R-SIG-Finance March 2007

possible bug in cdoTA

2 msgs Mar 25

U

Ulrich Staudinger possible bug in cdoTA Mar 25, 2007

B

BBands possible bug in cdoTA Mar 25, 2007

PerformanceAnalytics package: modern econometrics for performance and risk (implemented)

2 msgs Mar 22

R

Rasekhschaffe Keywan Christian PerformanceAnalytics package: modern econometrics for performance and risk (implemented) Mar 13, 2007

B

Brian G. Peterson PerformanceAnalytics package: modern econometrics for performance and risk (implemented) Mar 22, 2007

single-period markowitz portfolio optimization

3 msgs Mar 21

U

Unternährer Thomas single-period markowitz portfolio optimization Mar 21, 2007

B

Brian G. Peterson single-period markowitz portfolio optimization Mar 21, 2007

D

Dirk Eddelbuettel single-period markowitz portfolio optimization Mar 21, 2007

Réf. : single-period markowitz portfolio optimization

1 msg Mar 21

G

guillaume.nicoulaud at halbis.com Réf. : single-period markowitz portfolio optimization Mar 21, 2007

fBasics data

3 msgs Mar 15

L

Leeds, Mark (IED) fBasics data Mar 15, 2007

B

Brian G. Peterson fBasics data Mar 15, 2007

B

Bos, Roger fBasics data Mar 15, 2007

NAs for GARCH

3 msgs Mar 13

R

Rich Ghazarian NAs for GARCH Mar 12, 2007

B

Brian G. Peterson NAs for GARCH Mar 12, 2007

E

elton wang NAs for GARCH Mar 13, 2007

Error in read.zoo

2 msgs Mar 11

R

Rich Ghazarian Error in read.zoo Mar 10, 2007

A

Achim Zeileis Error in read.zoo Mar 11, 2007

Irregularly Spaced Time Series

3 msgs Mar 10

R

Rich Ghazarian Irregularly Spaced Time Series Mar 10, 2007

B

Brian G. Peterson Irregularly Spaced Time Series Mar 10, 2007

B

Brian G. Peterson Irregularly Spaced Time Series Mar 10, 2007

Irregularly Spaced Time Series

4 msgs Mar 9

R

Rich Ghazarian Irregularly Spaced Time Series Mar 9, 2007

G

Gabor Grothendieck Irregularly Spaced Time Series Mar 9, 2007

E

elton wang Irregularly Spaced Time Series Mar 9, 2007

B

Brian G. Peterson Irregularly Spaced Time Series Mar 9, 2007

Standardized residuals for garchFit?

1 msg Mar 9

M

Marius Hofert Standardized residuals for garchFit? Mar 9, 2007

PerformanceAnalytics package: modern econometrics (...)

3 msgs Mar 7

B

Bengoechea Bartolomé Enrique (SIES 73) PerformanceAnalytics package: modern econometrics (...) Mar 6, 2007

B

Brian G. Peterson PerformanceAnalytics package: modern econometrics (...) Mar 6, 2007

B

Bengoechea Bartolomé Enrique (SIES 73) PerformanceAnalytics package: modern econometrics (...) Mar 7, 2007

Is there a zip file for R in windows?

3 msgs Mar 7

A

Alejandro Garcia Is there a zip file for R in windows? Mar 6, 2007

B

Brian G. Peterson Is there a zip file for R in windows? Mar 7, 2007

M

Martin Becker Is there a zip file for R in windows? Mar 7, 2007

TAQ data and Eric Zivot's HF Library

1 msg Mar 7

B

Brian G. Peterson TAQ data and Eric Zivot's HF Library Mar 7, 2007

PerformanceAnalytics package: modern econometrics for performance and risk (implemented)

4 msgs Mar 6

B

Brian G. Peterson PerformanceAnalytics package: modern econometrics for performance and risk (implemented) Mar 5, 2007

D

David Kane PerformanceAnalytics package: modern econometrics for performance and risk (implemented) Mar 6, 2007

B

Brian G. Peterson PerformanceAnalytics package: modern econometrics for performance and risk (implemented) Mar 6, 2007

B

Brian G. Peterson PerformanceAnalytics package installation Mar 6, 2007

Pairs trade?

2 msgs Mar 6

J

John McHenry Pairs trade? Mar 6, 2007

B

Brian G. Peterson Pairs trade? Mar 6, 2007

get.hist.quote

3 msgs Mar 2

J

jefe goode get.hist.quote Mar 1, 2007

J

Joshua Ulrich get.hist.quote Mar 1, 2007

K

Kurt Hornik get.hist.quote Mar 2, 2007