Search: 
[] List [] Subjects [] Authors [] Bodies for list 'r-sig-finance'
Set Page Width: [ 80 ] [ 90 ] [ 100 ] [ 120 ]
Viewing messages in list r-sig-finance
- 2008-03-01 - 2008-04-01 (93 messages)
- 2008-02-01 - 2008-03-01 (189 messages)
- 2008-01-01 - 2008-02-01 (102 messages)
 Next  Last 

  1. 2008-02-29 [11] [R-SIG-Finance] EMM: how to make forecast using EMM m r-sig-fin Eric Zivot 
  2. 2008-02-29  [1] [R-SIG-Finance] Risk Neutral Probability Distribution r-sig-fin McGehee, Robe
  3. 2008-02-29  [4] Re: [R-SIG-Finance] [R-sig-finance] Extracting OHLC f r-sig-fin Yuri Volchik 
  4. 2008-02-29  [4] [R-SIG-Finance] fGarch predict                        r-sig-fin chalabi
  5. 2008-02-28  [2] [R-SIG-Finance] aggregate over POSIX timestamps not r r-sig-fin Gabor Grothen
  6. 2008-02-28  [3] [R-SIG-Finance] RBloomberg                            r-sig-fin Robert Sams 
  7. 2008-02-27  [1] [R-SIG-Finance] [R-sig-finance] robust portfolio opti r-sig-fin maratikus 
  8. 2008-02-27  [3] [R-SIG-Finance] applying to.period on matrices        r-sig-fin jeff.a.ryan
  9. 2008-02-27  [4] [R-SIG-Finance] garch in R vs Matlab                  r-sig-fin Spencer Grave
 10. 2008-02-27  [3] [R-SIG-Finance] Using rownames to index into xts obje r-sig-fin Jeff Ryan 
 11. 2008-02-26  [1] [R-SIG-Finance] =?iso-8859-15?q?modifiedVaR_at__coske r-sig-fin karl endres 
 12. 2008-02-26  [2] [R-SIG-Finance] Implementing Sharpe's style analysis  r-sig-fin Dale Smith 
 13. 2008-02-25  [1] [R-SIG-Finance] fPortfolio Bug                        r-sig-fin Attiglah, Mam
 14. 2008-02-25  [1] Re: [R-SIG-Finance] R-SIG-Finance Digest, Vol 45, Iss r-sig-fin Li Gu 
 15. 2008-02-24  [3] [R-SIG-Finance] New IBrokers package on CRAN          r-sig-fin Jeff Ryan 
 16. 2008-02-24  [1] Re: [R-SIG-Finance] [R-sig-finance] ohlcPlot          r-sig-fin Gex 
 17. 2008-02-24  [3] [R-SIG-Finance] fitted fGarch model                   r-sig-fin Spencer Grave
 18. 2008-02-24  [1] [R-SIG-Finance] where can I find source code for part r-sig-fin Michael 
 19. 2008-02-24  [5] [R-SIG-Finance] functions for quarterly settlement da r-sig-fin Jeff Ryan 
 20. 2008-02-23  [1] [R-SIG-Finance] GARCH-M?                              r-sig-fin Spencer Grave
 21. 2008-02-23  [1] [R-SIG-Finance] IGARCH?                               r-sig-fin Spencer Grave
 22. 2008-02-23  [1] [R-SIG-Finance] [R-sig-finance] chart.Histogram diffe r-sig-fin EdNel 
 23. 2008-02-22  [3] [R-SIG-Finance] abline() for zoo plot ?               r-sig-fin Dirk Eddelbue
 24. 2008-02-20  [5] [R-SIG-Finance] Extracting OHLC from trade price seri r-sig-fin Jeff Ryan 
 25. 2008-02-19 [11] [R-SIG-Finance] garch vs garchFit - minimum sample si r-sig-fin Yohan Chalabi
 26. 2008-02-19  [2] [R-SIG-Finance] [R-sig-finance] garchFit failing to g r-sig-fin michaelb 
 27. 2008-02-18  [5] [R-SIG-Finance] Quick and simple Simulation of a mult r-sig-fin Matthieu Stig
 28. 2008-02-16  [2] [R-SIG-Finance] S_plus                                r-sig-fin Guy Yollin 
 29. 2008-02-14  [3] [R-SIG-Finance] holidayNYSE missing some              r-sig-fin Yohan Chalabi
 30. 2008-02-14  [7] Re: [R-SIG-Finance] timeseries - xst vs. dataframe?   r-sig-fin Achim Zeileis

 Next  Last 

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