r-sig-finance

2014-12-01 - 2015-01-01 (34 messages)

2014-11-01 - 2014-12-01 (63 messages)

2014-10-01 - 2014-11-01 (110 messages)

  1. 2014-11-30  [1] Re: [R-SIG-Finance] =?utf-8?q?Talking_to_C=23_API_=28 r-sig-fin БобровÑ
  2. 2014-11-30  [8] [R-SIG-Finance] [PerformanceAnalytics] Adding support r-sig-fin Brian G. Pete
  3. 2014-11-29  [4] [R-SIG-Finance] Preparing data for Superior predictiv r-sig-fin Brian G. Pete
  4. 2014-11-24  [1] [R-SIG-Finance] =?utf-8?q?GARCH_Modelling_of_transfor r-sig-fin БобровÑ
  5. 2014-11-24  [3] [R-SIG-Finance] Bug in tradeStats function?           r-sig-fin Brian G. Pete
  6. 2014-11-23  [3] Re: [R-SIG-Finance] Fwd: Re: Block Exogeneity Test    r-sig-fin John Frain 
  7. 2014-11-21  [2] [R-SIG-Finance] Fwd: Re:  Block Exogeneity Test       r-sig-fin Brian G. Pete
  8. 2014-11-21  [2] [R-SIG-Finance] Block Exogeneity Test                 r-sig-fin Brian G. Pete
  9. 2014-11-19  [2] [R-SIG-Finance] RBloomberg                            r-sig-fin John Laing 
 10. 2014-11-18  [1] [R-SIG-Finance] R/Finance 2015 Call for Papers        r-sig-fin Joshua Ulrich
 11. 2014-11-18  [2] [R-SIG-Finance] heston model simulation               r-sig-fin stefano iacus
 12. 2014-11-17  [3] [R-SIG-Finance] incorrectly storing results from `blo r-sig-fin Brian G. Pete
 13. 2014-11-17  [2] [R-SIG-Finance] Heston Simulation                     r-sig-fin jun wang 
 14. 2014-11-13  [1] Re: [R-SIG-Finance] R-SIG-Financ                      r-sig-fin adarshpl7
 15. 2014-11-12  [2] Re: [R-SIG-Finance] Specifying an expected mu and Sig r-sig-fin elliot noma 
 16. 2014-11-12  [2] [R-SIG-Finance] Fitting Arma-garch models to my troub r-sig-fin alexios ghala
 17. 2014-11-12  [1] [R-SIG-Finance] FIGRACH                               r-sig-fin DEBASISH MAIT
 18. 2014-11-12  [1] [R-SIG-Finance] WTLE GARCH models                     r-sig-fin Andrea Sestu 
 19. 2014-11-11  [2] [R-SIG-Finance] Blotter Question related to addAcctTx r-sig-fin Joshua Ulrich
 20. 2014-11-11  [3] [R-SIG-Finance] Learning statistical analysis methods r-sig-fin Nick White 
 21. 2014-11-10  [1] Re: [R-SIG-Finance] Fitting qGARCH, eGARCH and nGARCH r-sig-fin alexios ghala
 22. 2014-11-10  [1] [R-SIG-Finance]  Fitting qGARCH, eGARCH and nGARCH (w r-sig-fin Lasse Thorst 
 23. 2014-11-08  [3] [R-SIG-Finance] [rugarch] ugarchroll returns objects  r-sig-fin Alexios Ghala
 24. 2014-11-06  [2] [R-SIG-Finance] rmgarch gogarchFit standardized resid r-sig-fin alexios ghala
 25. 2014-11-05  [5] [R-SIG-Finance] How to add lagged values to rugarch-m r-sig-fin alexios ghala
 26. 2014-11-04  [3] [R-SIG-Finance] quantstrat::Return.rebalancing        r-sig-fin Bos, Roger 
 27. 2014-11-02  [1] [R-SIG-Finance]  zero coupon yield curve estimation   r-sig-fin kw1958 
 28. 2014-11-01  [1] [R-SIG-Finance] zero coupon yield curve estimation    r-sig-fin Matthew Johns