R-SIG-Finance - May 2007 - Subject View

Bloomberg bulk data download - example code

1 msg · May 1

Paul DeBruicker Bloomberg bulk data download - example code May 1, 2007

Confidence Intervals

2 msgs · May 1 – May 1

Warren Loken Confidence Intervals May 1, 2007 frednovo at pipeline.com Confidence Intervals May 1, 2007

Convertion of a zoo object to a ts object

6 msgs · May 24 – May 24

Sylvain BARTHELEMY Convertion of a zoo object to a ts object May 24, 2007 Sylvain BARTHELEMY Convertion of a zoo object to a ts object May 24, 2007 Ulrich Staudinger Convertion of a zoo object to a ts object May 24, 2007 Sylvain BARTHELEMY Convertion of a zoo object to a ts object May 24, 2007 Achim Zeileis Convertion of a zoo object to a ts object May 24, 2007 Sylvain BARTHELEMY Convertion of a zoo object to a ts object May 24, 2007

Cox, Ingersoll, Ross/Vasicek parameter estimationviaKalman-Filter (SSPIR)

1 msg · May 2

Thomas Steiner Cox, Ingersoll, Ross/Vasicek parameter estimationviaKalman-Filter (SSPIR) May 2, 2007

Finance at useR!2007

1 msg · May 14

Dirk Eddelbuettel Finance at useR!2007 May 14, 2007

Heston SV model implementation

2 msgs · May 8 – May 9

udai Heston SV model implementation May 8, 2007 Krishna Kumar Heston SV model implementation May 9, 2007

ISO-8601 with time zone designator, format handling with fCalendar/chron

4 msgs · May 31 – May 31

jeam ISO-8601 with time zone designator, format handling with fCalendar/chron May 31, 2007 Brian G. Peterson ISO-8601 with time zone designator, format handling with fCalendar/chron May 31, 2007 Gabor Grothendieck ISO-8601 with time zone designator, format handling with fCalendar/chron May 31, 2007 Gabor Grothendieck ISO-8601 with time zone designator, format handling with fCalendar/chron May 31, 2007

Panel VAR in EViews

2 msgs · May 20 – May 20

M.R.Farzanegan Panel VAR in EViews May 20, 2007 Krishna Kumar Panel VAR in EViews May 20, 2007

Plotting 2 option value lines

3 msgs · May 7 – May 7

James Plotting 2 option value lines May 7, 2007 James Plotting 2 option value lines May 7, 2007 James Plotting 2 option value lines May 7, 2007

Problem with function "garchFit" (fSeries)

2 msgs · May 19 – May 19

Mathias Slansky Problem with function "garchFit" (fSeries) May 19, 2007 Brian G. Peterson Problem with function "garchFit" (fSeries) May 19, 2007

Problems with fSeries on Vista

1 msg · May 23

Ignacio Pérez Problems with fSeries on Vista May 23, 2007

Question for IB TWS users

1 msg · May 4

mel Question for IB TWS users May 4, 2007

Question for IB TWS users [long]

1 msg · May 7

Bill Pippin Question for IB TWS users [long] May 7, 2007

R interface to LIM?

2 msgs · May 6 – May 7

Thomas Harte R interface to LIM? May 6, 2007 Armstrong, Whit R interface to LIM? May 7, 2007

R quant framework

4 msgs · May 30 – May 31

Hans Radtke R quant framework May 30, 2007 Zanella Marco R quant framework May 30, 2007 Stefan Grosse R quant framework May 31, 2007 Zanella Marco R quant framework May 31, 2007

R quant framework?

1 msg · May 29

Zanella Marco R quant framework? May 29, 2007

R-SIG-Finance Digest, Vol 36, Issue 13

1 msg · May 31

Bengoechea Bartolomé Enrique (SIES 73) R-SIG-Finance Digest, Vol 36, Issue 13 May 31, 2007

Standard deviation and plots

4 msgs · May 23 – May 23

genx Standard deviation and plots May 23, 2007 BBands Standard deviation and plots May 23, 2007 Peter Carl Standard deviation and plots May 23, 2007 Brian G. Peterson Standard deviation and plots May 23, 2007

frontierMarkowitz problem: Tangential POrtfolio

2 msgs · May 18 – May 19

Christian Grupp frontierMarkowitz problem: Tangential POrtfolio May 18, 2007 Brian G. Peterson frontierMarkowitz problem: Tangential POrtfolio May 19, 2007

readcsvIts

2 msgs · May 22 – May 22

Vorlow Constantinos readcsvIts May 22, 2007 Armstrong, Whit readcsvIts May 22, 2007

simpleWarning in timeDate from Sys.putenv

1 msg · May 9

Roger Davis simpleWarning in timeDate from Sys.putenv May 9, 2007

R-SIG-Finance May 2007