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R-SIG-Finance January 2008

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Does R have a formal test for long vs short memory process?
4 msgs
tom soyer Does R have a formal test for long vs short memory process? Jan 31, 2008
Brian G. Peterson Does R have a formal test for long vs short memory process? Jan 31, 2008
tom soyer Does R have a formal test for long vs short memory process? Jan 31, 2008
Spencer Graves Does R have a formal test for long vs short memory process? Jan 31, 2008
timeDate conversion [C1]
3 msgs
anass.mouhsine at sgcib.com timeDate conversion [C1] Jan 30, 2008
Yohan Chalabi timeDate conversion [C1] Jan 30, 2008
anass.mouhsine at sgcib.com timeDate conversion [NC] Jan 30, 2008
fGarch
3 msgs
babel at centrum.sk fGarch Jan 29, 2008
babel at centrum.sk fGarch Jan 29, 2008
Spencer Graves fGarch Jan 29, 2008
Compute Portfolio Returns
4 msgs
Ravi S. Shankar Compute Portfolio Returns Jan 28, 2008
Brian G. Peterson Compute Portfolio Returns Jan 28, 2008
Ravi S. Shankar Compute Portfolio Returns Jan 29, 2008
Brian G. Peterson Compute Portfolio Returns Jan 29, 2008
Financial Basket Options
18 msgs
MAB Financial Basket Options Jan 14, 2008
Moshe Olshansky Financial Basket Options Jan 15, 2008
MAB Financial Basket Options Jan 22, 2008
Wojciech Slusarski Financial Basket Options Jan 23, 2008
Moshe Olshansky Financial Basket Options Jan 23, 2008
Moshe Olshansky Financial Basket Options Jan 23, 2008
Wojciech Slusarski Financial Basket Options Jan 24, 2008
Dirk Eddelbuettel Financial Basket Options Jan 24, 2008
Brian G. Peterson Quantlib in R (was RE:Financial Basket Options) Jan 24, 2008
MAB Financial Basket Options Jan 24, 2008
MAB Financial Basket Options Jan 24, 2008
Dirk Eddelbuettel Quantlib in R (was RE:Financial Basket Options) Jan 24, 2008
Brian G. Peterson Financial Basket Options Jan 24, 2008
Jeff Ryan Quantlib in R (was RE:Financial Basket Options) Jan 24, 2008
Dirk Eddelbuettel Financial Basket Options Jan 24, 2008
Dirk Eddelbuettel Quantlib in R (was RE:Financial Basket Options) Jan 24, 2008
Moshe Olshansky Financial Basket Options Jan 26, 2008
Moshe Olshansky Financial Basket Options Jan 28, 2008
threshold autoregression
3 msgs
Alexander Moreno threshold autoregression Jan 20, 2008
Sylvain BARTHELEMY threshold autoregression Jan 23, 2008
Matthieu Stigler threshold autoregression Jan 24, 2008
Solicitation of opinions on which Timeseries object(s) to utilize.
14 msgs
Joe W. Byers Solicitation of opinions on which Timeseries object(s) to utilize. Jan 20, 2008
Dirk Eddelbuettel Solicitation of opinions on which Timeseries object(s) to utilize. Jan 20, 2008
Joe W. Byers Solicitation of opinions on which Timeseries object(s) to utilize. Jan 20, 2008
Jeff Ryan Solicitation of opinions on which Timeseries object(s) to utilize. Jan 20, 2008
Brian G. Peterson Solicitation of opinions on which Timeseries object(s) to utilize. Jan 20, 2008
Gabor Grothendieck Solicitation of opinions on which Timeseries object(s) to utilize. Jan 20, 2008
Gabor Grothendieck Solicitation of opinions on which Timeseries object(s) to utilize. Jan 20, 2008
Andrew Piskorski Solicitation of opinions on which Timeseries object(s) to utilize. Jan 21, 2008
Gabor Grothendieck Solicitation of opinions on which Timeseries object(s) to utilize. Jan 21, 2008
Joe W. Byers Solicitation of opinions on which Timeseries object(s) to utilize. Jan 21, 2008
Jeff Ryan Solicitation of opinions on which Timeseriesobject(s) to utilize. Jan 21, 2008
Joe W. Byers Solicitation of opinions on which Timeseries object(s) to utilize. Jan 22, 2008
Joe W. Byers Solicitation of opinions on which Timeseries object(s) to utilize. Jan 22, 2008
Gabor Grothendieck Solicitation of opinions on which Timeseries object(s) to utilize. Jan 22, 2008
TTR
2 msgs
Marc E Levitt TTR Jan 21, 2008
Joshua Ulrich TTR Jan 21, 2008
books?
4 msgs
Joe W. Byers books? Jan 20, 2008
Eric Zivot books? Jan 20, 2008
Spencer Graves books? Jan 20, 2008
Dirk Eddelbuettel books? Jan 20, 2008
exponential moving avg appears to use future data
3 msgs
John Putz exponential moving avg appears to use future data Jan 18, 2008
BBands exponential moving avg appears to use future data Jan 19, 2008
Joshua Ulrich exponential moving avg appears to use future data Jan 20, 2008
file import
2 msgs
ShyhWeir Tzang file import Jan 18, 2008
Gabor Grothendieck file import Jan 18, 2008
extract certain date in a month
4 msgs
ShyhWeir Tzang extract certain date in a month Jan 6, 2008
Jeff Ryan extract certain date in a month Jan 6, 2008
Jeff Ryan extract certain date in a month Jan 6, 2008
Diethelm Wuertz extract certain date in a month Jan 15, 2008
R - Error Question for chart.Correlation (PerformanceAnalytics)
7 msgs
MAB R - Error Question for chart.Correlation (PerformanceAnalytics) Jan 2, 2008
Guy Yollin R - Error Question for chart.Correlation(PerformanceAnalytics) Jan 8, 2008
Peter Carl R - Error Question for chart.Correlation(PerformanceAnalytics) Jan 8, 2008
Brian G. Peterson R - Error Question for chart.Correlation(PerformanceAnalytics) Jan 8, 2008
Guy Yollin R - Error Question for chart.Correlation(PerformanceAnalytics) Jan 8, 2008
Peter Carl R - Error Question for chart.Correlation(PerformanceAnalytics) Jan 8, 2008
MAB R - Error Question for chart.Correlation(PerformanceAnalytics) Jan 14, 2008
merge with two time series
2 msgs
ShyhWeir Tzang merge with two time series Jan 12, 2008
Gabor Grothendieck merge with two time series Jan 12, 2008
FinTS_0.2-5 available & GARCH questions
1 msg
Spencer Graves FinTS_0.2-5 available & GARCH questions Jan 11, 2008
R for finance public training course in london, 27-29th Feb 2008
1 msg
Romain Francois R for finance public training course in london, 27-29th Feb 2008 Jan 11, 2008
business day to monthly or quarterly aggregation.
5 msgs
Robert Sams business day to monthly or quarterly aggregation. Jan 10, 2008
Murali Menon business day to monthly or quarterly aggregation. Jan 10, 2008
Patrick Burns business day to monthly or quarterly aggregation. Jan 10, 2008
Jeff Ryan business day to monthly or quarterly aggregation. Jan 10, 2008
Murali Menon business day to monthly or quarterly aggregation. Jan 10, 2008
business day to monthly or quarterly aggregation.
3 msgs
Murali Menon business day to monthly or quarterly aggregation. Jan 10, 2008
Brian G. Peterson business day to monthly or quarterly aggregation. Jan 10, 2008
Gabor Grothendieck business day to monthly or quarterly aggregation. Jan 10, 2008
merge zoo
3 msgs
Markus Loecher merge zoo Jan 9, 2008
Gabor Grothendieck merge zoo Jan 9, 2008
Gabor Grothendieck merge zoo Jan 9, 2008
PerformanceAnalytics version 0.9.6 released to CRAN
4 msgs
Joe W. Byers PerformanceAnalytics version 0.9.6 released to CRAN Jan 2, 2008
Dirk Eddelbuettel PerformanceAnalytics version 0.9.6 released to CRAN Jan 3, 2008
Joe W. Byers PerformanceAnalytics version 0.9.6 released to CRAN Jan 3, 2008
Yohan Chalabi PerformanceAnalytics version 0.9.6 released to CRAN Jan 9, 2008
Ops on zoo objects
5 msgs
Ian Seow Ops on zoo objects Jan 7, 2008
Gabor Grothendieck Ops on zoo objects Jan 7, 2008
Ian Seow Ops on zoo objects Jan 7, 2008
Gabor Grothendieck Ops on zoo objects Jan 7, 2008
Achim Zeileis Ops on zoo objects Jan 7, 2008
rcopula.gauss problem with sum(diag(correlationmatrix))
1 msg
Joe W. Byers rcopula.gauss problem with sum(diag(correlationmatrix)) Jan 7, 2008
Matlab <--> R
1 msg
Daniel Dunn Matlab <--> R Jan 4, 2008
Workshop: Computational and Financial Econometrics
1 msg
Achim Zeileis Workshop: Computational and Financial Econometrics Jan 4, 2008
fCopula and mnormt
1 msg
Joe W. Byers fCopula and mnormt Jan 3, 2008
fPortfolio: add arbitrary portfolio to frontierPlot
1 msg
Benjamin Tyner fPortfolio: add arbitrary portfolio to frontierPlot Jan 2, 2008
Gumbel model & Maximum Likelihood
2 msgs
Pika Novak Gumbel model & Maximum Likelihood Jan 2, 2008
Brian G. Peterson Gumbel model & Maximum Likelihood Jan 2, 2008