r-sig-finance

2009-10-01 - 2009-11-01 (158 messages)

2009-09-01 - 2009-10-01 (145 messages)

2009-08-01 - 2009-09-01 (84 messages)

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  1. 2009-09-30  [3] [R-SIG-Finance] what should I be reading?             r-sig-fin Gower, Luke 
  2. 2009-09-30  [1] [R-SIG-Finance] [R-sig-finance] limiting number of in r-sig-fin Inei1234 
  3. 2009-09-30  [5] [R-SIG-Finance] Possible enhancement to volatility in r-sig-fin Joshua Ulrich
  4. 2009-09-29  [5] [R-SIG-Finance] timeSeries:: bizarre rbind behavior w r-sig-fin Jeff Ryan 
  5. 2009-09-29  [3] Re: [R-SIG-Finance] index tracking                    r-sig-fin Patrick Burns
  6. 2009-09-28  [3] [R-SIG-Finance] Static Portfolio Optimization         r-sig-fin Thomas Ethebe
  7. 2009-09-28  [2] [R-SIG-Finance] discussion of time series objects in  r-sig-fin Mark Knecht 
  8. 2009-09-28  [2] [R-SIG-Finance] termstrc: bond yields                 r-sig-fin Josef Hayden 
  9. 2009-09-27  [1] [R-SIG-Finance] Problem in getSymbols.mysql()         r-sig-fin Luis Torgo 
 10. 2009-09-25  [6] [R-SIG-Finance] write.xts() and read.xts()            r-sig-fin Jeff Ryan 
 11. 2009-09-25  [1] Re: [R-SIG-Finance] [R] Does anybody know how to conn r-sig-fin Michael 
 12. 2009-09-25 [10] [R-SIG-Finance] Does anybody know how to connect to K r-sig-fin Michael 
 13. 2009-09-24  [2] [R-SIG-Finance] [R-sig-finance] Problem on ploting of r-sig-fin Gabor Grothen
 14. 2009-09-24  [1] Re: [R-SIG-Finance] computing term structures of bond r-sig-fin Brian G. Pete
 15. 2009-09-24  [2] [R-SIG-Finance] loglik() in urca function             r-sig-fin Pfaff, Bernha
 16. 2009-09-23  [1] [R-SIG-Finance] (no subject)                          r-sig-fin karla hernand
 17. 2009-09-23  [2] [R-SIG-Finance] Help to calculate tail dependence and r-sig-fin Mark Knecht 
 18. 2009-09-22  [2] [R-SIG-Finance] Markov Switching                      r-sig-fin Patrick Brand
 19. 2009-09-22  [2] Re: [R-SIG-Finance] LPPL model for bubble burst forca r-sig-fin Wind 
 20. 2009-09-19  [1] [R-SIG-Finance] Bug in fOptions::GBSOption boundary c r-sig-fin Nicolas Chapa
 21. 2009-09-18  [2] [R-SIG-Finance] Problem with getSymbols.oanda in quan r-sig-fin Jeff Ryan 
 22. 2009-09-17  [1] [R-SIG-Finance] stableFit                             r-sig-fin tzygmund mcfa
 23. 2009-09-17  [1] [R-SIG-Finance] Short and longs positions - Portfolio r-sig-fin Jorge Nieves 
 24. 2009-09-17  [1] [R-SIG-Finance] using caret to select financial model r-sig-fin Aleks Clark 
 25. 2009-09-16  [8] [R-SIG-Finance] how to winsorize data                 r-sig-fin Shane Conway 
 26. 2009-09-16  [3] [R-SIG-Finance] hdf5, quantmod, xts... and dates      r-sig-fin Daniel Cegiel
 27. 2009-09-16  [5] [R-SIG-Finance] column transposition with xts         r-sig-fin Jeff Ryan 
 28. 2009-09-15  [3] [R-SIG-Finance] yahoo quote what= commands            r-sig-fin zubin 
 29. 2009-09-15 [10] [R-SIG-Finance] EXCEL & R                             r-sig-fin Paul Gilbert 
 30. 2009-09-14  [6] [R-SIG-Finance] (TTR) chaikinVolatility problems      r-sig-fin Joshua Ulrich

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