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R-SIG-Finance April 2007

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Sunday, April 29, 2007 1 email
genx troubles with the weights in the VaR function
Saturday, April 28, 2007 3 emails
Rich Ghazarian Yet another GARCH-T question Brian G. Peterson troubles with the weights in the VaR function genx troubles with the weights in the VaR function
Friday, April 27, 2007 8 emails
stefano iacus Cox, Ingersoll, Ross/Vasicek parameter estimation viaKalman-Filter (SSPIR) Pedro Silva Cox, Ingersoll, Ross/Vasicek parameter Brian G. Peterson troubles with the weights in the VaR function Gabor Grothendieck troubles with the weights in the VaR function gyadav at ccilindia.co.in Cox, Ingersoll, Ross/Vasicek parameter estimationviaKalman-Filter (SSPIR) genx troubles with the weights in the VaR function Thomas Steiner Cox, Ingersoll, Ross/Vasicek parameter estimation viaKalman-Filter (SSPIR) Thomas Steiner Cox, Ingersoll, Ross/Vasicek parameter estimation via Kalman-Filter (SSPIR)
Thursday, April 26, 2007 7 emails
gyadav at ccilindia.co.in Cox, Ingersoll, Ross/Vasicek parameter estimation viaKalman-Filter (SSPIR) Brian G. Peterson Cox, Ingersoll, Ross/Vasicek parameter estimation via Kalman-Filter (SSPIR) Eric Zivot Cox, Ingersoll, Ross/Vasicek parameter estimation via Kalman-Filter (SSPIR) Leeds, Mark (IED) Cox, Ingersoll, Ross/Vasicek parameter estimation via Kalman-Filter (SSPIR) Arne Krombach Cox, Ingersoll, Ross/Vasicek parameter estimation via Kalman-Filter (SSPIR) Gabor Grothendieck troubles with the weights in the VaR function genx troubles with the weights in the VaR function
Friday, April 20, 2007 1 email
Stampfl Bernd 0969 SPI Filler necessary
Wednesday, April 18, 2007 1 email
Ignacio Pérez GEV Parameters
Tuesday, April 17, 2007 4 emails
Gabor Grothendieck How to produce vector of correlation matrices Murali Menon How to produce vector of correlation matrices Murali Menon How to produce vector of correlation matrices Brian G. Peterson PerformanceAnalytics R package for Performance and Risk Analysis (v0.9.4)
Monday, April 16, 2007 3 emails
David.Miron at csiro.au Problems in fSeries 240.10068 taoufik.zizi at sgcib.com Taoufik ZIZI doesn't work any longer for SG. Martin Becker PerformanceAnalytics R package for Performance and Risk Analysis (v0.9.4)
Sunday, April 15, 2007 2 emails
Kurt Hornik PerformanceAnalytics R package for Performance and Risk Analysis (v0.9.4) Brian G. Peterson PerformanceAnalytics R package for Performance and Risk Analysis (v0.9.4)
Saturday, April 14, 2007 1 email
John McHenry Dynamic Conditional Correlation (Engle's model)?
Thursday, April 12, 2007 3 emails
Ryan Sheftel R and FinCad Dirk Eddelbuettel R and FinCad Robert Sams R and FinCad
Wednesday, April 11, 2007 3 emails
Yong Xiao R and FinCad Andrew Piskorski R and FinCad Mukhopadyay.C Problems in fSeries 240.10068
Tuesday, April 10, 2007 4 emails
Gabor Grothendieck Question about re-order the dataframe Brian Wu Question about re-order the dataframe manos par Problems in fSeries 240.10068 Robert Sams R and FinCad
Friday, April 6, 2007 3 emails
Ryan Sheftel R and FinCad Sandy.Lucka at t-online.de R-SIG-Finance Digest, Vol 35, Issue 1 William Ferreira Interpretation of results from ca.jo in urca package
Wednesday, April 4, 2007 1 email
Mukhopadyay.C Problems in fSeries 240.10068
Tuesday, April 3, 2007 1 email
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