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R-SIG-Finance December 2006

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Anderson-Darling test for stable law

1 msg
EMMANUEL LECLERCQ Anderson-Darling test for stable law Dec 12, 2006

Converting factors back to numbers in R

2 msgs
Yuri Volchik Converting factors back to numbers in R Dec 5, 2006 John C Frain Converting factors back to numbers in R Dec 5, 2006

GARCH/APARCH with fSeries

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

Incremental and Component VaR

5 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 Jeffrey Todd Lins Incremental and Component VaR Dec 29, 2006

R-SIG-Finance Digest, Vol 31, Issue 7

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

Workshop: Computational and Financial Econometrics

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

fBasics: error with stableFit, cannot find PhiStable

1 msg
EMMANUEL LECLERCQ fBasics: error with stableFit, cannot find PhiStable Dec 1, 2006

implied volatility of American Put

1 msg
Bird Fish implied volatility of American Put Dec 14, 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

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

troubles with the weights in the VaR function

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