R-SIG-Finance February 2005

Thread Subject Author Date

14 messages in 7 threads

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APARCH residuals and fitted values

1 msg · Feb 8

Wojciech Ślusarski APARCH residuals and fitted values Feb 8, 2005

Computing implied volatility using fOptions

5 msgs · Feb 17 – Feb 21

Wojciech Ślusarski Computing implied volatility using fOptions Feb 17, 2005 davidr@rhotrading.com Computing implied volatility using fOptions Feb 18, 2005 davidr@rhotrading.com Computing implied volatility using fOptions Feb 18, 2005 Wojciech Slusarski Computing implied volatility using fOptions Feb 18, 2005 Kahra Hannu Computing implied volatility using fOptions Feb 21, 2005

Multivariate GARCH

1 msg · Feb 11

Brett F. Sumsion Multivariate GARCH Feb 11, 2005

Outlier Threshold

2 msgs · Feb 25 – Feb 25

Melanie Vida Outlier Threshold Feb 25, 2005 Achim Zeileis Outlier Threshold Feb 25, 2005

Outlier Threshold for Temporal Analysis of variable x

1 msg · Feb 25

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

nearby

2 msgs · Feb 16 – Feb 16

Omar Lakkis nearby Feb 16, 2005 davidr@rhotrading.com nearby Feb 16, 2005

what is the R equivalent of S+ Finmetrics

2 msgs · Feb 18 – Feb 18

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