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R-SIG-Finance December 2006

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Friday, December 29, 2006 2 emails
Krishna Kumar semi variance Jeffrey Todd Lins Incremental and Component VaR
Thursday, December 28, 2006 3 emails
Brian G. Peterson semi variance BBands semi variance Jeffrey Todd Lins semi variance
Wednesday, December 27, 2006 4 emails
Brian G. Peterson semi variance Krishna Kumar semi variance Brian G. Peterson semi variance BBands semi variance
Thursday, December 21, 2006 1 email
Achim Zeileis Workshop: Computational and Financial Econometrics
Thursday, December 14, 2006 2 emails
Michael Barber R-SIG-Finance Digest, Vol 31, Issue 7 Bird Fish implied volatility of American Put
Tuesday, December 12, 2006 1 email
EMMANUEL LECLERCQ Anderson-Darling test for stable law
Saturday, December 9, 2006 2 emails
Brian G. Peterson performance analytics functions missing from other libraries (implemented) manu troubles with the weights in the VaR function
Friday, December 8, 2006 1 email
Efferz at gmx.de GARCH/APARCH with fSeries
Wednesday, December 6, 2006 3 emails
Brian G. Peterson Incremental and Component VaR Joe W. Byers Incremental and Component VaR Joe W. Byers Incremental and Component VaR
Tuesday, December 5, 2006 3 emails
Brian G. Peterson Incremental and Component VaR John C Frain Converting factors back to numbers in R Yuri Volchik Converting factors back to numbers in R
Friday, December 1, 2006 1 email
EMMANUEL LECLERCQ fBasics: error with stableFit, cannot find PhiStable