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R-SIG-Finance December 2007

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Alexander Moreno

Last active: Dec 3, 2007
1 msg
Alexander Moreno random walk: variable drift Dec 3, 2007

Brian G. Peterson

Last active: Dec 31, 2007
8 msgs
Brian G. Peterson R memory management Dec 3, 2007 Brian G. Peterson Riskmetrics volatility and correlation estimation Dec 12, 2007 Brian G. Peterson Analysis of Financial Time Series Dec 19, 2007 Brian G. Peterson multivariate garch Dec 25, 2007 Brian G. Peterson multivariate garch Dec 25, 2007 Brian G. Peterson multivariate garch Dec 25, 2007 Brian G. Peterson Adding milliseconds to zoo object Dec 26, 2007 Brian G. Peterson PerformanceAnalytics version 0.9.6 released to CRAN Dec 31, 2007

Christopher G. Green (L)

Last active: Dec 25, 2007
1 msg
Christopher G. Green (L) Non-gaussian (L-stable) Garch innovations Dec 25, 2007

Dale Rosenthal

Last active: Dec 31, 2007
1 msg
Dale Rosenthal ljung-box tests in arma and garch models Dec 31, 2007

Damien LOUVET

Last active: Dec 12, 2007
1 msg
Damien LOUVET Header intact Dec 12, 2007

Dirk Eddelbuettel

Last active: Dec 27, 2007
3 msgs
Dirk Eddelbuettel Extracting Interval-Based Data From Zoo Series Dec 10, 2007 Dirk Eddelbuettel Extracting Interval-Based Data From Zoo Series (Rory Winston) Dec 11, 2007 Dirk Eddelbuettel Brief reminder that R-SIG-Finance is about Finance, and for subscribers Dec 27, 2007

Eric THIBAULT

Last active: Dec 13, 2007
1 msg
Eric THIBAULT FGarch Information Dec 13, 2007

Eric Zivot

Last active: Dec 24, 2007
1 msg
Eric Zivot Non-gaussian (L-stable) Garch innovations Dec 24, 2007

Gabor Grothendieck

Last active: Dec 26, 2007
4 msgs
Gabor Grothendieck Extracting Interval-Based Data From Zoo Series Dec 10, 2007 Gabor Grothendieck Adding milliseconds to zoo object Dec 26, 2007 Gabor Grothendieck Adding milliseconds to zoo object Dec 26, 2007 Gabor Grothendieck Adding milliseconds to zoo object Dec 26, 2007

Jeff Ryan

Last active: Dec 25, 2007
3 msgs
Jeff Ryan Kernel Regression Dec 14, 2007 Jeff Ryan multivariate garch Dec 25, 2007 Jeff Ryan multivariate garch Dec 25, 2007

Joe W. Byers

Last active: Dec 7, 2007
3 msgs
Joe W. Byers rulesFinCenter for America's Dec 4, 2007 Joe W. Byers holidayNYSE missing some Dec 7, 2007 Joe W. Byers rulesFinCenter for America's Dec 7, 2007

John C Frain

Last active: Dec 30, 2007
1 msg
John C Frain ljung-box tests in arma and garch models Dec 30, 2007

Joshua Reich

Last active: Dec 5, 2007
1 msg
Joshua Reich GARCH estimation Dec 5, 2007

Joshua Ulrich

Last active: Dec 9, 2007
1 msg
Joshua Ulrich Yahoo data Dec 9, 2007

José Augusto M. de Andrade Junior

Last active: Dec 24, 2007
2 msgs
José Augusto M. de Andrade Junior Non-gaussian (L-stable) Garch innovations Dec 23, 2007 José Augusto M. de Andrade Junior Non-gaussian (L-stable) Garch innovations Dec 24, 2007

Mark Difford

Last active: Dec 14, 2007
1 msg
Mark Difford Kernel Regression Dec 14, 2007

Mark Leeds

Last active: Dec 27, 2007
1 msg
Mark Leeds ljung-box tests in arma and garch models Dec 27, 2007

Markus Loecher

Last active: Dec 26, 2007
1 msg
Markus Loecher get.hist.quote stalls Dec 26, 2007

Max Nevill

Last active: Dec 27, 2007
1 msg
Max Nevill books? Dec 27, 2007

Murali Menon

Last active: Dec 12, 2007
2 msgs
Murali Menon Riskmetrics volatility and correlation estimation Dec 12, 2007 Murali Menon Riskmetrics volatility and correlation estimation Dec 12, 2007

Panov, Evgeny

Last active: Dec 28, 2007
1 msg
Panov, Evgeny Non-financial "seasonality" Dec 28, 2007

Patrick Burns

Last active: Dec 31, 2007
9 msgs
Patrick Burns GARCH estimation Dec 5, 2007 Patrick Burns GARCH estimation Dec 5, 2007 Patrick Burns Riskmetrics volatility and correlation estimation Dec 12, 2007 Patrick Burns Non-gaussian (L-stable) Garch innovations Dec 24, 2007 Patrick Burns Non-gaussian (L-stable) Garch innovations Dec 24, 2007 Patrick Burns Non-gaussian (L-stable) Garch innovations Dec 25, 2007 Patrick Burns get.hist.quote stalls Dec 26, 2007 Patrick Burns ljung-box tests in arma and garch models Dec 28, 2007 Patrick Burns ljung-box tests in arma and garch models Dec 31, 2007

Rory Winston

Last active: Dec 10, 2007
1 msg
Rory Winston Extracting Interval-Based Data From Zoo Series Dec 10, 2007

ShyhWeir Tzang

Last active: Dec 17, 2007
2 msgs
ShyhWeir Tzang GARCH estimation Dec 5, 2007 ShyhWeir Tzang garch with additional regressors Dec 17, 2007

Spencer Graves

Last active: Dec 30, 2007
6 msgs
Spencer Graves Analysis of Financial Time Series Dec 18, 2007 Spencer Graves Analysis of Financial Time Series Dec 21, 2007 Spencer Graves Non-gaussian (L-stable) Garch innovations Dec 24, 2007 Spencer Graves Non-gaussian (L-stable) Garch innovations Dec 25, 2007 Spencer Graves ljung-box tests in arma and garch models Dec 27, 2007 Spencer Graves ljung-box tests in arma and garch models Dec 30, 2007

Sudhakar Achath

Last active: Dec 14, 2007
1 msg
Sudhakar Achath Kernel Regression Dec 14, 2007

Thomas Steiner

Last active: Dec 26, 2007
3 msgs
Thomas Steiner RBloomberg error Dec 22, 2007 Thomas Steiner RBloomberg error Dec 24, 2007 Thomas Steiner RBloomberg error Dec 26, 2007

Walt Keneipp

Last active: Dec 28, 2007
2 msgs
Walt Keneipp Non-financial "seasonality" Dec 26, 2007 Walt Keneipp Non-financial "seasonality" Dec 28, 2007

Yohan Chalabi

Last active: Dec 11, 2007
2 msgs
Yohan Chalabi rulesFinCenter for America's Dec 7, 2007 Yohan Chalabi rulesFinCenter for America's Dec 11, 2007

Young Cho

Last active: Dec 24, 2007
1 msg
Young Cho multivariate garch Dec 24, 2007

Yuri Volchik

Last active: Dec 27, 2007
7 msgs
Yuri Volchik R memory management Dec 2, 2007 Yuri Volchik R memory management Dec 2, 2007 Yuri Volchik Adding milliseconds to zoo object Dec 26, 2007 Yuri Volchik Adding milliseconds to zoo object Dec 26, 2007 Yuri Volchik Adding milliseconds to zoo object Dec 26, 2007 Yuri Volchik Interaction with graphs in R Dec 27, 2007 Yuri Volchik Interaction with graphs in R Dec 27, 2007

elton wang

Last active: Dec 12, 2007
1 msg
elton wang Riskmetrics volatility and correlation estimation Dec 12, 2007

icosa atropa

Last active: Dec 28, 2007
2 msgs
icosa atropa Extracting Interval-Based Data From Zoo Series (Rory Winston) Dec 10, 2007 icosa atropa R.e. Non-financial "seasonality" Dec 28, 2007

jefe goode

Last active: Dec 9, 2007
1 msg
jefe goode Yahoo data Dec 9, 2007

michal miklovic

Last active: Dec 30, 2007
3 msgs
michal miklovic fixing arma coefficients in garch modelling Dec 27, 2007 michal miklovic ljung-box tests in arma and garch models Dec 27, 2007 michal miklovic ljung-box tests in arma and garch models Dec 30, 2007