Skip to content

R-SIG-Finance October 2007

|

ANNing-ning

Last active: Oct 19, 2007
1 msg
ANNing-ning R can't response me, and maybe dead when calling garchFit Oct 19, 2007

Ajay Shah

Last active: Oct 23, 2007
4 msgs
Ajay Shah Bug report on mgarchBEKK Sep 30, 2007 Ajay Shah MAR-ARCH Oct 21, 2007 Ajay Shah MAR-ARCH Oct 22, 2007 Ajay Shah MAR-ARCH Oct 23, 2007

Alexander Moreno

Last active: Oct 14, 2007
2 msgs
Alexander Moreno copula-based higher moment optimization Oct 7, 2007 Alexander Moreno oanda and yahoo get.hist.quote Oct 14, 2007

BBands

Last active: Oct 9, 2007
2 msgs
BBands Burns on Cramer Oct 8, 2007 BBands Burns on Cramer Oct 9, 2007

Bernd Stampfl

Last active: Oct 15, 2007
2 msgs
Bernd Stampfl oanda and yahoo get.hist.quote Oct 15, 2007 Bernd Stampfl oanda and yahoo get.hist.quote Oct 15, 2007

Brian G. Peterson

Last active: Oct 9, 2007
2 msgs
Brian G. Peterson copula-based higher moment optimization Oct 7, 2007 Brian G. Peterson Black -Litterman Model Oct 9, 2007

Dale Smith

Last active: Oct 9, 2007
1 msg
Dale Smith American basket options Oct 9, 2007

Dan Avery

Last active: Oct 10, 2007
1 msg
Dan Avery Statistical Analysis of Financial Data in S-Plus Oct 10, 2007

Dirk Eddelbuettel

Last active: Oct 23, 2007
7 msgs
Dirk Eddelbuettel Spreadsheet bashing paper from arxiv.org Oct 1, 2007 Dirk Eddelbuettel Spreadsheet bashing paper from arxiv.org Oct 1, 2007 Dirk Eddelbuettel smart updates and rolling windows Oct 3, 2007 Dirk Eddelbuettel oanda and yahoo get.hist.quote Oct 14, 2007 Dirk Eddelbuettel bloomberg question Oct 18, 2007 Dirk Eddelbuettel MAR-ARCH Oct 21, 2007 Dirk Eddelbuettel MAR-ARCH Oct 23, 2007

Eric Zivot

Last active: Oct 8, 2007
1 msg
Eric Zivot returns convention Oct 8, 2007

Gabor Grothendieck

Last active: Oct 14, 2007
2 msgs
Gabor Grothendieck Timezone magic with zoo, POSIXct and strptime? Oct 13, 2007 Gabor Grothendieck oanda and yahoo get.hist.quote Oct 14, 2007

Hannu Kahra

Last active: Oct 19, 2007
1 msg
Hannu Kahra R can't response me, and maybe dead when calling garchFit Oct 19, 2007

James

Last active: Oct 1, 2007
1 msg
James For loop & CRRBinomial Oct 1, 2007

Jeff Ryan

Last active: Oct 22, 2007
5 msgs
Jeff Ryan returns convention Oct 8, 2007 Jeff Ryan oanda and yahoo get.hist.quote Oct 14, 2007 Jeff Ryan Financial charting now in quantmod v0.2-5 Oct 19, 2007 Jeff Ryan MAR-ARCH Oct 21, 2007 Jeff Ryan MAR-ARCH Oct 22, 2007

Konrad Banachewicz

Last active: Oct 7, 2007
1 msg
Konrad Banachewicz copula-based higher moment optimization Oct 7, 2007

Krishna Kumar

Last active: Oct 8, 2007
1 msg
Krishna Kumar American basket options Oct 8, 2007

Lloyd Lubet

Last active: Oct 1, 2007
1 msg
Lloyd Lubet prediction based on the results of fracdiff Oct 1, 2007

Mark Leeds

Last active: Oct 18, 2007
1 msg
Mark Leeds bloomberg question Oct 18, 2007

Markus Loecher

Last active: Oct 7, 2007
1 msg
Markus Loecher Kalman filter, SSPIR, usage Oct 7, 2007

Matt Calder

Last active: Oct 1, 2007
1 msg
Matt Calder smart updates and rolling windows Oct 1, 2007

Matt Slezak

Last active: Oct 11, 2007
1 msg
Matt Slezak R-SIG-Finance Digest, Vol 41, Issue 8: American Basket Options Oct 11, 2007

Moshe Olshansky

Last active: Oct 11, 2007
5 msgs
Moshe Olshansky American basket options Oct 8, 2007 Moshe Olshansky American basket options Oct 8, 2007 Moshe Olshansky American basket options Oct 9, 2007 Moshe Olshansky American basket options Oct 10, 2007 Moshe Olshansky R-SIG-Finance Digest, Vol 41, Issue 8: American Basket Options Oct 11, 2007

Nigel.Walker at studentmail.newcastle.edu.au

Last active: Oct 27, 2007
2 msgs
Nigel.Walker at studentmail.newcastle.edu.au MAR-ARCH Oct 21, 2007 Nigel.Walker at studentmail.newcastle.edu.au MAR-GARCH Oct 27, 2007

Patrick Burns

Last active: Oct 27, 2007
6 msgs
Patrick Burns Cramer vs. Pseudo-Cramer, etc. Oct 6, 2007 Patrick Burns Burns on Cramer Oct 9, 2007 Patrick Burns Burns on Cramer Oct 9, 2007 Patrick Burns MAR-ARCH Oct 23, 2007 Patrick Burns MAR-ARCH Oct 23, 2007 Patrick Burns MAR-GARCH Oct 27, 2007

Peter Carl

Last active: Oct 8, 2007
1 msg
Peter Carl returns convention Oct 8, 2007

Ravi S. Shankar

Last active: Oct 1, 2007
1 msg
Ravi S. Shankar RBloomberg equity options prices Oct 1, 2007

Robert Sams

Last active: Oct 1, 2007
1 msg
Robert Sams RBloomberg equity options prices Oct 1, 2007

Rory Winston

Last active: Oct 2, 2007
1 msg
Rory Winston smart updates and rolling windows Oct 2, 2007

Ryan Sheftel

Last active: Oct 2, 2007
1 msg
Ryan Sheftel smart updates and rolling windows Oct 2, 2007

ShyhWeir Tzang

Last active: Oct 21, 2007
1 msg
ShyhWeir Tzang historical option prices Oct 21, 2007

Stefan Schiman

Last active: Oct 13, 2007
1 msg
Stefan Schiman GARCH(1,1)-M Oct 13, 2007

Sylvain BARTHELEMY

Last active: Oct 2, 2007
1 msg
Sylvain BARTHELEMY smart updates and rolling windows Oct 2, 2007

Thomas Steiner

Last active: Oct 23, 2007
1 msg
Thomas Steiner historical option prices Oct 23, 2007

Wojciech Slusarski

Last active: Oct 9, 2007
2 msgs
Wojciech Slusarski American basket options Oct 9, 2007 Wojciech Slusarski American basket options Oct 9, 2007

david.jessop at ubs.com

Last active: Oct 11, 2007
2 msgs
david.jessop at ubs.com returns convention Oct 9, 2007 david.jessop at ubs.com London Quant Group Oct 11, 2007

davidr at rhotrading.com

Last active: Oct 19, 2007
1 msg
davidr at rhotrading.com bloomberg question Oct 19, 2007

icosa atropa

Last active: Oct 13, 2007
2 msgs
icosa atropa Timezone magic with zoo, POSIXct and strptime? Oct 13, 2007 icosa atropa Timezone magic with zoo, POSIXct and strptime? Oct 13, 2007

ngottlieb at marinercapital.com

Last active: Oct 10, 2007
4 msgs
ngottlieb at marinercapital.com smart updates and rolling windows Oct 1, 2007 ngottlieb at marinercapital.com Black -Litterman Model Oct 9, 2007 ngottlieb at marinercapital.com Black -Litterman Model Oct 9, 2007 ngottlieb at marinercapital.com Statistical Analysis of Financial Data in S-Plus Oct 10, 2007

paul sorenson

Last active: Oct 8, 2007
2 msgs
paul sorenson returns convention Oct 8, 2007 paul sorenson returns convention Oct 8, 2007

stefan.albrecht@allianz.com

Last active: Oct 23, 2007
2 msgs
stefan.albrecht@allianz.com Getmansky et al. Smoothing Index Oct 19, 2007 stefan.albrecht@allianz.com Getmansky et al. Smoothing Index Oct 23, 2007