R-SIG-Finance April 2007

troubles with the weights in the VaR function

8 msgs Apr 29

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genx troubles with the weights in the VaR function Apr 26, 2007

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Gabor Grothendieck troubles with the weights in the VaR function Apr 26, 2007

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genx troubles with the weights in the VaR function Apr 27, 2007

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Gabor Grothendieck troubles with the weights in the VaR function Apr 27, 2007

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Brian G. Peterson troubles with the weights in the VaR function Apr 27, 2007

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genx troubles with the weights in the VaR function Apr 28, 2007

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Brian G. Peterson troubles with the weights in the VaR function Apr 28, 2007

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genx troubles with the weights in the VaR function Apr 29, 2007

Yet another GARCH-T question

1 msg Apr 28

R

Rich Ghazarian Yet another GARCH-T question Apr 28, 2007

Cox, Ingersoll, Ross/Vasicek parameter estimation via Kalman-Filter (SSPIR)

9 msgs Apr 27

A

Arne Krombach Cox, Ingersoll, Ross/Vasicek parameter estimation via Kalman-Filter (SSPIR) Apr 26, 2007

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Leeds, Mark (IED) Cox, Ingersoll, Ross/Vasicek parameter estimation via Kalman-Filter (SSPIR) Apr 26, 2007

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Eric Zivot Cox, Ingersoll, Ross/Vasicek parameter estimation via Kalman-Filter (SSPIR) Apr 26, 2007

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Brian G. Peterson Cox, Ingersoll, Ross/Vasicek parameter estimation via Kalman-Filter (SSPIR) Apr 26, 2007

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gyadav at ccilindia.co.in Cox, Ingersoll, Ross/Vasicek parameter estimation viaKalman-Filter (SSPIR) Apr 26, 2007

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Thomas Steiner Cox, Ingersoll, Ross/Vasicek parameter estimation via Kalman-Filter (SSPIR) Apr 27, 2007

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Thomas Steiner Cox, Ingersoll, Ross/Vasicek parameter estimation viaKalman-Filter (SSPIR) Apr 27, 2007

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gyadav at ccilindia.co.in Cox, Ingersoll, Ross/Vasicek parameter estimationviaKalman-Filter (SSPIR) Apr 27, 2007

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stefano iacus Cox, Ingersoll, Ross/Vasicek parameter estimation viaKalman-Filter (SSPIR) Apr 27, 2007

Cox, Ingersoll, Ross/Vasicek parameter

1 msg Apr 27

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Pedro Silva Cox, Ingersoll, Ross/Vasicek parameter Apr 27, 2007

R and FinCad

3 msgs Apr 20

R

Robert Sams R and FinCad Apr 10, 2007

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Yong Xiao R and FinCad Apr 11, 2007

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Stampfl Bernd 0969 SPI Filler necessary Apr 20, 2007

GEV Parameters

1 msg Apr 18

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Ignacio Pérez GEV Parameters Apr 18, 2007

How to produce vector of correlation matrices

2 msgs Apr 17

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Murali Menon How to produce vector of correlation matrices Apr 17, 2007

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Gabor Grothendieck How to produce vector of correlation matrices Apr 17, 2007

How to produce vector of correlation matrices

1 msg Apr 17

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Murali Menon How to produce vector of correlation matrices Apr 17, 2007

PerformanceAnalytics R package for Performance and Risk Analysis (v0.9.4)

4 msgs Apr 17

B

Brian G. Peterson PerformanceAnalytics R package for Performance and Risk Analysis (v0.9.4) Apr 15, 2007

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Kurt Hornik PerformanceAnalytics R package for Performance and Risk Analysis (v0.9.4) Apr 15, 2007

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Martin Becker PerformanceAnalytics R package for Performance and Risk Analysis (v0.9.4) Apr 16, 2007

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Brian G. Peterson PerformanceAnalytics R package for Performance and Risk Analysis (v0.9.4) Apr 17, 2007

Problems in fSeries 240.10068

1 msg Apr 16

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David.Miron at csiro.au Problems in fSeries 240.10068 Apr 16, 2007

Taoufik ZIZI doesn't work any longer for SG.

1 msg Apr 16

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taoufik.zizi at sgcib.com Taoufik ZIZI doesn't work any longer for SG. Apr 16, 2007

Dynamic Conditional Correlation (Engle's model)?

1 msg Apr 14

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John McHenry Dynamic Conditional Correlation (Engle's model)? Apr 14, 2007

R and FinCad

3 msgs Apr 12

R

Robert Sams R and FinCad Apr 12, 2007

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Dirk Eddelbuettel R and FinCad Apr 12, 2007

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Ryan Sheftel R and FinCad Apr 12, 2007

R and FinCad

2 msgs Apr 11

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Ryan Sheftel R and FinCad Apr 6, 2007

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Andrew Piskorski R and FinCad Apr 11, 2007

Problems in fSeries 240.10068

4 msgs Apr 11

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manos par Problems in fSeries 240.10068 Apr 10, 2007

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Brian Wu Question about re-order the dataframe Apr 10, 2007

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Gabor Grothendieck Question about re-order the dataframe Apr 10, 2007

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Mukhopadyay.C Problems in fSeries 240.10068 Apr 11, 2007

R-SIG-Finance Digest, Vol 35, Issue 1

1 msg Apr 6

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Sandy.Lucka at t-online.de R-SIG-Finance Digest, Vol 35, Issue 1 Apr 6, 2007

Interpretation of results from ca.jo in urca package

1 msg Apr 6

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William Ferreira Interpretation of results from ca.jo in urca package Apr 6, 2007

Problems in fSeries 240.10068

1 msg Apr 4

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Mukhopadyay.C Problems in fSeries 240.10068 Apr 4, 2007

get.hist.quote

1 msg Apr 3

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Tormod Sætre get.hist.quote Apr 3, 2007