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R-SIG-Finance December 2006

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Achim Zeileis

Last active: Dec 21, 2006
1 msg
Achim Zeileis Workshop: Computational and Financial Econometrics Dec 21, 2006

BBands

Last active: Dec 28, 2006
2 msgs
BBands semi variance Dec 27, 2006 BBands semi variance Dec 28, 2006

Bird Fish

Last active: Dec 14, 2006
1 msg
Bird Fish implied volatility of American Put Dec 14, 2006

Brian G. Peterson

Last active: Dec 28, 2006
6 msgs
Brian G. Peterson Incremental and Component VaR Dec 5, 2006 Brian G. Peterson Incremental and Component VaR Dec 6, 2006 Brian G. Peterson performance analytics functions missing from other libraries (implemented) Dec 9, 2006 Brian G. Peterson semi variance Dec 27, 2006 Brian G. Peterson semi variance Dec 27, 2006 Brian G. Peterson semi variance Dec 28, 2006

EMMANUEL LECLERCQ

Last active: Dec 12, 2006
2 msgs
EMMANUEL LECLERCQ fBasics: error with stableFit, cannot find PhiStable Dec 1, 2006 EMMANUEL LECLERCQ Anderson-Darling test for stable law Dec 12, 2006

Efferz at gmx.de

Last active: Dec 8, 2006
1 msg
Efferz at gmx.de GARCH/APARCH with fSeries Dec 8, 2006

Jeffrey Todd Lins

Last active: Dec 29, 2006
2 msgs
Jeffrey Todd Lins semi variance Dec 28, 2006 Jeffrey Todd Lins Incremental and Component VaR Dec 29, 2006

Joe W. Byers

Last active: Dec 6, 2006
2 msgs
Joe W. Byers Incremental and Component VaR Dec 6, 2006 Joe W. Byers Incremental and Component VaR Dec 6, 2006

John C Frain

Last active: Dec 5, 2006
1 msg
John C Frain Converting factors back to numbers in R Dec 5, 2006

Krishna Kumar

Last active: Dec 29, 2006
2 msgs
Krishna Kumar semi variance Dec 27, 2006 Krishna Kumar semi variance Dec 29, 2006

Michael Barber

Last active: Dec 14, 2006
1 msg
Michael Barber R-SIG-Finance Digest, Vol 31, Issue 7 Dec 14, 2006

Yuri Volchik

Last active: Dec 5, 2006
1 msg
Yuri Volchik Converting factors back to numbers in R Dec 5, 2006

manu

Last active: Dec 9, 2006
1 msg
manu troubles with the weights in the VaR function Dec 9, 2006