R-SIG-Finance August 2007

fSeries GARCH Prediction Questions

2 msgs Aug 31

M

Mike Kocurek fSeries GARCH Prediction Questions Aug 31, 2007

B

Brian G. Peterson fSeries GARCH Prediction Questions Aug 31, 2007

Implied Probability Distribution

4 msgs Aug 31

R

Ravi S. Shankar Implied Probability Distribution Aug 20, 2007

K

Krishna Kumar Implied Probability Distribution Aug 21, 2007

R

Ravi S. Shankar Implied Probability Distribution Aug 30, 2007

S

Sankalp Upadhyay Implied Probability Distribution Aug 31, 2007

garchFit() with dummies

1 msg Aug 29

R

Rich Ghazarian garchFit() with dummies Aug 29, 2007

UseR! 2008, August 12-14, Universität Dortmund, Germany

1 msg Aug 29

S

Spencer Graves UseR! 2008, August 12-14, Universität Dortmund, Germany Aug 29, 2007

Bloomberg

6 msgs Aug 27

D

Davy Bloomberg Aug 23, 2007

T

Thomas Steiner Bloomberg Aug 23, 2007

D

Dan Davison Bloomberg Aug 24, 2007

D

Davy Bloomberg Aug 24, 2007

T

Thomas Steiner Bloomberg Aug 25, 2007

A

Alexander Wurzer Bloomberg Aug 27, 2007

rcoplua.gauss sim problem

1 msg Aug 26

J

Joe W. Byers rcoplua.gauss sim problem Aug 26, 2007

Error on "fBasics::dstable"

3 msgs Aug 26

S

Shiazy Fuzzy Error on "fBasics::dstable" Aug 26, 2007

S

Shiazy Fuzzy Error on "fBasics::dstable" Aug 26, 2007

S

Shiazy Fuzzy Error on "fBasics::dstable" Aug 26, 2007

Tabloid journalism using R !

3 msgs Aug 25

A

Alpert, William Tabloid journalism using R ! Aug 25, 2007

D

Dirk Eddelbuettel Tabloid journalism using R ! Aug 25, 2007

G

Gabor Grothendieck Tabloid journalism using R ! Aug 25, 2007

ARIMA(0,1,0)+c results estimate incorrect drift

1 msg Aug 24

N

Nathan Bryant ARIMA(0,1,0)+c results estimate incorrect drift Aug 24, 2007

Bloomberg: Polygon with color transition

1 msg Aug 23

A

Alexander Wurzer Bloomberg: Polygon with color transition Aug 23, 2007

Diversification Comments...

2 msgs Aug 23

M

Marc E Levitt Diversification Comments... Aug 22, 2007

B

BBands Diversification Comments... Aug 23, 2007

rollapply and cummin

8 msgs Aug 23

V

Voss, Kent rollapply and cummin Aug 22, 2007

J

Joshua Ulrich rollapply and cummin Aug 22, 2007

G

Gabor Grothendieck rollapply and cummin Aug 22, 2007

A

Achim Zeileis rollapply and cummin Aug 23, 2007

V

Voss, Kent rollapply and cummin Aug 23, 2007

G

Gabor Grothendieck rollapply and cummin Aug 23, 2007

V

Voss, Kent rollapply and cummin Aug 23, 2007

G

Gabor Grothendieck rollapply and cummin Aug 23, 2007

Bloomberg: Polygon with color transition

2 msgs Aug 23

T

Thomas Steiner Bloomberg: Polygon with color transition Aug 23, 2007

A

Alexander Wurzer Bloomberg: Polygon with color transition Aug 23, 2007

Bloomberg: Polygon with color transition

3 msgs Aug 23

A

Alexander Wurzer Bloomberg: Polygon with color transition Aug 23, 2007

T

Thomas Steiner Bloomberg: Polygon with color transition Aug 23, 2007

S

Sylvain BARTHELEMY Bloomberg: Polygon with color transition Aug 23, 2007

making sense of 100's of funds

2 msgs Aug 22

A

Adrian Trapletti making sense of 100's of funds Aug 22, 2007

G

Gabor Grothendieck making sense of 100's of funds Aug 22, 2007

making sense of 100's of funds

3 msgs Aug 22

D

Davy making sense of 100's of funds Aug 21, 2007

K

Krishna Kumar making sense of 100's of funds Aug 21, 2007

S

Sylvain BARTHELEMY making sense of 100's of funds Aug 22, 2007

making sense of 100's of funds

4 msgs Aug 22

B

BBands making sense of 100's of funds Aug 21, 2007

S

Sylvain BARTHELEMY making sense of 100's of funds Aug 21, 2007

B

BBands making sense of 100's of funds Aug 21, 2007

S

Sylvain BARTHELEMY making sense of 100's of funds Aug 22, 2007

pointers on using VaR.gpd with return series?

4 msgs Aug 21

B

Brian G. Peterson pointers on using VaR.gpd with return series? Aug 21, 2007

S

Sylvain BARTHELEMY pointers on using VaR.gpd with return series? Aug 21, 2007

K

Krishna Kumar pointers on using VaR.gpd with return series? Aug 21, 2007

B

Brian G. Peterson pointers on using VaR.gpd with return series? Aug 21, 2007

fit.gausscopula function

2 msgs Aug 21

X

Xiaochen Sun fit.gausscopula function Aug 21, 2007

S

Sylvain BARTHELEMY fit.gausscopula function Aug 21, 2007

question of fitMvdc and fitCopula functions

1 msg Aug 20

X

Xiaochen Sun question of fitMvdc and fitCopula functions Aug 20, 2007

making sense of 100's of funds

16 msgs Aug 20

T

Tobias Muhlhofer making sense of 100's of funds Aug 12, 2007

P

paul sorenson making sense of 100's of funds Aug 13, 2007

T

Tobias Muhlhofer making sense of 100's of funds Aug 15, 2007

B

Brian G. Peterson making sense of 100's of funds Aug 16, 2007

P

paul sorenson making sense of 100's of funds Aug 18, 2007

P

paul sorenson making sense of 100's of funds Aug 18, 2007

P

paul sorenson making sense of 100's of funds Aug 18, 2007

B

Brian G. Peterson making sense of 100's of funds Aug 18, 2007

P

paul sorenson making sense of 100's of funds Aug 18, 2007

P

Patrick Burns making sense of 100's of funds Aug 19, 2007

B

BBands making sense of 100's of funds Aug 19, 2007

B

Brian G. Peterson making sense of 100's of funds Aug 19, 2007

P

paul sorenson making sense of 100's of funds Aug 19, 2007

P

paul sorenson making sense of 100's of funds Aug 19, 2007

P

paul sorenson making sense of 100's of funds Aug 19, 2007

P

Patrick Burns making sense of 100's of funds Aug 20, 2007

making sense of 100's of funds

2 msgs Aug 19

B

BBands making sense of 100's of funds Aug 19, 2007

P

paul sorenson making sense of 100's of funds Aug 19, 2007

best method for rolling forecast based on linear fit

3 msgs Aug 17

J

John Putz best method for rolling forecast based on linear fit Aug 16, 2007

B

Brian G. Peterson best method for rolling forecast based on linear fit Aug 16, 2007

G

Gabor Grothendieck best method for rolling forecast based on linear fit Aug 17, 2007

best method for rolling forecast based on linear fit

2 msgs Aug 17

J

John Putz best method for rolling forecast based on linear fit Aug 16, 2007

B

Brian G. Peterson best method for rolling forecast based on linear fit Aug 17, 2007

Hedge Fund Job Opening

1 msg Aug 17

P

Parlamis Franklin Hedge Fund Job Opening Aug 17, 2007

RMetrics fBasics market data retrieval and timeSeries functionality still being maintained at all?

12 msgs Aug 15

D

David-Michael Lincke RMetrics fBasics market data retrieval and timeSeries functionality still being maintained at all? Aug 10, 2007

J

Jeff Ryan RMetrics fBasics market data retrieval andtimeSeries functionality still being maintained at all? Aug 10, 2007

D

Diethelm Wuertz RMetrics fBasics market data retrieval and timeSeries functionality still being maintained at all? Aug 12, 2007

D

David-Michael Lincke RMetrics fBasics market data retrieval and timeSeries functionality still being maintained at all? Aug 12, 2007

M

Martin Maechler RMetrics fBasics market data retrieval and timeSeries functionality still being maintained at all? Aug 14, 2007

D

David-Michael Lincke RMetrics fBasics market data retrieval and timeSeries functionality still being maintained at all? Aug 14, 2007

A

Adam Gehr RMetrics fBasics market data retrieval and timeSeries functionality still being maintained at all? Aug 14, 2007

D

Dirk Eddelbuettel RMetrics fBasics market data retrieval and timeSeries functionality still being maintained at all? Aug 14, 2007

P

Praveen Kanakamedala RMetrics fBasics market data retrieval and timeSeries functionality still being maintained at all? Aug 14, 2007

D

David-Michael Lincke RMetrics fBasics market data retrieval andtimeSeries functionality still being maintained at all? Aug 14, 2007

B

Brian G. Peterson RMetrics fBasics market data retrieval andtimeSeries functionality still being maintained at all? Aug 14, 2007

M

Martin Maechler RMetrics fBasics market data retrieval andtimeSeries functionality still being maintained at all? Aug 15, 2007

[garchFit] Fitted GARCH(1, 1) results in a straight line

1 msg Aug 14

J

Jeroen van der Heide Fitted GARCH(1, 1) results in a straight line Aug 14, 2007

bug in .garchOxFit (Rmetrics: fSeries 251.70)

1 msg Aug 13

M

Martin Becker bug in .garchOxFit (Rmetrics: fSeries 251.70) Aug 13, 2007

bug in rnig (Rmetrics: fBasics 251.70)

1 msg Aug 13

M

Martin Becker bug in rnig (Rmetrics: fBasics 251.70) Aug 13, 2007

making sense of 100's of funds

4 msgs Aug 11

P

paul sorenson making sense of 100's of funds Aug 10, 2007

B

Brian G. Peterson making sense of 100's of funds Aug 10, 2007

P

paul sorenson making sense of 100's of funds Aug 11, 2007

G

Gabor Grothendieck making sense of 100's of funds Aug 11, 2007

data upload

2 msgs Aug 8

N

Nicolas Mougeot data upload Aug 8, 2007

B

Brian G. Peterson data upload Aug 8, 2007

R-SIG-Finance Digest, Vol 39, Issue 7

1 msg Aug 8

H

Hung-Te Chu R-SIG-Finance Digest, Vol 39, Issue 7 Aug 8, 2007

How to do multivariate MLE?

3 msgs Aug 7

H

Hung-Te(Stanley) Chu How to do multivariate MLE? Aug 6, 2007

A

Ajay Shah How to do multivariate MLE? Aug 6, 2007

G

gyadav at ccilindia.co.in How to do multivariate MLE? Aug 7, 2007

How to connect R to Business Object

1 msg Aug 6

F

Fabrice McShort How to connect R to Business Object Aug 6, 2007

Aggregating Statistics By Time Interval

13 msgs Aug 3

R

Rory Winston Aggregating Statistics By Time Interval Aug 1, 2007

G

Gabor Grothendieck Aggregating Statistics By Time Interval Aug 1, 2007

R

Rory Winston Aggregating Statistics By Time Interval Aug 3, 2007

G

Gabor Grothendieck Aggregating Statistics By Time Interval Aug 3, 2007

R

Rory Winston Aggregating Statistics By Time Interval Aug 3, 2007

G

Gabor Grothendieck Aggregating Statistics By Time Interval Aug 3, 2007

R

Rory Winston Aggregating Statistics By Time Interval Aug 3, 2007

G

Gabor Grothendieck Aggregating Statistics By Time Interval Aug 3, 2007

G

Gabor Grothendieck Aggregating Statistics By Time Interval Aug 3, 2007

R

Rory Winston Aggregating Statistics By Time Interval Aug 3, 2007

G

Gabor Grothendieck Aggregating Statistics By Time Interval Aug 3, 2007

G

Gabor Grothendieck Aggregating Statistics By Time Interval Aug 3, 2007

R

Rory Winston Aggregating Statistics By Time Interval Aug 3, 2007

question on analyzing of correlation structure

1 msg Aug 3

W

Wei-han Liu question on analyzing of correlation structure Aug 3, 2007

question on analyzing of correlation structure

1 msg Aug 3

L

liu lu question on analyzing of correlation structure Aug 3, 2007

Estimate parameters of copulas

1 msg Aug 2

M

Michael Sun Estimate parameters of copulas Aug 2, 2007

zoo-like classes in c++?

2 msgs Aug 1

T

Thomas Harte zoo-like classes in c++? Aug 1, 2007

A

Armstrong, Whit zoo-like classes in c++? Aug 1, 2007

zoo-like classes in c++?

1 msg Aug 1

J

Jordi Molins zoo-like classes in c++? Aug 1, 2007