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R-SIG-Finance October 2007

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MAR-GARCH
2 msgs
Nigel.Walker at studentmail.newcastle.edu.au MAR-GARCH Oct 27, 2007
Patrick Burns MAR-GARCH Oct 27, 2007
historical option prices
2 msgs
ShyhWeir Tzang historical option prices Oct 21, 2007
Thomas Steiner historical option prices Oct 23, 2007
MAR-ARCH
6 msgs
Jeff Ryan MAR-ARCH Oct 22, 2007
Ajay Shah MAR-ARCH Oct 22, 2007
Patrick Burns MAR-ARCH Oct 23, 2007
Ajay Shah MAR-ARCH Oct 23, 2007
Dirk Eddelbuettel MAR-ARCH Oct 23, 2007
Patrick Burns MAR-ARCH Oct 23, 2007
Getmansky et al. Smoothing Index
1 msg
stefan.albrecht@allianz.com Getmansky et al. Smoothing Index Oct 23, 2007
MAR-ARCH
4 msgs
Nigel.Walker at studentmail.newcastle.edu.au MAR-ARCH Oct 21, 2007
Jeff Ryan MAR-ARCH Oct 21, 2007
Ajay Shah MAR-ARCH Oct 21, 2007
Dirk Eddelbuettel MAR-ARCH Oct 21, 2007
Financial charting now in quantmod v0.2-5
1 msg
Jeff Ryan Financial charting now in quantmod v0.2-5 Oct 19, 2007
bloomberg question
3 msgs
Mark Leeds bloomberg question Oct 18, 2007
Dirk Eddelbuettel bloomberg question Oct 18, 2007
davidr at rhotrading.com bloomberg question Oct 19, 2007
Getmansky et al. Smoothing Index
1 msg
stefan.albrecht@allianz.com Getmansky et al. Smoothing Index Oct 19, 2007
R can't response me, and maybe dead when calling garchFit
2 msgs
ANNing-ning R can't response me, and maybe dead when calling garchFit Oct 19, 2007
Hannu Kahra R can't response me, and maybe dead when calling garchFit Oct 19, 2007
oanda and yahoo get.hist.quote
6 msgs
Alexander Moreno oanda and yahoo get.hist.quote Oct 14, 2007
Dirk Eddelbuettel oanda and yahoo get.hist.quote Oct 14, 2007
Gabor Grothendieck oanda and yahoo get.hist.quote Oct 14, 2007
Jeff Ryan oanda and yahoo get.hist.quote Oct 14, 2007
Bernd Stampfl oanda and yahoo get.hist.quote Oct 15, 2007
Bernd Stampfl oanda and yahoo get.hist.quote Oct 15, 2007
Timezone magic with zoo, POSIXct and strptime?
3 msgs
icosa atropa Timezone magic with zoo, POSIXct and strptime? Oct 13, 2007
Gabor Grothendieck Timezone magic with zoo, POSIXct and strptime? Oct 13, 2007
icosa atropa Timezone magic with zoo, POSIXct and strptime? Oct 13, 2007
GARCH(1,1)-M
1 msg
Stefan Schiman GARCH(1,1)-M Oct 13, 2007
R-SIG-Finance Digest, Vol 41, Issue 8: American Basket Options
2 msgs
Matt Slezak R-SIG-Finance Digest, Vol 41, Issue 8: American Basket Options Oct 11, 2007
Moshe Olshansky R-SIG-Finance Digest, Vol 41, Issue 8: American Basket Options Oct 11, 2007
London Quant Group
1 msg
david.jessop at ubs.com London Quant Group Oct 11, 2007
American basket options
8 msgs
Moshe Olshansky American basket options Oct 8, 2007
Krishna Kumar American basket options Oct 8, 2007
Moshe Olshansky American basket options Oct 8, 2007
Wojciech Slusarski American basket options Oct 9, 2007
Dale Smith American basket options Oct 9, 2007
Moshe Olshansky American basket options Oct 9, 2007
Wojciech Slusarski American basket options Oct 9, 2007
Moshe Olshansky American basket options Oct 10, 2007
Statistical Analysis of Financial Data in S-Plus
2 msgs
Dan Avery Statistical Analysis of Financial Data in S-Plus Oct 10, 2007
ngottlieb at marinercapital.com Statistical Analysis of Financial Data in S-Plus Oct 10, 2007
Black -Litterman Model
3 msgs
ngottlieb at marinercapital.com Black -Litterman Model Oct 9, 2007
Brian G. Peterson Black -Litterman Model Oct 9, 2007
ngottlieb at marinercapital.com Black -Litterman Model Oct 9, 2007
Burns on Cramer
4 msgs
BBands Burns on Cramer Oct 8, 2007
Patrick Burns Burns on Cramer Oct 9, 2007
BBands Burns on Cramer Oct 9, 2007
Patrick Burns Burns on Cramer Oct 9, 2007
returns convention
1 msg
david.jessop at ubs.com returns convention Oct 9, 2007
returns convention
5 msgs
paul sorenson returns convention Oct 8, 2007
Jeff Ryan returns convention Oct 8, 2007
Eric Zivot returns convention Oct 8, 2007
Peter Carl returns convention Oct 8, 2007
paul sorenson returns convention Oct 8, 2007
Kalman filter, SSPIR, usage
1 msg
Markus Loecher Kalman filter, SSPIR, usage Oct 7, 2007
copula-based higher moment optimization
1 msg
Konrad Banachewicz copula-based higher moment optimization Oct 7, 2007
copula-based higher moment optimization
2 msgs
Alexander Moreno copula-based higher moment optimization Oct 7, 2007
Brian G. Peterson copula-based higher moment optimization Oct 7, 2007
Cramer vs. Pseudo-Cramer, etc.
1 msg
Patrick Burns Cramer vs. Pseudo-Cramer, etc. Oct 6, 2007
smart updates and rolling windows
4 msgs
Rory Winston smart updates and rolling windows Oct 2, 2007
Sylvain BARTHELEMY smart updates and rolling windows Oct 2, 2007
Ryan Sheftel smart updates and rolling windows Oct 2, 2007
Dirk Eddelbuettel smart updates and rolling windows Oct 3, 2007
prediction based on the results of fracdiff
1 msg
Lloyd Lubet prediction based on the results of fracdiff Oct 1, 2007
For loop & CRRBinomial
1 msg
James For loop & CRRBinomial Oct 1, 2007
smart updates and rolling windows
1 msg
ngottlieb at marinercapital.com smart updates and rolling windows Oct 1, 2007
[OT] Spreadsheet bashing paper from arxiv.org
1 msg
Dirk Eddelbuettel Spreadsheet bashing paper from arxiv.org Oct 1, 2007
[OT] Spreadsheet bashing paper from arxiv.org
1 msg
Dirk Eddelbuettel Spreadsheet bashing paper from arxiv.org Oct 1, 2007
smart updates and rolling windows
1 msg
Matt Calder smart updates and rolling windows Oct 1, 2007
RBloomberg equity options prices
1 msg
Robert Sams RBloomberg equity options prices Oct 1, 2007
RBloomberg equity options prices
1 msg
Ravi S. Shankar RBloomberg equity options prices Oct 1, 2007