r-sig-finance

2012-11-01 - 2012-12-01 (93 messages)

2012-10-01 - 2012-11-01 (146 messages)

2012-09-01 - 2012-10-01 (155 messages)

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  1. 2012-10-31  [8] [R-SIG-Finance] Kalman Filter + DLM Package in R      r-sig-fin Mark Leeds 
  2. 2012-10-30  [1] [R-SIG-Finance] State Space Model +   DLM Package in  r-sig-fin nserdar 
  3. 2012-10-29  [8] [R-SIG-Finance] [R-SIG-FINANCE] Low Priority - market r-sig-fin Db 
  4. 2012-10-28 [10] [R-SIG-Finance] statistical features of equity time s r-sig-fin Jeff Ryan 
  5. 2012-10-28  [4] Re: [R-SIG-Finance] adjustOHLC discrepancy            r-sig-fin Henry Bee 
  6. 2012-10-27  [2] [R-SIG-Finance] Get forecasted sigmas of ugarchforeca r-sig-fin alexios ghala
  7. 2012-10-25  [1] [R-SIG-Finance] Egarch model using RExcel and VBA     r-sig-fin Dheeraj Pande
  8. 2012-10-25  [1] [R-SIG-Finance] Rugarch: volatility models            r-sig-fin Evelyn Nyamad
  9. 2012-10-24  [1] [R-SIG-Finance] RUGARCH:EGARCH                        r-sig-fin Evelyn Nyamad
 10. 2012-10-24  [1] [R-SIG-Finance] Vector Smooth Transition models (LSTA r-sig-fin Gohou Danon 
 11. 2012-10-24  [2] [R-SIG-Finance] rugarch and copulas                   r-sig-fin Alexios Ghala
 12. 2012-10-23  [3] [R-SIG-Finance] Backtesting with ugarchroll( )        r-sig-fin Eric Zivot 
 13. 2012-10-23  [1] [R-SIG-Finance] Analyst (Intern) position - R user    r-sig-fin research 
 14. 2012-10-22  [2] [R-SIG-Finance] Linux Commandline and Packages        r-sig-fin Dirk Eddelbue
 15. 2012-10-22  [2] [R-SIG-Finance] To Dr. Eric Zivot: Coursera servers w r-sig-fin R. Michael We
 16. 2012-10-22  [6] [R-SIG-Finance] Regarding availability of TTR/Quantmo r-sig-fin Jeff Ryan 
 17. 2012-10-21  [2] [R-SIG-Finance] Quantstrat creating signals on two or r-sig-fin Niklas K 
 18. 2012-10-21  [1] [R-SIG-Finance] Breadth Indicators                    r-sig-fin Maxime Maxime
 19. 2012-10-20  [3] [R-SIG-Finance] A good backtesting package ??         r-sig-fin R. Michael We
 20. 2012-10-19  [2] [R-SIG-Finance] beyond GPU support, 16+ cores, low po r-sig-fin Daniel_Cegieł
 21. 2012-10-18  [1] [R-SIG-Finance] Mystery In Creating data.frame w time r-sig-fin Chao Zhang 
 22. 2012-10-17  [2] [R-SIG-Finance] Recursively retrieve Date OHLC Adj Cl r-sig-fin Joshua Ulrich
 23. 2012-10-15  [4] Re: [R-SIG-Finance] [R] RTAQ - convert function: warn r-sig-fin Nicolae Capra
 24. 2012-10-15  [3] [R-SIG-Finance] Daily dividend yield                  r-sig-fin FJ M 
 25. 2012-10-15  [2] Re: [R-SIG-Finance] R-SIG-Finance Digest, Vol 101, Is r-sig-fin Joshua Ulrich
 26. 2012-10-13  [1] [R-SIG-Finance] Errors with updatePortf in blotter pa r-sig-fin Noah Silverma
 27. 2012-10-13  [6] [R-SIG-Finance] Slow data EOD                         r-sig-fin G See 
 28. 2012-10-13  [1] Re: [R-SIG-Finance] [R] DCC help                      r-sig-fin R. Michael We
 29. 2012-10-12  [2] [R-SIG-Finance] Fw:  Error with applyStrategy         r-sig-fin OpenTrades 
 30. 2012-10-12  [2] Re: [R-SIG-Finance] quanstrat: stop trailing with var r-sig-fin Brian Moretta

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