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R-SIG-Finance April 2007

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Andrew Piskorski

Last active: Apr 11, 2007
1 msg
Andrew Piskorski R and FinCad Apr 11, 2007

Arne Krombach

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

Brian G. Peterson

Last active: Apr 28, 2007
5 msgs
Brian G. Peterson PerformanceAnalytics R package for Performance and Risk Analysis (v0.9.4) Apr 15, 2007 Brian G. Peterson PerformanceAnalytics R package for Performance and Risk Analysis (v0.9.4) Apr 17, 2007 Brian G. Peterson Cox, Ingersoll, Ross/Vasicek parameter estimation via Kalman-Filter (SSPIR) Apr 26, 2007 Brian G. Peterson troubles with the weights in the VaR function Apr 27, 2007 Brian G. Peterson troubles with the weights in the VaR function Apr 28, 2007

Brian Wu

Last active: Apr 10, 2007
1 msg
Brian Wu Question about re-order the dataframe Apr 10, 2007

David.Miron at csiro.au

Last active: Apr 16, 2007
1 msg
David.Miron at csiro.au Problems in fSeries 240.10068 Apr 16, 2007

Dirk Eddelbuettel

Last active: Apr 12, 2007
1 msg
Dirk Eddelbuettel R and FinCad Apr 12, 2007

Eric Zivot

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

Gabor Grothendieck

Last active: Apr 27, 2007
4 msgs
Gabor Grothendieck Question about re-order the dataframe Apr 10, 2007 Gabor Grothendieck How to produce vector of correlation matrices Apr 17, 2007 Gabor Grothendieck troubles with the weights in the VaR function Apr 26, 2007 Gabor Grothendieck troubles with the weights in the VaR function Apr 27, 2007

Ignacio Pérez

Last active: Apr 18, 2007
1 msg
Ignacio Pérez GEV Parameters Apr 18, 2007

John McHenry

Last active: Apr 14, 2007
1 msg
John McHenry Dynamic Conditional Correlation (Engle's model)? Apr 14, 2007

Kurt Hornik

Last active: Apr 15, 2007
1 msg
Kurt Hornik PerformanceAnalytics R package for Performance and Risk Analysis (v0.9.4) Apr 15, 2007

Leeds, Mark (IED)

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

Martin Becker

Last active: Apr 16, 2007
1 msg
Martin Becker PerformanceAnalytics R package for Performance and Risk Analysis (v0.9.4) Apr 16, 2007

Mukhopadyay.C

Last active: Apr 11, 2007
2 msgs
Mukhopadyay.C Problems in fSeries 240.10068 Apr 4, 2007 Mukhopadyay.C Problems in fSeries 240.10068 Apr 11, 2007

Murali Menon

Last active: Apr 17, 2007
2 msgs
Murali Menon How to produce vector of correlation matrices Apr 17, 2007 Murali Menon How to produce vector of correlation matrices Apr 17, 2007

Pedro Silva

Last active: Apr 27, 2007
1 msg
Pedro Silva Cox, Ingersoll, Ross/Vasicek parameter Apr 27, 2007

Rich Ghazarian

Last active: Apr 28, 2007
1 msg
Rich Ghazarian Yet another GARCH-T question Apr 28, 2007

Robert Sams

Last active: Apr 12, 2007
2 msgs
Robert Sams R and FinCad Apr 10, 2007 Robert Sams R and FinCad Apr 12, 2007

Ryan Sheftel

Last active: Apr 12, 2007
2 msgs
Ryan Sheftel R and FinCad Apr 6, 2007 Ryan Sheftel R and FinCad Apr 12, 2007

Sandy.Lucka at t-online.de

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

Stampfl Bernd 0969 SPI

Last active: Apr 20, 2007
1 msg
Stampfl Bernd 0969 SPI Filler necessary Apr 20, 2007

Thomas Steiner

Last active: Apr 27, 2007
2 msgs
Thomas Steiner Cox, Ingersoll, Ross/Vasicek parameter estimation via Kalman-Filter (SSPIR) Apr 27, 2007 Thomas Steiner Cox, Ingersoll, Ross/Vasicek parameter estimation viaKalman-Filter (SSPIR) Apr 27, 2007

Tormod Sætre

Last active: Apr 3, 2007
1 msg
Tormod Sætre get.hist.quote Apr 3, 2007

William Ferreira

Last active: Apr 6, 2007
1 msg
William Ferreira Interpretation of results from ca.jo in urca package Apr 6, 2007

Yong Xiao

Last active: Apr 11, 2007
1 msg
Yong Xiao R and FinCad Apr 11, 2007

genx

Last active: Apr 29, 2007
4 msgs
genx troubles with the weights in the VaR function Apr 26, 2007 genx troubles with the weights in the VaR function Apr 27, 2007 genx troubles with the weights in the VaR function Apr 28, 2007 genx troubles with the weights in the VaR function Apr 29, 2007

gyadav at ccilindia.co.in

Last active: Apr 27, 2007
2 msgs
gyadav at ccilindia.co.in Cox, Ingersoll, Ross/Vasicek parameter estimation viaKalman-Filter (SSPIR) Apr 26, 2007 gyadav at ccilindia.co.in Cox, Ingersoll, Ross/Vasicek parameter estimationviaKalman-Filter (SSPIR) Apr 27, 2007

manos par

Last active: Apr 10, 2007
1 msg
manos par Problems in fSeries 240.10068 Apr 10, 2007

stefano iacus

Last active: Apr 27, 2007
1 msg
stefano iacus Cox, Ingersoll, Ross/Vasicek parameter estimation viaKalman-Filter (SSPIR) Apr 27, 2007

taoufik.zizi at sgcib.com

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