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R-SIG-Finance August 2006

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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

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

HSAUR

1 msg
Ricardo Zambrano Aguilera HSAUR Aug 29, 2006

Modified Cornish-Fisher VaR

1 msg
Brian G. Peterson Modified Cornish-Fisher VaR 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

NLS and IV

1 msg
John Janmaat NLS and IV Aug 8, 2006

Problem with garch (tseries)

18 msgs
michael mathews Problem with garch (tseries) Aug 17, 2006 Adrian Trapletti Problem with garch (tseries) Aug 18, 2006 Joe W. Byers Problem with garch (tseries) Aug 18, 2006 Patrick Burns Problem with garch (tseries) Aug 18, 2006 Ricardo Zambrano Aguilera Problem with garch (tseries) Aug 18, 2006 Ricardo Zambrano Aguilera 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 Adrian Trapletti Problem with garch (tseries) Aug 19, 2006 Eric Zivot Problem with garch (tseries) Aug 19, 2006 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 Ricardo Zambrano Aguilera Problem with garch (tseries) Aug 22, 2006 Hannu Kahra Problem with garch (tseries) Aug 23, 2006 michael mathews Problem with garch (tseries) Aug 24, 2006 Diethelm Wuertz Problem with garch (tseries) Aug 24, 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

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

R GUI crashes with RBloomberg package

2 msgs
Paolo Rossi R GUI crashes with RBloomberg package Aug 31, 2006 davidr at rhotrading.com R GUI crashes with RBloomberg package Aug 31, 2006

Risk management research simulation questions

10 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 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

Workshop on Portfolio Optimisation & Stochastic Programming

1 msg
Xiaochen Sun Workshop on Portfolio Optimisation & Stochastic Programming Aug 11, 2006

anyone have RDCOMClient?

2 msgs
Pijus Virketis anyone have RDCOMClient? Aug 23, 2006 Gabor Grothendieck anyone have RDCOMClient? Aug 23, 2006

ca.po Pz test question

1 msg
Victor Gushchin ca.po Pz test question Aug 25, 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

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

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

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

plotting zoo objects

2 msgs
Øyvind Foshaug plotting zoo objects Aug 4, 2006 Gabor Grothendieck plotting zoo objects 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