R-SIG-Finance December 2005

Puzzled in arch estimation

3 msgs Dec 30

A

Ajay Shah Puzzled in arch estimation Dec 24, 2005

S

Spencer Graves Puzzled in arch estimation Dec 29, 2005

W

Wojciech Slusarski Puzzled in arch estimation Dec 30, 2005

R-sig-finance Digest, Vol 19, Issue 13

1 msg Dec 27

M

Michael Parzen R-sig-finance Digest, Vol 19, Issue 13 Dec 27, 2005

R-sig-finance Digest, Vol 19, Issue 12

1 msg Dec 26

M

Michael Parzen R-sig-finance Digest, Vol 19, Issue 12 Dec 26, 2005

R-sig-finance Digest, Vol 19, Issue 11

1 msg Dec 25

M

Michael Parzen R-sig-finance Digest, Vol 19, Issue 11 Dec 25, 2005

Butterworth low-pass filter

1 msg Dec 18

A

Andy Bunn Butterworth low-pass filter Dec 18, 2005

Constrained Log-Likelihood with SQP Solver

5 msgs Dec 16

D

Diethelm Wuertz Constrained Log-Likelihood with SQP Solver Dec 13, 2005

A

Andrew Piskorski Constrained Log-Likelihood with SQP Solver Dec 14, 2005

M

Max Constrained Log-Likelihood with SQP Solver Dec 16, 2005

A

Andrew Piskorski Constrained Log-Likelihood with SQP Solver Dec 16, 2005

M

Max Constrained Log-Likelihood with SQP Solver Dec 16, 2005

R-sig-finance Digest, Vol 19, Issue 6

1 msg Dec 14

V

Vivek Satsangi R-sig-finance Digest, Vol 19, Issue 6 Dec 14, 2005

Optimization of Non-Quadratic Functions

1 msg Dec 13

L

L.Isella Optimization of Non-Quadratic Functions Dec 13, 2005

RV: please ...i need help...

2 msgs Dec 10

R

Ricardo Zambrano Aguilera RV: please ...i need help... Dec 7, 2005

S

Spencer Graves RV: please ...i need help... Dec 10, 2005

query string tokens for Yahoo finance site

1 msg Dec 7

G

Guy Yollin query string tokens for Yahoo finance site Dec 7, 2005

query string tokens for Yahoo finance site

1 msg Dec 7

S

Schwarz,Paul query string tokens for Yahoo finance site Dec 7, 2005

NIG Option Pricing

4 msgs Dec 7

D

dkf@specere.com NIG Option Pricing Dec 5, 2005

D

dkf@specere.com NIG Option Pricing Dec 6, 2005

K

Krishna Kumar NIG Option Pricing Dec 6, 2005

M

Martin Maechler NIG Option Pricing Dec 7, 2005

Version 3 of POP Portfolio Construction Suite released

1 msg Dec 6

P

Patrick Burns Version 3 of POP Portfolio Construction Suite released Dec 6, 2005

R and exchanges

1 msg Dec 5

A

Adrian Trapletti R and exchanges Dec 5, 2005

coherency

1 msg Dec 2

S

Spencer Graves coherency Dec 2, 2005

R and C++

2 msgs Dec 2

L

L.Isella R and C++ Dec 2, 2005

K

Krishna Kumar R and C++ Dec 2, 2005

R and exchanges

1 msg Dec 2

M

Molins, Jordi R and exchanges Dec 2, 2005

R and exchanges

3 msgs Dec 2

M

Molins, Jordi R and exchanges Dec 2, 2005

D

Dirk Eddelbuettel R and exchanges Dec 2, 2005

G

Gabor Grothendieck R and exchanges Dec 2, 2005

rMetrics bug

2 msgs Dec 2

P

Parlamis Franklin rMetrics bug Dec 1, 2005

D

Diethelm Wuertz rMetrics bug Dec 2, 2005

Kalman Smoothing - time-variant parameters (sspir)

2 msgs Dec 1

¨

¨Tariq Khan Kalman Smoothing - time-variant parameters (sspir) Dec 1, 2005

C

Claus Dethlefsen Kalman Smoothing - time-variant parameters (sspir) Dec 1, 2005