R-SIG-Finance — 2004

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R vs. S-PLUS vs. SAS Muller, John, Patrick Burns +4

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Is there an R-analog of S-Plus's import.dta.bloomberg? davidr@rhotrading.com, Dirk Eddelbuettel +2

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Using R in equity research Andrew West, Dirk Eddelbuettel +1

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Rmetrics 191.10057 Diethelm Wuertz, Tamas Papp +1

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VAR, VECM, Kalman, ... non-R software recomme ndations? Pfaff, Bernhard, Patrick Brandt +2

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tips and tricks for rolling regressions? Taher Khan, Ajay Shah +2

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VAR, VECM, Kalman, ... non-R software recommendations? Pijus Virketis, Patrick Brandt +1

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VAR, VECM, Kalman, ... non-R software recommendations? Jeffrey Todd Lins, Krishna Kumar +2

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R vs. S-PLUS Gary Cable, David Kane +2

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R vs. S-PLUS Yasser El-Zein, My Newletters Etc. +1

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R vs. S-PLUS vs. SAS Hoon Kim, Patrick Burns +2

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slightly OT - R vs. matlab Jim McLoughlin, Tamas Papp +1

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Rmetrics - New Built 190.10055 Diethelm Wuertz, Charles and Kimberly Maner +1

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Using R in equity research Pfaff, Bernhard, Andrew West +1

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correlation between two stock market indices Pfaff, Bernhard, Ajay Shah +1

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tips and tricks for rolling regressions? Gregor.gawron@rmf.ch, Ajay Shah +1

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How can I do this better? (Filling in last traded price for NA) Ajay Shah, Patrick Burns +1

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Reading Foreign Exchange XML Data Charles and Kimberly Maner, Dirk Eddelbuettel +1

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Multivariate GARCH DERUAZ Alexandre, Patrick Burns +1

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warning messages with timeDate Joy, Tom, Diethelm Wuertz

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