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R-SIG-Finance November 2007

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calendar to trading days
5 msgs
Alexander Moreno calendar to trading days Nov 20, 2007
Jeff Ryan calendar to trading days Nov 21, 2007
Jeff Ryan calendar to trading days Nov 21, 2007
Jeff Ryan calendar to trading days Nov 21, 2007
Dirk Eddelbuettel calendar to trading days Nov 21, 2007
timeDate vector
1 msg
Ryker timeDate vector Nov 19, 2007
fExtremes labels
1 msg
Markus Gesmann fExtremes labels Nov 15, 2007
rounding in FGarch procedure
1 msg
John C Frain rounding in FGarch procedure Nov 15, 2007
disaggregating weekly to daily series
3 msgs
Ian Seow disaggregating weekly to daily series Nov 13, 2007
Adrian Dragulescu disaggregating weekly to daily series Nov 13, 2007
Gabor Grothendieck disaggregating weekly to daily series Nov 13, 2007
P values in coefficients from garch fitting
2 msgs
ShyhWeir Tzang P values in coefficients from garch fitting Nov 11, 2007
Eric Zivot P values in coefficients from garch fitting Nov 11, 2007
Shapiro-Wilk test yield different p-values in R and S-Plus
2 msgs
Weimin Mailing List Shapiro-Wilk test yield different p-values in R and S-Plus Nov 10, 2007
Weimin Mailing List Shapiro-Wilk test yield different p-values in R and S-Plus Nov 10, 2007
Where is the Lagrange Multiplier test for ARCH effect in Rmetrics?
1 msg
Weimin Mailing List Where is the Lagrange Multiplier test for ARCH effect in Rmetrics? Nov 10, 2007
nonstandard date time format?
3 msgs
Spencer Graves nonstandard date time format? Nov 10, 2007
Gabor Grothendieck nonstandard date time format? Nov 10, 2007
Spencer Graves nonstandard date time format? Nov 10, 2007
Interpolating/comparing two irregular time/price sequences?
5 msgs
Adrian Trapletti Interpolating/comparing two irregular time/price sequences? Nov 8, 2007
Eric Zivot Interpolating/comparing two irregulartime/price sequences? Nov 8, 2007
Rory Winston Interpolating/comparing two irregulartime/price sequences? Nov 8, 2007
Gabor Grothendieck Interpolating/comparing two irregulartime/price sequences? Nov 8, 2007
Adrian Trapletti Interpolating/comparing two irregulartime/price sequences? Nov 9, 2007
garchOxFit question
1 msg
ANNing-ning garchOxFit question Nov 9, 2007
ARIMA question
10 msgs
Yalla, Swaroop (FID) ARIMA question Nov 7, 2007
Jeff Ryan ARIMA question Nov 7, 2007
Jeff Ryan ARIMA question Nov 7, 2007
Nathan Bryant ARIMA question Nov 7, 2007
Jeff Ryan ARIMA question Nov 7, 2007
Jeff Ryan ARIMA question Nov 7, 2007
Yalla, Swaroop (FID) ARIMA question Nov 7, 2007
Jeff Ryan ARIMA question Nov 7, 2007
Yalla, Swaroop (FID) ARIMA question Nov 7, 2007
Nathan Bryant ARIMA question Nov 8, 2007
yearweek creator in zoo
2 msgs
Markus Loecher yearweek creator in zoo Nov 8, 2007
Gabor Grothendieck yearweek creator in zoo Nov 8, 2007
Réf. : Re: Interpolating/comparing two irregular time/price sequences?
1 msg
guillaume.nicoulaud at halbis.com Réf. : Re: Interpolating/comparing two irregular time/price sequences? Nov 8, 2007
How to estimate an EGARCH model in R?
1 msg
ANNing-ning How to estimate an EGARCH model in R? Nov 8, 2007
Interpolating/comparing two irregular time/price sequences?
2 msgs
Rory Winston Interpolating/comparing two irregular time/price sequences? Nov 7, 2007
Achim Zeileis Interpolating/comparing two irregular time/price sequences? Nov 7, 2007
time series database packages
1 msg
Paul Gilbert time series database packages Nov 6, 2007
Could not find function "inbvisible" in OLS(Urgent!)
1 msg
Weimin Mailing List Could not find function "inbvisible" in OLS(Urgent!) Nov 4, 2007
fPortfolio problems and question
1 msg
i2000 at go2.pl fPortfolio problems and question Nov 2, 2007
ARIMA model with seasonality
3 msgs
Yalla, Swaroop (FID) ARIMA model with seasonality Nov 1, 2007
Jeff Ryan ARIMA model with seasonality Nov 1, 2007
Nathan Bryant ARIMA model with seasonality Nov 1, 2007