Skip to content

R-SIG-Finance August 2006

|
Risk management research simulation questions
9 msgs
Joe Byers Risk management research simulation questions Aug 28, 2006
Joe Byers Risk management research simulation questions Aug 28, 2006
Brian G. Peterson Risk management research simulation questions Aug 28, 2006
Joe Byers Risk management research simulation questions Aug 28, 2006
Krishna Kumar Risk management research simulation questions Aug 29, 2006
Krishna Kumar Risk management research simulation questions Aug 29, 2006
Brian G. Peterson Risk management research simulation questions Aug 29, 2006
gyadav at ccilindia.co.in Risk management research simulation questions Aug 31, 2006
Krishna Kumar Risk management research simulation questions Aug 31, 2006
UKSIP - Quantitative investment professionals meetings
1 msg
Dirk Eddelbuettel UKSIP - Quantitative investment professionals meetings Aug 31, 2006
R GUI crashes with RBloomberg package
1 msg
davidr at rhotrading.com R GUI crashes with RBloomberg package Aug 31, 2006
R GUI crashes with RBloomberg package
1 msg
Paolo Rossi R GUI crashes with RBloomberg package Aug 31, 2006
Risk management research simulation questions
1 msg
gyadav at ccilindia.co.in Risk management research simulation questions Aug 31, 2006
HSAUR
1 msg
Ricardo Zambrano Aguilera HSAUR Aug 29, 2006
ca.po Pz test question
1 msg
Victor Gushchin ca.po Pz test question Aug 25, 2006
Problem with garch (tseries)
5 msgs
Ricardo Zambrano Aguilera Problem with garch (tseries) Aug 21, 2006
Mark Leeds Problem with garch (tseries) Aug 21, 2006
Hannu Kahra Problem with garch (tseries) Aug 21, 2006
Patrick Burns Problem with garch (tseries) Aug 22, 2006
Diethelm Wuertz Problem with garch (tseries) Aug 24, 2006
marginal model with AR-t-GARCH model
3 msgs
Xiaochen Sun marginal model with AR-t-GARCH model Aug 22, 2006
Joe W. Byers marginal model with AR-t-GARCH model Aug 22, 2006
Diethelm Wuertz marginal model with AR-t-GARCH model Aug 24, 2006
Problems using garchFit() in package fseries
2 msgs
Stefan Westermair Problems using garchFit() in package fseries Aug 22, 2006
Diethelm Wuertz Problems using garchFit() in package fseries Aug 24, 2006
mean-(scalar) portfolio optimization
7 msgs
Brian G. Peterson mean-(scalar) portfolio optimization Aug 23, 2006
Patrick Burns mean-(scalar) portfolio optimization Aug 23, 2006
Brian G. Peterson mean-(scalar) portfolio optimization Aug 23, 2006
Patrick Burns mean-(scalar) portfolio optimization Aug 24, 2006
David Kane mean-(scalar) portfolio optimization Aug 24, 2006
Brian G. Peterson mean-(scalar) portfolio optimization Aug 24, 2006
Hannu Kahra mean-(scalar) portfolio optimization Aug 24, 2006
Problem with garch (tseries)
8 msgs
michael mathews Problem with garch (tseries) Aug 17, 2006
Joe W. Byers Problem with garch (tseries) Aug 18, 2006
Patrick Burns Problem with garch (tseries) Aug 18, 2006
michael mathews Problem with garch (tseries) Aug 18, 2006
Patrick Burns Problem with garch (tseries) Aug 19, 2006
Eric Zivot Problem with garch (tseries) Aug 19, 2006
Hannu Kahra Problem with garch (tseries) Aug 23, 2006
michael mathews Problem with garch (tseries) Aug 24, 2006
anyone have RDCOMClient?
2 msgs
Pijus Virketis anyone have RDCOMClient? Aug 23, 2006
Gabor Grothendieck anyone have RDCOMClient? Aug 23, 2006
Problem with garch (tseries)
1 msg
Ricardo Zambrano Aguilera Problem with garch (tseries) Aug 22, 2006
Problem with garch (tseries)
1 msg
Adrian Trapletti Problem with garch (tseries) Aug 19, 2006
Problem with garch (tseries)
1 msg
Ricardo Zambrano Aguilera Problem with garch (tseries) Aug 18, 2006
Problem with garch (tseries)
1 msg
Ricardo Zambrano Aguilera Problem with garch (tseries) Aug 18, 2006
Problem with garch (tseries)
1 msg
Adrian Trapletti Problem with garch (tseries) Aug 18, 2006
Data and label skew in plot.timeSeries? (fCalendar)
3 msgs
Peter Carl Data and label skew in plot.timeSeries? (fCalendar) Aug 17, 2006
Gabor Grothendieck Data and label skew in plot.timeSeries? (fCalendar) Aug 17, 2006
Gabor Grothendieck Data and label skew in plot.timeSeries? (fCalendar) Aug 17, 2006
Problem with garch (tseries) forgot to attach the data
1 msg
michael mathews Problem with garch (tseries) forgot to attach the data Aug 17, 2006
how to fit arma(1,1)?
2 msgs
Tom Boonen how to fit arma(1,1)? Aug 16, 2006
Achim Zeileis how to fit arma(1,1)? Aug 16, 2006
Workshop on Portfolio Optimisation & Stochastic Programming
1 msg
Xiaochen Sun Workshop on Portfolio Optimisation & Stochastic Programming Aug 11, 2006
coskewness, cokurtosis, and higher beta co-moments of the return distribution (implemented)
1 msg
Brian G. Peterson coskewness, cokurtosis, and higher beta co-moments of the return distribution (implemented) Aug 10, 2006
NLS and IV
1 msg
John Janmaat NLS and IV Aug 8, 2006
Elementary zoo question
3 msgs
Ajay Shah Elementary zoo question Aug 6, 2006
Gabor Grothendieck Elementary zoo question Aug 6, 2006
Gabor Grothendieck Elementary zoo question Aug 6, 2006
Modified Cornish-Fisher VaR
1 msg
Brian G. Peterson Modified Cornish-Fisher VaR Aug 4, 2006
tradestation & R
4 msgs
Neil Eastep tradestation & R Aug 4, 2006
Neil Eastep tradestation & R Aug 4, 2006
Dirk Eddelbuettel tradestation & R Aug 4, 2006
Guy Yollin tradestation & R Aug 4, 2006
plotting zoo objects
2 msgs
Øyvind Foshaug plotting zoo objects Aug 4, 2006
Gabor Grothendieck plotting zoo objects Aug 4, 2006
Multivariate GARCH with only univariate estimation
3 msgs
Edward McNeil Multivariate GARCH with only univariate estimation Aug 1, 2006
Hannu Kahra Multivariate GARCH with only univariate estimation Aug 3, 2006
Brian G. Peterson Multivariate GARCH with only univariate estimation Aug 3, 2006