- r-sig-finance
- 2004-09-01 - 2004-10-01 (32 messages)
- 2004-08-01 - 2004-09-01 (48 messages)
- 2004-07-01 - 2004-08-01 (23 messages)
1. 2004-08-31 [9] [R-sig-finance] correlation between two stock market r-sig-fin kris kumar
2. 2004-08-31 [2] [R-sig-finance] 3-d visualisation of yield curves? r-sig-fin Pfaff, Bernha
3. 2004-08-26 [9] [R-sig-finance] tips and tricks for rolling regressio r-sig-fin Patrick Burns
4. 2004-08-26 [1] [R-sig-finance] Convergence problems in garch(1,1) r-sig-fin Ajay Shah
5. 2004-08-25 [15] [R-sig-finance] VAR, VECM, Kalman, r-sig-fin Eric Zivot
6. 2004-08-25 [2] [R-sig-finance] VAR, VECM, Kalman,... non-R software r-sig-fin Daltonmota
7. 2004-08-24 [3] [R-sig-finance] VAR, VECM, Kalman, ... non-R software r-sig-fin Pfaff, Bernha
8. 2004-08-06 [2] [R-sig-finance] multivariate garch? r-sig-fin Dirk Eddelbue
9. 2004-08-06 [1] [R-sig-finance] getReturns problem r-sig-fin Linus Thand
10. 2004-08-05 [1] [R-sig-finance] Brand New User r-sig-fin Mitra, Abhiji
11. 2004-08-04 [2] [R-sig-finance] c++ and D-COM r-sig-fin Dirk Eddelbue
12. 2004-08-04 [1] [R-sig-finance] GARCH(1,1) r-sig-fin Alessandro Co
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