R-SIG-Finance December 2007
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Monday, December 31, 2007 3 emails
Sunday, December 30, 2007 3 emails
Friday, December 28, 2007 4 emails
Thursday, December 27, 2007 8 emails
Spencer Graves
ljung-box tests in arma and garch models
Mark Leeds
ljung-box tests in arma and garch models
michal miklovic
ljung-box tests in arma and garch models
Max Nevill
books?
michal miklovic
fixing arma coefficients in garch modelling
Yuri Volchik
Interaction with graphs in R
Dirk Eddelbuettel
Brief reminder that R-SIG-Finance is about Finance, and for subscribers
Yuri Volchik
Interaction with graphs in R
Wednesday, December 26, 2007 11 emails
Walt Keneipp
Non-financial "seasonality"
Patrick Burns
get.hist.quote stalls
Markus Loecher
get.hist.quote stalls
Yuri Volchik
Adding milliseconds to zoo object
Gabor Grothendieck
Adding milliseconds to zoo object
Gabor Grothendieck
Adding milliseconds to zoo object
Yuri Volchik
Adding milliseconds to zoo object
Thomas Steiner
RBloomberg error
Gabor Grothendieck
Adding milliseconds to zoo object
Brian G. Peterson
Adding milliseconds to zoo object
Yuri Volchik
Adding milliseconds to zoo object
Tuesday, December 25, 2007 8 emails
Jeff Ryan
multivariate garch
Spencer Graves
Non-gaussian (L-stable) Garch innovations
Christopher G. Green (L)
Non-gaussian (L-stable) Garch innovations
Brian G. Peterson
multivariate garch
Jeff Ryan
multivariate garch
Brian G. Peterson
multivariate garch
Brian G. Peterson
multivariate garch
Patrick Burns
Non-gaussian (L-stable) Garch innovations
Monday, December 24, 2007 7 emails
Young Cho
multivariate garch
Spencer Graves
Non-gaussian (L-stable) Garch innovations
Thomas Steiner
RBloomberg error
Patrick Burns
Non-gaussian (L-stable) Garch innovations
Eric Zivot
Non-gaussian (L-stable) Garch innovations
José Augusto M. de Andrade Junior
Non-gaussian (L-stable) Garch innovations
Patrick Burns
Non-gaussian (L-stable) Garch innovations
Sunday, December 23, 2007 1 email
Saturday, December 22, 2007 1 email
Friday, December 21, 2007 1 email
Wednesday, December 19, 2007 1 email
Tuesday, December 18, 2007 1 email
Monday, December 17, 2007 1 email
Friday, December 14, 2007 3 emails
Thursday, December 13, 2007 1 email
Wednesday, December 12, 2007 6 emails
elton wang
Riskmetrics volatility and correlation estimation
Damien LOUVET
Header intact
Patrick Burns
Riskmetrics volatility and correlation estimation
Murali Menon
Riskmetrics volatility and correlation estimation
Brian G. Peterson
Riskmetrics volatility and correlation estimation
Murali Menon
Riskmetrics volatility and correlation estimation