R-SIG-Finance February 2005

Outlier Threshold

2 msgs Feb 25

M

Melanie Vida Outlier Threshold Feb 25, 2005

A

Achim Zeileis Outlier Threshold Feb 25, 2005

Outlier Threshold for Temporal Analysis of variable x

1 msg Feb 25

M

Melanie Vida Outlier Threshold for Temporal Analysis of variable x Feb 25, 2005

Computing implied volatility using fOptions

1 msg Feb 21

K

Kahra Hannu Computing implied volatility using fOptions Feb 21, 2005

Computing implied volatility using fOptions

3 msgs Feb 18

W

Wojciech Ślusarski Computing implied volatility using fOptions Feb 17, 2005

F

Ferdinando Ametrano what is the R equivalent of S+ Finmetrics Feb 18, 2005

D

Dirk Eddelbuettel what is the R equivalent of S+ Finmetrics Feb 18, 2005

Computing implied volatility using fOptions

2 msgs Feb 18

D

davidr@rhotrading.com Computing implied volatility using fOptions Feb 18, 2005

W

Wojciech Slusarski Computing implied volatility using fOptions Feb 18, 2005

Computing implied volatility using fOptions

1 msg Feb 18

D

davidr@rhotrading.com Computing implied volatility using fOptions Feb 18, 2005

nearby

1 msg Feb 16

D

davidr@rhotrading.com nearby Feb 16, 2005

nearby

1 msg Feb 16

O

Omar Lakkis nearby Feb 16, 2005

Multivariate GARCH

1 msg Feb 11

B

Brett F. Sumsion Multivariate GARCH Feb 11, 2005

APARCH residuals and fitted values

1 msg Feb 8

W

Wojciech Ślusarski APARCH residuals and fitted values Feb 8, 2005