Search: 
[] List [] Subjects [] Authors [] Bodies for list 'r-sig-finance'
Set Page Width: [ 80 ] [ 90 ] [ 100 ] [ 120 ]
Viewing messages in list 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

Configure | About | News | Add a list | Sponsored by KoreLogic