r-sig-finance

2015-06-01 - 2015-07-01 (65 messages)

2015-05-01 - 2015-06-01 (25 messages)

2015-04-01 - 2015-05-01 (48 messages)

  1. 2015-05-30  [1] [R-SIG-Finance] chart_Series.R question               r-sig-fin E Pan 
  2. 2015-05-27  [2] [R-SIG-Finance] Quadratic programming solve.QP's Lagr r-sig-fin Bob Jansen 
  3. 2015-05-25  [1] [R-SIG-Finance] How to extract the standardized resid r-sig-fin WEN SONG-QIAO
  4. 2015-05-21  [2] [R-SIG-Finance] RUGARCH - non-negativity constraints  r-sig-fin alexios 
  5. 2015-05-20  [1] [R-SIG-Finance] COGARCH(p, q): Simulation and Inferen r-sig-fin stefano iacus
  6. 2015-05-19  [2] [R-SIG-Finance] strategy classes supported by quanstr r-sig-fin Brian G. Pete
  7. 2015-05-19  [3] [R-SIG-Finance] assetsLPM from fAssets and 0.moment   r-sig-fin Nils Tobias K
  8. 2015-05-19  [3] [R-SIG-Finance] =?utf-8?b?5Zue5aSNOiBUaWNrRGF0YSBCYWN r-sig-fin Ilya Kipnis 
  9. 2015-05-17  [3] [R-SIG-Finance] Finding the strike price of an option r-sig-fin Enrico Schuma
 10. 2015-05-17  [2] [R-SIG-Finance] TickData Backtesting in R, is it able r-sig-fin Brian G. Pete
 11. 2015-05-15  [2] Re: [R-SIG-Finance] R/Finance 2015 registration now o r-sig-fin Joshua Ulrich
 12. 2015-05-14  [2] Re: [R-SIG-Finance] !SPAM: Re: Documentation and func r-sig-fin Erol Bicerogl
 13. 2015-05-08  [1] [R-SIG-Finance] Gaussian Copula Simulation            r-sig-fin Chien, Josh-C