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R-SIG-Finance January 2008

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Achim Zeileis

Last active: Jan 7, 2008
2 msgs
Achim Zeileis Workshop: Computational and Financial Econometrics Jan 4, 2008 Achim Zeileis Ops on zoo objects Jan 7, 2008

Alexander Moreno

Last active: Jan 20, 2008
1 msg
Alexander Moreno threshold autoregression Jan 20, 2008

Andrew Piskorski

Last active: Jan 21, 2008
1 msg
Andrew Piskorski Solicitation of opinions on which Timeseries object(s) to utilize. Jan 21, 2008

BBands

Last active: Jan 19, 2008
1 msg
BBands exponential moving avg appears to use future data Jan 19, 2008

Benjamin Tyner

Last active: Jan 2, 2008
1 msg
Benjamin Tyner fPortfolio: add arbitrary portfolio to frontierPlot Jan 2, 2008

Brian G. Peterson

Last active: Jan 31, 2008
9 msgs
Brian G. Peterson Gumbel model & Maximum Likelihood Jan 2, 2008 Brian G. Peterson R - Error Question for chart.Correlation(PerformanceAnalytics) Jan 8, 2008 Brian G. Peterson business day to monthly or quarterly aggregation. Jan 10, 2008 Brian G. Peterson Solicitation of opinions on which Timeseries object(s) to utilize. Jan 20, 2008 Brian G. Peterson Quantlib in R (was RE:Financial Basket Options) Jan 24, 2008 Brian G. Peterson Financial Basket Options Jan 24, 2008 Brian G. Peterson Compute Portfolio Returns Jan 28, 2008 Brian G. Peterson Compute Portfolio Returns Jan 29, 2008 Brian G. Peterson Does R have a formal test for long vs short memory process? Jan 31, 2008

Daniel Dunn

Last active: Jan 4, 2008
1 msg
Daniel Dunn Matlab <--> R Jan 4, 2008

Diethelm Wuertz

Last active: Jan 15, 2008
1 msg
Diethelm Wuertz extract certain date in a month Jan 15, 2008

Dirk Eddelbuettel

Last active: Jan 24, 2008
7 msgs
Dirk Eddelbuettel PerformanceAnalytics version 0.9.6 released to CRAN Jan 3, 2008 Dirk Eddelbuettel Solicitation of opinions on which Timeseries object(s) to utilize. Jan 20, 2008 Dirk Eddelbuettel books? Jan 20, 2008 Dirk Eddelbuettel Financial Basket Options Jan 24, 2008 Dirk Eddelbuettel 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

Eric Zivot

Last active: Jan 20, 2008
1 msg
Eric Zivot books? Jan 20, 2008

Gabor Grothendieck

Last active: Jan 22, 2008
11 msgs
Gabor Grothendieck Ops on zoo objects Jan 7, 2008 Gabor Grothendieck Ops on zoo objects Jan 7, 2008 Gabor Grothendieck merge zoo Jan 9, 2008 Gabor Grothendieck merge zoo Jan 9, 2008 Gabor Grothendieck business day to monthly or quarterly aggregation. Jan 10, 2008 Gabor Grothendieck merge with two time series Jan 12, 2008 Gabor Grothendieck file import Jan 18, 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 Gabor Grothendieck 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 22, 2008

Guy Yollin

Last active: Jan 8, 2008
2 msgs
Guy Yollin R - Error Question for chart.Correlation(PerformanceAnalytics) Jan 8, 2008 Guy Yollin R - Error Question for chart.Correlation(PerformanceAnalytics) Jan 8, 2008

Ian Seow

Last active: Jan 7, 2008
2 msgs
Ian Seow Ops on zoo objects Jan 7, 2008 Ian Seow Ops on zoo objects Jan 7, 2008

Jeff Ryan

Last active: Jan 24, 2008
6 msgs
Jeff Ryan extract certain date in a month Jan 6, 2008 Jeff Ryan extract certain date in a month Jan 6, 2008 Jeff Ryan business day to monthly or quarterly aggregation. Jan 10, 2008 Jeff Ryan Solicitation of opinions on which Timeseries object(s) to utilize. Jan 20, 2008 Jeff Ryan Solicitation of opinions on which Timeseriesobject(s) to utilize. Jan 21, 2008 Jeff Ryan Quantlib in R (was RE:Financial Basket Options) Jan 24, 2008

Joe W. Byers

Last active: Jan 22, 2008
10 msgs
Joe W. Byers PerformanceAnalytics version 0.9.6 released to CRAN Jan 2, 2008 Joe W. Byers PerformanceAnalytics version 0.9.6 released to CRAN Jan 3, 2008 Joe W. Byers fCopula and mnormt Jan 3, 2008 Joe W. Byers rcopula.gauss problem with sum(diag(correlationmatrix)) Jan 7, 2008 Joe W. Byers Solicitation of opinions on which Timeseries object(s) to utilize. Jan 20, 2008 Joe W. Byers books? Jan 20, 2008 Joe W. Byers 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 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

John Putz

Last active: Jan 18, 2008
1 msg
John Putz exponential moving avg appears to use future data Jan 18, 2008

Joshua Ulrich

Last active: Jan 21, 2008
2 msgs
Joshua Ulrich exponential moving avg appears to use future data Jan 20, 2008 Joshua Ulrich TTR Jan 21, 2008

MAB

Last active: Jan 24, 2008
6 msgs
MAB R - Error Question for chart.Correlation (PerformanceAnalytics) Jan 2, 2008 MAB R - Error Question for chart.Correlation(PerformanceAnalytics) Jan 14, 2008 MAB Financial Basket Options Jan 14, 2008 MAB Financial Basket Options Jan 22, 2008 MAB Financial Basket Options Jan 24, 2008 MAB Financial Basket Options Jan 24, 2008

Marc E Levitt

Last active: Jan 21, 2008
1 msg
Marc E Levitt TTR Jan 21, 2008

Markus Loecher

Last active: Jan 9, 2008
1 msg
Markus Loecher merge zoo Jan 9, 2008

Matthieu Stigler

Last active: Jan 24, 2008
1 msg
Matthieu Stigler threshold autoregression Jan 24, 2008

Moshe Olshansky

Last active: Jan 28, 2008
5 msgs
Moshe Olshansky Financial Basket Options Jan 15, 2008 Moshe Olshansky Financial Basket Options Jan 23, 2008 Moshe Olshansky Financial Basket Options Jan 23, 2008 Moshe Olshansky Financial Basket Options Jan 26, 2008 Moshe Olshansky Financial Basket Options Jan 28, 2008

Murali Menon

Last active: Jan 10, 2008
3 msgs
Murali Menon business day to monthly or quarterly aggregation. Jan 10, 2008 Murali Menon business day to monthly or quarterly aggregation. Jan 10, 2008 Murali Menon business day to monthly or quarterly aggregation. Jan 10, 2008

Patrick Burns

Last active: Jan 10, 2008
1 msg
Patrick Burns business day to monthly or quarterly aggregation. Jan 10, 2008

Peter Carl

Last active: Jan 8, 2008
2 msgs
Peter Carl R - Error Question for chart.Correlation(PerformanceAnalytics) Jan 8, 2008 Peter Carl R - Error Question for chart.Correlation(PerformanceAnalytics) Jan 8, 2008

Pika Novak

Last active: Jan 2, 2008
1 msg
Pika Novak Gumbel model & Maximum Likelihood Jan 2, 2008

Ravi S. Shankar

Last active: Jan 29, 2008
2 msgs
Ravi S. Shankar Compute Portfolio Returns Jan 28, 2008 Ravi S. Shankar Compute Portfolio Returns Jan 29, 2008

Robert Sams

Last active: Jan 10, 2008
1 msg
Robert Sams business day to monthly or quarterly aggregation. Jan 10, 2008

Romain Francois

Last active: Jan 11, 2008
1 msg
Romain Francois R for finance public training course in london, 27-29th Feb 2008 Jan 11, 2008

ShyhWeir Tzang

Last active: Jan 18, 2008
3 msgs
ShyhWeir Tzang extract certain date in a month Jan 6, 2008 ShyhWeir Tzang merge with two time series Jan 12, 2008 ShyhWeir Tzang file import Jan 18, 2008

Spencer Graves

Last active: Jan 31, 2008
4 msgs
Spencer Graves FinTS_0.2-5 available & GARCH questions Jan 11, 2008 Spencer Graves books? Jan 20, 2008 Spencer Graves fGarch Jan 29, 2008 Spencer Graves Does R have a formal test for long vs short memory process? Jan 31, 2008

Sylvain BARTHELEMY

Last active: Jan 23, 2008
1 msg
Sylvain BARTHELEMY threshold autoregression Jan 23, 2008

Wojciech Slusarski

Last active: Jan 24, 2008
2 msgs
Wojciech Slusarski Financial Basket Options Jan 23, 2008 Wojciech Slusarski Financial Basket Options Jan 24, 2008

Yohan Chalabi

Last active: Jan 30, 2008
2 msgs
Yohan Chalabi PerformanceAnalytics version 0.9.6 released to CRAN Jan 9, 2008 Yohan Chalabi timeDate conversion [C1] Jan 30, 2008

anass.mouhsine at sgcib.com

Last active: Jan 30, 2008
2 msgs
anass.mouhsine at sgcib.com timeDate conversion [C1] Jan 30, 2008 anass.mouhsine at sgcib.com timeDate conversion [NC] Jan 30, 2008

babel at centrum.sk

Last active: Jan 29, 2008
2 msgs
babel at centrum.sk fGarch Jan 29, 2008 babel at centrum.sk fGarch Jan 29, 2008

tom soyer

Last active: Jan 31, 2008
2 msgs
tom soyer 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