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R-SIG-Finance October 2007

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Saturday, October 27, 2007 2 emails
Patrick Burns MAR-GARCH Nigel.Walker at studentmail.newcastle.edu.au MAR-GARCH
Tuesday, October 23, 2007 6 emails
Thomas Steiner historical option prices Patrick Burns MAR-ARCH Dirk Eddelbuettel MAR-ARCH Ajay Shah MAR-ARCH stefan.albrecht@allianz.com Getmansky et al. Smoothing Index Patrick Burns MAR-ARCH
Monday, October 22, 2007 2 emails
Ajay Shah MAR-ARCH Jeff Ryan MAR-ARCH
Sunday, October 21, 2007 5 emails
ShyhWeir Tzang historical option prices Dirk Eddelbuettel MAR-ARCH Ajay Shah MAR-ARCH Jeff Ryan MAR-ARCH Nigel.Walker at studentmail.newcastle.edu.au MAR-ARCH
Friday, October 19, 2007 5 emails
Jeff Ryan Financial charting now in quantmod v0.2-5 davidr at rhotrading.com bloomberg question stefan.albrecht@allianz.com Getmansky et al. Smoothing Index Hannu Kahra R can't response me, and maybe dead when calling garchFit ANNing-ning R can't response me, and maybe dead when calling garchFit
Thursday, October 18, 2007 2 emails
Dirk Eddelbuettel bloomberg question Mark Leeds bloomberg question
Monday, October 15, 2007 2 emails
Bernd Stampfl oanda and yahoo get.hist.quote Bernd Stampfl oanda and yahoo get.hist.quote
Sunday, October 14, 2007 4 emails
Jeff Ryan oanda and yahoo get.hist.quote Gabor Grothendieck oanda and yahoo get.hist.quote Dirk Eddelbuettel oanda and yahoo get.hist.quote Alexander Moreno oanda and yahoo get.hist.quote
Saturday, October 13, 2007 4 emails
icosa atropa Timezone magic with zoo, POSIXct and strptime? Gabor Grothendieck Timezone magic with zoo, POSIXct and strptime? icosa atropa Timezone magic with zoo, POSIXct and strptime? Stefan Schiman GARCH(1,1)-M
Thursday, October 11, 2007 3 emails
Moshe Olshansky R-SIG-Finance Digest, Vol 41, Issue 8: American Basket Options david.jessop at ubs.com London Quant Group Matt Slezak R-SIG-Finance Digest, Vol 41, Issue 8: American Basket Options
Wednesday, October 10, 2007 3 emails
Moshe Olshansky American basket options ngottlieb at marinercapital.com Statistical Analysis of Financial Data in S-Plus Dan Avery Statistical Analysis of Financial Data in S-Plus
Tuesday, October 9, 2007 11 emails
Wojciech Slusarski American basket options Moshe Olshansky American basket options ngottlieb at marinercapital.com Black -Litterman Model Brian G. Peterson Black -Litterman Model ngottlieb at marinercapital.com Black -Litterman Model Patrick Burns Burns on Cramer BBands Burns on Cramer david.jessop at ubs.com returns convention Patrick Burns Burns on Cramer Dale Smith American basket options Wojciech Slusarski American basket options
Monday, October 8, 2007 9 emails
Moshe Olshansky American basket options Krishna Kumar American basket options Moshe Olshansky American basket options BBands Burns on Cramer paul sorenson returns convention Peter Carl returns convention Eric Zivot returns convention Jeff Ryan returns convention paul sorenson returns convention
Sunday, October 7, 2007 4 emails
Markus Loecher Kalman filter, SSPIR, usage Konrad Banachewicz copula-based higher moment optimization Brian G. Peterson copula-based higher moment optimization Alexander Moreno copula-based higher moment optimization
Saturday, October 6, 2007 1 email
Patrick Burns Cramer vs. Pseudo-Cramer, etc.
Wednesday, October 3, 2007 1 email
Dirk Eddelbuettel smart updates and rolling windows
Tuesday, October 2, 2007 3 emails
Ryan Sheftel smart updates and rolling windows Sylvain BARTHELEMY smart updates and rolling windows Rory Winston smart updates and rolling windows
Monday, October 1, 2007 8 emails
Lloyd Lubet prediction based on the results of fracdiff James For loop & CRRBinomial ngottlieb at marinercapital.com smart updates and rolling windows Dirk Eddelbuettel Spreadsheet bashing paper from arxiv.org Dirk Eddelbuettel Spreadsheet bashing paper from arxiv.org Matt Calder smart updates and rolling windows Robert Sams RBloomberg equity options prices Ravi S. Shankar RBloomberg equity options prices
Sunday, September 30, 2007 1 email
Ajay Shah Bug report on mgarchBEKK