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R-SIG-Finance December 2006

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semi variance
8 msgs
BBands semi variance Dec 27, 2006
Brian G. Peterson semi variance Dec 27, 2006
Krishna Kumar semi variance Dec 27, 2006
Brian G. Peterson semi variance Dec 27, 2006
Jeffrey Todd Lins semi variance Dec 28, 2006
BBands semi variance Dec 28, 2006
Brian G. Peterson semi variance Dec 28, 2006
Krishna Kumar semi variance Dec 29, 2006
Incremental and Component VaR
1 msg
Jeffrey Todd Lins Incremental and Component VaR Dec 29, 2006
Workshop: Computational and Financial Econometrics
1 msg
Achim Zeileis Workshop: Computational and Financial Econometrics Dec 21, 2006
R-SIG-Finance Digest, Vol 31, Issue 7
1 msg
Michael Barber R-SIG-Finance Digest, Vol 31, Issue 7 Dec 14, 2006
implied volatility of American Put
1 msg
Bird Fish implied volatility of American Put Dec 14, 2006
Anderson-Darling test for stable law
1 msg
EMMANUEL LECLERCQ Anderson-Darling test for stable law Dec 12, 2006
performance analytics functions missing from other libraries (implemented)
1 msg
Brian G. Peterson performance analytics functions missing from other libraries (implemented) Dec 9, 2006
troubles with the weights in the VaR function
1 msg
manu troubles with the weights in the VaR function Dec 9, 2006
GARCH/APARCH with fSeries
1 msg
Efferz at gmx.de GARCH/APARCH with fSeries Dec 8, 2006
Incremental and Component VaR
4 msgs
Brian G. Peterson Incremental and Component VaR Dec 5, 2006
Joe W. Byers Incremental and Component VaR Dec 6, 2006
Joe W. Byers Incremental and Component VaR Dec 6, 2006
Brian G. Peterson Incremental and Component VaR Dec 6, 2006
Converting factors back to numbers in R
1 msg
John C Frain Converting factors back to numbers in R Dec 5, 2006
Converting factors back to numbers in R
1 msg
Yuri Volchik Converting factors back to numbers in R Dec 5, 2006
fBasics: error with stableFit, cannot find PhiStable
1 msg
EMMANUEL LECLERCQ fBasics: error with stableFit, cannot find PhiStable Dec 1, 2006