r-sig-finance

2010-11-01 - 2010-12-01 (147 messages)

2010-10-01 - 2010-11-01 (128 messages)

2010-09-01 - 2010-10-01 (162 messages)

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  1. 2010-10-31  [4] [R-SIG-Finance] intraday volatility                   r-sig-fin rex 
  2. 2010-10-31  [1] [R-SIG-Finance] Using dense constraint matrix in pack r-sig-fin Premkumar Nar
  3. 2010-10-31  [6] [R-SIG-Finance] Bollinger Bands error                 r-sig-fin Nikos Rachman
  4. 2010-10-29  [1] [R-SIG-Finance] Mean-Semivariance (downside risk) Por r-sig-fin Gabe Plaxico 
  5. 2010-10-29  [1] [R-SIG-Finance] Seasonal ARIMA simulation using time  r-sig-fin Knut Erik Ved
  6. 2010-10-29  [1] [R-SIG-Finance] =?utf-8?q?IBrokers_=3A_asssign=2EData r-sig-fin Olivier MERLE
  7. 2010-10-29  [2] [R-SIG-Finance] haver                                 r-sig-fin Joshua Ulrich
  8. 2010-10-28  [3] [R-SIG-Finance] help: blotter debugging: How to step  r-sig-fin Brian G. Pete
  9. 2010-10-27  [5] [R-SIG-Finance] Calculating returns on negative time  r-sig-fin Johnson, Cedr
 10. 2010-10-27  [3] [R-SIG-Finance] cointegration & reversion to mean     r-sig-fin mat 
 11. 2010-10-27  [1] [R-SIG-Finance] fancier version of weeklyReturn (quan r-sig-fin Horace Tso 
 12. 2010-10-27  [1] [R-SIG-Finance] Bloomberg historical data requests vi r-sig-fin Alex Bird 
 13. 2010-10-27  [1] [R-SIG-Finance] ANTUNES, Rui                          r-sig-fin Rui ANTUNES 
 14. 2010-10-27  [5] [R-SIG-Finance] REUTERS                               r-sig-fin SNV Krishna 
 15. 2010-10-27  [1] Re: [R-SIG-Finance] surface3d from a three column mat r-sig-fin Arun.stat 
 16. 2010-10-26  [2] [R-SIG-Finance] Copula Package                        r-sig-fin Christophe Du
 17. 2010-10-26  [2] [R-SIG-Finance] R & factset?                          r-sig-fin Brian G. Pete
 18. 2010-10-26  [2] [R-SIG-Finance] RBloomberg - Trade data with bargain  r-sig-fin Ana Nelson 
 19. 2010-10-25  [5] [R-SIG-Finance] Quantmod / xts problem " Error in `[. r-sig-fin Jeff Ryan 
 20. 2010-10-25  [5] [R-SIG-Finance] Database for Historical Security Pric r-sig-fin Brian G. Pete
 21. 2010-10-24  [1] Re: [R-SIG-Finance] R and Metatrader                  r-sig-fin Bernd Kreuss 
 22. 2010-10-21  [4] Re: [R-SIG-Finance] Coefficients,                     r-sig-fin Sarbo 
 23. 2010-10-21  [6] [R-SIG-Finance] Portfolio Value at Risk - A conceptua r-sig-fin Amy Milano 
 24. 2010-10-21  [1] [R-SIG-Finance] Leon et al.(2005)'s GARCHSK Model Est r-sig-fin Hsiaonan Chan
 25. 2010-10-19  [6] [R-SIG-Finance] Mean reversion                        r-sig-fin Yihao Lu aeol
 26. 2010-10-19  [2] [R-SIG-Finance] cointegration                         r-sig-fin Paul Teetor 
 27. 2010-10-18 [10] [R-SIG-Finance] Ornstein-Uhlenbeck                    r-sig-fin Stephen Choul
 28. 2010-10-17  [2] [R-SIG-Finance] Regression with ARMA errors and Stude r-sig-fin alexios 
 29. 2010-10-17  [6] [R-SIG-Finance] Data Sources                          r-sig-fin Guy Green 
 30. 2010-10-16  [2] [R-SIG-Finance] problem with frontierPlot             r-sig-fin Santosh Srini

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