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R-SIG-Finance December 2007

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Adding milliseconds to zoo object

7 msgs
Yuri Volchik Adding milliseconds to zoo object Dec 26, 2007 Brian G. Peterson Adding milliseconds to zoo object Dec 26, 2007 Gabor Grothendieck Adding milliseconds to zoo object Dec 26, 2007 Yuri Volchik 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 Yuri Volchik Adding milliseconds to zoo object Dec 26, 2007

Analysis of Financial Time Series

3 msgs
Spencer Graves Analysis of Financial Time Series Dec 18, 2007 Brian G. Peterson Analysis of Financial Time Series Dec 19, 2007 Spencer Graves Analysis of Financial Time Series Dec 21, 2007

Brief reminder that R-SIG-Finance is about Finance, and for subscribers

1 msg
Dirk Eddelbuettel Brief reminder that R-SIG-Finance is about Finance, and for subscribers Dec 27, 2007

Extracting Interval-Based Data From Zoo Series

3 msgs
Rory Winston Extracting Interval-Based Data From Zoo Series Dec 10, 2007 Dirk Eddelbuettel Extracting Interval-Based Data From Zoo Series Dec 10, 2007 Gabor Grothendieck Extracting Interval-Based Data From Zoo Series Dec 10, 2007

Extracting Interval-Based Data From Zoo Series (Rory Winston)

1 msg
Dirk Eddelbuettel Extracting Interval-Based Data From Zoo Series (Rory Winston) Dec 11, 2007

Extracting Interval-Based Data From Zoo Series (Rory Winston)

1 msg
icosa atropa Extracting Interval-Based Data From Zoo Series (Rory Winston) Dec 10, 2007

FGarch Information

1 msg
Eric THIBAULT FGarch Information Dec 13, 2007

GARCH estimation

4 msgs
ShyhWeir Tzang GARCH estimation Dec 5, 2007 Patrick Burns GARCH estimation Dec 5, 2007 Joshua Reich GARCH estimation Dec 5, 2007 Patrick Burns GARCH estimation Dec 5, 2007

Header intact

1 msg
Damien LOUVET Header intact Dec 12, 2007

Interaction with graphs in R

2 msgs
Yuri Volchik Interaction with graphs in R Dec 27, 2007 Yuri Volchik Interaction with graphs in R Dec 27, 2007

Kernel Regression

3 msgs
Sudhakar Achath Kernel Regression Dec 14, 2007 Mark Difford Kernel Regression Dec 14, 2007 Jeff Ryan Kernel Regression Dec 14, 2007

Non-financial "seasonality"

3 msgs
Walt Keneipp Non-financial "seasonality" Dec 26, 2007 Panov, Evgeny Non-financial "seasonality" Dec 28, 2007 Walt Keneipp Non-financial "seasonality" Dec 28, 2007

Non-gaussian (L-stable) Garch innovations

9 msgs
José Augusto M. de Andrade Junior Non-gaussian (L-stable) Garch innovations Dec 23, 2007 Patrick Burns Non-gaussian (L-stable) Garch innovations Dec 24, 2007 José Augusto M. de Andrade Junior Non-gaussian (L-stable) Garch innovations Dec 24, 2007 Eric Zivot Non-gaussian (L-stable) Garch innovations Dec 24, 2007 Patrick Burns Non-gaussian (L-stable) Garch innovations Dec 24, 2007 Spencer Graves Non-gaussian (L-stable) Garch innovations Dec 24, 2007 Patrick Burns Non-gaussian (L-stable) Garch innovations Dec 25, 2007 Christopher G. Green (L) Non-gaussian (L-stable) Garch innovations Dec 25, 2007 Spencer Graves Non-gaussian (L-stable) Garch innovations Dec 25, 2007

PerformanceAnalytics version 0.9.6 released to CRAN

1 msg
Brian G. Peterson PerformanceAnalytics version 0.9.6 released to CRAN Dec 31, 2007

R memory management

3 msgs
Yuri Volchik R memory management Dec 2, 2007 Yuri Volchik R memory management Dec 2, 2007 Brian G. Peterson R memory management Dec 3, 2007

R.e. Non-financial "seasonality"

1 msg
icosa atropa R.e. Non-financial "seasonality" Dec 28, 2007

RBloomberg error

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

Riskmetrics volatility and correlation estimation

5 msgs
Murali Menon Riskmetrics volatility and correlation estimation Dec 12, 2007 Brian G. Peterson Riskmetrics volatility and correlation estimation Dec 12, 2007 Murali Menon Riskmetrics volatility and correlation estimation Dec 12, 2007 Patrick Burns Riskmetrics volatility and correlation estimation Dec 12, 2007 elton wang Riskmetrics volatility and correlation estimation Dec 12, 2007

Yahoo data

2 msgs
jefe goode Yahoo data Dec 9, 2007 Joshua Ulrich Yahoo data Dec 9, 2007

books?

1 msg
Max Nevill books? Dec 27, 2007

fixing arma coefficients in garch modelling

1 msg
michal miklovic fixing arma coefficients in garch modelling Dec 27, 2007

garch with additional regressors

1 msg
ShyhWeir Tzang garch with additional regressors Dec 17, 2007

get.hist.quote stalls

2 msgs
Markus Loecher get.hist.quote stalls Dec 26, 2007 Patrick Burns get.hist.quote stalls Dec 26, 2007

holidayNYSE missing some

1 msg
Joe W. Byers holidayNYSE missing some Dec 7, 2007

ljung-box tests in arma and garch models

9 msgs
michal miklovic ljung-box tests in arma and garch models Dec 27, 2007 Mark Leeds ljung-box tests in arma and garch models Dec 27, 2007 Spencer Graves ljung-box tests in arma and garch models Dec 27, 2007 Patrick Burns ljung-box tests in arma and garch models Dec 28, 2007 michal miklovic ljung-box tests in arma and garch models Dec 30, 2007 Spencer Graves ljung-box tests in arma and garch models Dec 30, 2007 John C Frain ljung-box tests in arma and garch models Dec 30, 2007 Patrick Burns ljung-box tests in arma and garch models Dec 31, 2007 Dale Rosenthal ljung-box tests in arma and garch models Dec 31, 2007

multivariate garch

6 msgs
Young Cho multivariate garch Dec 24, 2007 Brian G. Peterson multivariate garch Dec 25, 2007 Brian G. Peterson multivariate garch Dec 25, 2007 Jeff Ryan multivariate garch Dec 25, 2007 Brian G. Peterson multivariate garch Dec 25, 2007 Jeff Ryan multivariate garch Dec 25, 2007

random walk: variable drift

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

rulesFinCenter for America's

4 msgs
Joe W. Byers rulesFinCenter for America's Dec 4, 2007 Yohan Chalabi rulesFinCenter for America's Dec 7, 2007 Joe W. Byers rulesFinCenter for America's Dec 7, 2007 Yohan Chalabi rulesFinCenter for America's Dec 11, 2007