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R-SIG-Finance November 2006

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ARDIA David

Last active: Nov 15, 2006
1 msg
ARDIA David Zeros of a hairy function Nov 15, 2006

Andrew West

Last active: Nov 14, 2006
2 msgs
Andrew West looking for functions that can test/estimate CAPM, APT, Fama's factor model, etc. Nov 13, 2006 Andrew West looking for functions that can test/estimate CAPM, APT, Fama's factor model, etc. Nov 14, 2006

Benjamin Dickgiesser

Last active: Nov 21, 2006
2 msgs
Benjamin Dickgiesser Garch, beginner questions Nov 21, 2006 Benjamin Dickgiesser Garch, beginner questions Nov 21, 2006

Brian G. Peterson

Last active: Nov 14, 2006
3 msgs
Brian G. Peterson looking for functions that can test/estimate CAPM, APT, Fama's factor model, etc. Nov 13, 2006 Brian G. Peterson looking for functions that can test/estimate CAPM, APT, Fama's factor model, etc. Nov 13, 2006 Brian G. Peterson tsPlot and timeSeries Nov 14, 2006

Citta Francesco

Last active: Nov 19, 2006
1 msg
Citta Francesco ARMA(m,n)-APARCH(p,q) Nov 19, 2006

Deb Midya

Last active: Nov 23, 2006
2 msgs
Deb Midya looking for functions that can test/estimate CAPM, APT, Fama's factor model, etc. Nov 14, 2006 Deb Midya portfolioMarkowitz function Nov 23, 2006

Diethelm Wuertz

Last active: Nov 23, 2006
1 msg
Diethelm Wuertz portfolioMarkowitz function Nov 23, 2006

Dirk Eddelbuettel

Last active: Nov 14, 2006
1 msg
Dirk Eddelbuettel where to obtain T-bill 3 month rate? Nov 14, 2006

Eric Zivot

Last active: Nov 14, 2006
1 msg
Eric Zivot where to obtain T-bill 3 month rate? Nov 14, 2006

Gabor Grothendieck

Last active: Nov 15, 2006
4 msgs
Gabor Grothendieck use log return or quotient return? Nov 13, 2006 Gabor Grothendieck looking for functions that can test/estimate CAPM, APT, Fama's factor model, etc. Nov 14, 2006 Gabor Grothendieck tsPlot and timeSeries Nov 14, 2006 Gabor Grothendieck where to obtain T-bill 3 month rate? Nov 15, 2006

John C Frain

Last active: Nov 17, 2006
1 msg
John C Frain use log return or quotient return? Nov 17, 2006

Kevin Ramoutar

Last active: Nov 20, 2006
3 msgs
Kevin Ramoutar R-SIG-Finance Digest - Yield Curve Modeling Nov 17, 2006 Kevin Ramoutar R-SIG-Finance Digest - Yield Curve Modeling Nov 20, 2006 Kevin Ramoutar R-SIG-Finance Digest - Yield Curve Modeling Nov 20, 2006

Krishna Kumar

Last active: Nov 19, 2006
2 msgs
Krishna Kumar use log return or quotient return? Nov 17, 2006 Krishna Kumar ARMA(m,n)-APARCH(p,q) Nov 19, 2006

Leeds, Mark (IED)

Last active: Nov 13, 2006
1 msg
Leeds, Mark (IED) use log return or quotient return? Nov 13, 2006

Micha Keijzers

Last active: Nov 20, 2006
1 msg
Micha Keijzers R-SIG-Finance Digest - Yield Curve Modeling Nov 20, 2006

Michael

Last active: Nov 14, 2006
4 msgs
Michael looking for functions that can test/estimate CAMPM, APT, Fama's factor model, etc. Nov 12, 2006 Michael looking for functions that can test/estimate CAPM, APT, Fama's factor model, etc. Nov 13, 2006 Michael use log return or quotient return? Nov 13, 2006 Michael where to obtain T-bill 3 month rate? Nov 14, 2006

Patrick Burns

Last active: Nov 14, 2006
1 msg
Patrick Burns use log return or quotient return? Nov 14, 2006

Ryan Sheftel

Last active: Nov 17, 2006
1 msg
Ryan Sheftel R-SIG-Finance Digest - Yield Curve Modeling Nov 17, 2006

Terry Mu

Last active: Nov 22, 2006
3 msgs
Terry Mu questions about garchFit Nov 21, 2006 Terry Mu problems with garchFit Nov 22, 2006 Terry Mu problems with garchFit Nov 22, 2006

Thomas Steiner

Last active: Nov 15, 2006
1 msg
Thomas Steiner where to obtain T-bill 3 month rate? Nov 15, 2006

Valentin Popov

Last active: Nov 15, 2006
1 msg
Valentin Popov Zeros of a hairy function Nov 15, 2006

Xiaochen Sun

Last active: Nov 19, 2006
2 msgs
Xiaochen Sun CONTINUOUS TIME FINANCE with S-Plus Nov 7, 2006 Xiaochen Sun 1.data sorting and matching/2.quantile function of empirical marginal distribution Nov 19, 2006

jacinthe at gmx.de

Last active: Nov 10, 2006
1 msg
jacinthe at gmx.de tsPlot and timeSeries Nov 10, 2006