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R-SIG-Finance December 2007

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ljung-box tests in arma and garch models
1 msg
Dale Rosenthal ljung-box tests in arma and garch models Dec 31, 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
ljung-box tests in arma and garch models
4 msgs
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
Non-financial "seasonality"
2 msgs
Panov, Evgeny Non-financial "seasonality" Dec 28, 2007
Walt Keneipp Non-financial "seasonality" Dec 28, 2007
ljung-box tests in arma and garch models
3 msgs
michal miklovic 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
R.e. Non-financial "seasonality"
1 msg
icosa atropa R.e. Non-financial "seasonality" Dec 28, 2007
ljung-box tests in arma and garch models
1 msg
Mark Leeds ljung-box tests in arma and garch models Dec 27, 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
Interaction with graphs in R
1 msg
Yuri Volchik Interaction with graphs in R Dec 27, 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
Interaction with graphs in R
1 msg
Yuri Volchik Interaction with graphs in R Dec 27, 2007
Adding milliseconds to zoo object
8 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
Walt Keneipp Non-financial "seasonality" Dec 26, 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
RBloomberg error
2 msgs
Thomas Steiner RBloomberg error Dec 24, 2007
Thomas Steiner RBloomberg error Dec 26, 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
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
RBloomberg error
1 msg
Thomas Steiner RBloomberg error Dec 22, 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
garch with additional regressors
1 msg
ShyhWeir Tzang garch with additional regressors Dec 17, 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
FGarch Information
1 msg
Eric THIBAULT FGarch Information Dec 13, 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
Header intact
1 msg
Damien LOUVET Header intact Dec 12, 2007
Extracting Interval-Based Data From Zoo Series (Rory Winston)
2 msgs
icosa atropa Extracting Interval-Based Data From Zoo Series (Rory Winston) Dec 10, 2007
Dirk Eddelbuettel Extracting Interval-Based Data From Zoo Series (Rory Winston) Dec 11, 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
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
Yahoo data
2 msgs
jefe goode Yahoo data Dec 9, 2007
Joshua Ulrich Yahoo data Dec 9, 2007
holidayNYSE missing some
1 msg
Joe W. Byers holidayNYSE missing some Dec 7, 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
random walk: variable drift
1 msg
Alexander Moreno random walk: variable drift Dec 3, 2007
R memory management
2 msgs
Yuri Volchik R memory management Dec 2, 2007
Brian G. Peterson R memory management Dec 3, 2007
R memory management
1 msg
Yuri Volchik R memory management Dec 2, 2007