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R-SIG-Finance December 2007

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Monday, December 31, 2007 3 emails
Dale Rosenthal ljung-box tests in arma and garch models Brian G. Peterson PerformanceAnalytics version 0.9.6 released to CRAN Patrick Burns ljung-box tests in arma and garch models
Sunday, December 30, 2007 3 emails
John C Frain ljung-box tests in arma and garch models Spencer Graves ljung-box tests in arma and garch models michal miklovic ljung-box tests in arma and garch models
Friday, December 28, 2007 4 emails
Walt Keneipp Non-financial "seasonality" Panov, Evgeny Non-financial "seasonality" Patrick Burns ljung-box tests in arma and garch models icosa atropa R.e. Non-financial "seasonality"
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
José Augusto M. de Andrade Junior Non-gaussian (L-stable) Garch innovations
Saturday, December 22, 2007 1 email
Thomas Steiner RBloomberg error
Friday, December 21, 2007 1 email
Spencer Graves Analysis of Financial Time Series
Wednesday, December 19, 2007 1 email
Brian G. Peterson Analysis of Financial Time Series
Tuesday, December 18, 2007 1 email
Spencer Graves Analysis of Financial Time Series
Monday, December 17, 2007 1 email
ShyhWeir Tzang garch with additional regressors
Friday, December 14, 2007 3 emails
Jeff Ryan Kernel Regression Mark Difford Kernel Regression Sudhakar Achath Kernel Regression
Thursday, December 13, 2007 1 email
Eric THIBAULT FGarch Information
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
Tuesday, December 11, 2007 2 emails
Dirk Eddelbuettel Extracting Interval-Based Data From Zoo Series (Rory Winston) Yohan Chalabi rulesFinCenter for America's
Monday, December 10, 2007 4 emails
icosa atropa Extracting Interval-Based Data From Zoo Series (Rory Winston) Gabor Grothendieck Extracting Interval-Based Data From Zoo Series Dirk Eddelbuettel Extracting Interval-Based Data From Zoo Series Rory Winston Extracting Interval-Based Data From Zoo Series
Sunday, December 9, 2007 2 emails
Joshua Ulrich Yahoo data jefe goode Yahoo data
Friday, December 7, 2007 3 emails
Joe W. Byers rulesFinCenter for America's Joe W. Byers holidayNYSE missing some Yohan Chalabi rulesFinCenter for America's
Wednesday, December 5, 2007 4 emails
Patrick Burns GARCH estimation Joshua Reich GARCH estimation Patrick Burns GARCH estimation ShyhWeir Tzang GARCH estimation
Tuesday, December 4, 2007 1 email
Joe W. Byers rulesFinCenter for America's
Monday, December 3, 2007 2 emails
Alexander Moreno random walk: variable drift Brian G. Peterson R memory management
Sunday, December 2, 2007 2 emails
Yuri Volchik R memory management Yuri Volchik R memory management