finance] Do the blotter demos work? r-sig-fin Mark Knecht 13. 2013-07-22 [3] [R-SIG-Finance] create data frame with coefficients f r-sig-fin Jeff Ryan 14. 2013-07-22 [3] [R-SIG-Finance] Equality of covariance matrices?? r-sig-fin Brian Rowe 15. 2013-07-22 [1] [R-SIG-Finance] how to get programmatically "portfoli r-sig-fin zeljko krizek 16. 2013-07-18 [2] [R-SIG-Finance] An experiment r-sig-fin BBands 17. 2013-07-16 [2] [R-SIG-Finance] Counterparty Credit Risk and CVA r-sig-fin Hans Radtke 18. 2013-07-10 [2] [R-SIG-Finance] IBROKER - Problems with OrderID r-sig-fin Jeff Ryan 19. 2013-07-10 [3] [R-SIG-Finance] efficient linear programming problem! r-sig-fin Alexios Ghala 20. 2013-07-09 [2] [R-SIG-Finance] Rforge TradeAnalytics packages forbid r-sig-fin Marteau 21. 2013-07-08 [2] [R-SIG-Finance] WTI Crude oil prices r-sig-fin Helmuth Vollm 22. 2013-07-08 [4] [R-SIG-Finance] qmao and earnings.com problem r-sig-fin TheTerrible 23. 2013-07-07 [1] [R-SIG-Finance] VaR calculation produces unreliable r r-sig-fin Daniel Lieber 24. 2013-07-05 [8] [R-SIG-Finance] why my rugarch ugarchfit function is r-sig-fin alexios ghala 25. 2013-07-05 [2] [R-SIG-Finance] How to customize rugarch. r-sig-fin alexios ghala 26. 2013-07-03 [3] [R-SIG-Finance] quantmod FX from Oanda r-sig-fin ArvanitisCh 27. 2013-07-02 [2] [R-SIG-Finance] chartSeries r-sig-fin Joshua Ulrich 28. 2013-07-01 [1] Re: [R-SIG-Finance] Risk return analysis r-sig-fin wlmr