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R-SIG-Finance November 2006

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1.data sorting and matching/2.quantile function of empirical marginal distribution

1 msg
Xiaochen Sun 1.data sorting and matching/2.quantile function of empirical marginal distribution Nov 19, 2006

ARMA(m,n)-APARCH(p,q)

2 msgs
Citta Francesco ARMA(m,n)-APARCH(p,q) Nov 19, 2006 Krishna Kumar ARMA(m,n)-APARCH(p,q) Nov 19, 2006

CONTINUOUS TIME FINANCE with S-Plus

1 msg
Xiaochen Sun CONTINUOUS TIME FINANCE with S-Plus Nov 7, 2006

Garch, beginner questions

2 msgs
Benjamin Dickgiesser Garch, beginner questions Nov 21, 2006 Benjamin Dickgiesser Garch, beginner questions Nov 21, 2006

R-SIG-Finance Digest - Yield Curve Modeling

5 msgs
Kevin Ramoutar R-SIG-Finance Digest - Yield Curve Modeling Nov 17, 2006 Ryan Sheftel R-SIG-Finance Digest - Yield Curve Modeling Nov 17, 2006 Kevin Ramoutar R-SIG-Finance Digest - Yield Curve Modeling Nov 20, 2006 Micha Keijzers R-SIG-Finance Digest - Yield Curve Modeling Nov 20, 2006 Kevin Ramoutar R-SIG-Finance Digest - Yield Curve Modeling Nov 20, 2006

Zeros of a hairy function

2 msgs
Valentin Popov Zeros of a hairy function Nov 15, 2006 ARDIA David Zeros of a hairy function Nov 15, 2006

looking for functions that can test/estimate CAMPM, APT, Fama's factor model, etc.

1 msg
Michael looking for functions that can test/estimate CAMPM, APT, Fama's factor model, etc. Nov 12, 2006

looking for functions that can test/estimate CAPM, APT, Fama's factor model, etc.

7 msgs
Brian G. Peterson looking for functions that can test/estimate CAPM, APT, Fama's factor model, etc. Nov 13, 2006 Michael 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 Andrew West looking for functions that can test/estimate CAPM, APT, Fama's factor model, etc. Nov 13, 2006 Deb Midya looking for functions that can test/estimate CAPM, APT, Fama's factor model, etc. Nov 14, 2006 Andrew West looking for functions that can test/estimate CAPM, APT, Fama's factor model, etc. Nov 14, 2006 Gabor Grothendieck looking for functions that can test/estimate CAPM, APT, Fama's factor model, etc. Nov 14, 2006

portfolioMarkowitz function

2 msgs
Deb Midya portfolioMarkowitz function Nov 23, 2006 Diethelm Wuertz portfolioMarkowitz function Nov 23, 2006

problems with garchFit

2 msgs
Terry Mu problems with garchFit Nov 22, 2006 Terry Mu problems with garchFit Nov 22, 2006

questions about garchFit

1 msg
Terry Mu questions about garchFit Nov 21, 2006

tsPlot and timeSeries

3 msgs
jacinthe at gmx.de tsPlot and timeSeries Nov 10, 2006 Brian G. Peterson tsPlot and timeSeries Nov 14, 2006 Gabor Grothendieck tsPlot and timeSeries Nov 14, 2006

use log return or quotient return?

6 msgs
Michael use log return or quotient return? Nov 13, 2006 Leeds, Mark (IED) use log return or quotient return? Nov 13, 2006 Gabor Grothendieck use log return or quotient return? Nov 13, 2006 Patrick Burns use log return or quotient return? Nov 14, 2006 Krishna Kumar use log return or quotient return? Nov 17, 2006 John C Frain use log return or quotient return? Nov 17, 2006

where to obtain T-bill 3 month rate?

5 msgs
Michael where to obtain T-bill 3 month rate? Nov 14, 2006 Eric Zivot where to obtain T-bill 3 month rate? Nov 14, 2006 Dirk Eddelbuettel where to obtain T-bill 3 month rate? Nov 14, 2006 Thomas Steiner where to obtain T-bill 3 month rate? Nov 15, 2006 Gabor Grothendieck where to obtain T-bill 3 month rate? Nov 15, 2006