r-sig-finance

2009-11-01 - 2009-12-01 (164 messages)

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

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

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  1. 2009-10-30  [2] [R-SIG-Finance] merging a list of xts objects         r-sig-fin Jeff Ryan 
  2. 2009-10-30  [4] [R-SIG-Finance] Time series temporal disaggregation   r-sig-fin Brian G. Pete
  3. 2009-10-30  [2] [R-SIG-Finance] modeling and forecasting commodity ti r-sig-fin David_Lüthi 
  4. 2009-10-30  [1] Re: [R-SIG-Finance] [R] Fast optimizer                r-sig-fin R_help Help 
  5. 2009-10-30  [2] [R-SIG-Finance] Fast optimizer                        r-sig-fin Joshua Ulrich
  6. 2009-10-29  [2] Re: [R-SIG-Finance] [R-sig-finance] Volatility Swaps  r-sig-fin Luwingo 
  7. 2009-10-29  [1] [R-SIG-Finance] gofCopula - Intuition?                r-sig-fin Michael Krist
  8. 2009-10-28  [1] [R-SIG-Finance] R/Finance 2010: Applied Finance with  r-sig-fin Jeff Ryan 
  9. 2009-10-28  [2] [R-SIG-Finance] Manipulate database                   r-sig-fin Brian G. Pete
 10. 2009-10-28  [7] [R-SIG-Finance] how to use xts in setClass()          r-sig-fin Guillaume Yzi
 11. 2009-10-27  [2] [R-SIG-Finance] getQuote real time                    r-sig-fin Brian G. Pete
 12. 2009-10-27  [2] [R-SIG-Finance] agent-based models: any progress?     r-sig-fin Ana Nelson 
 13. 2009-10-27  [1] [R-SIG-Finance] Extracting a fitted series from an AR r-sig-fin Philipp Linco
 14. 2009-10-26  [2] [R-SIG-Finance] R CMD --meetup=Chicago --when=Oct 29  r-sig-fin Jeff Ryan 
 15. 2009-10-24  [3] [R-SIG-Finance] RBloomberg error?                     r-sig-fin Konrad Banach
 16. 2009-10-23  [6] [R-SIG-Finance] little arrows on quantmod charts      r-sig-fin Jeff Ryan 
 17. 2009-10-22  [1] [R-SIG-Finance] COPULA                                r-sig-fin Michael Krist
 18. 2009-10-22  [2] [R-SIG-Finance] Performance Analytics Package: Annual r-sig-fin Brian G. Pete
 19. 2009-10-22  [2] [R-SIG-Finance] garch model estimation                r-sig-fin Yohan Chalabi
 20. 2009-10-21  [2] [R-SIG-Finance] Multiply xts-series with different fr r-sig-fin Jeff Ryan 
 21. 2009-10-21  [2] [R-SIG-Finance] seasonal dummy lm equation            r-sig-fin Matthieu Stig
 22. 2009-10-19  [3] [R-SIG-Finance] [R-sig-finance] Rolling Beta          r-sig-fin Brian G. Pete
 23. 2009-10-16  [3] [R-SIG-Finance] Exploratory analyses: Experience usin r-sig-fin Dirk Eddelbue
 24. 2009-10-16  [1] [R-SIG-Finance] Enough,                               r-sig-fin Dirk Eddelbue
 25. 2009-10-16 [15] [R-SIG-Finance] Mathematical Expectation for a tradin r-sig-fin Mark Breman 
 26. 2009-10-16  [3] [R-SIG-Finance] Question related to RBloomberg        r-sig-fin Sergey Goriat
 27. 2009-10-15  [1] [R-SIG-Finance] Error found - [Perfect out-of-sample- r-sig-fin Gero Schwenk 
 28. 2009-10-15  [2] [R-SIG-Finance] Perfect out-of-sample-fit in a model  r-sig-fin Adrian Traple
 29. 2009-10-15  [1] [R-SIG-Finance] Estimation in a changepoint regressio r-sig-fin FMH 
 30. 2009-10-15  [1] [R-SIG-Finance] Can we post following event to discus r-sig-fin Elise Johnson

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