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R-SIG-Finance April 2008

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Achim Zeileis

Last active: Apr 14, 2008
1 msg
Achim Zeileis question on zoo data manipulation Apr 14, 2008

Aditya

Last active: Apr 23, 2008
1 msg
Aditya Conditional Variance in GARCH Model? Apr 23, 2008

Adrian Dragulescu

Last active: Apr 1, 2008
1 msg
Adrian Dragulescu real time data feeds - commercial services Apr 1, 2008

Ajay Shah

Last active: Apr 16, 2008
1 msg
Ajay Shah Test statistics for mean reverting property Apr 16, 2008

Ana Nelson

Last active: Apr 25, 2008
1 msg
Ana Nelson Rbloomberg Crash Fixed Apr 25, 2008

Attiglah, Mama

Last active: Apr 15, 2008
1 msg
Attiglah, Mama 130/30 Portfolio Optimization Apr 15, 2008

Bastian Offermann

Last active: Apr 24, 2008
1 msg
Bastian Offermann arma model fitting Apr 24, 2008

Brian G. Peterson

Last active: Apr 25, 2008
2 msgs
Brian G. Peterson Rbloomberg Crash Fixed Apr 24, 2008 Brian G. Peterson Database : High frequency data Apr 25, 2008

Christian Kleiber

Last active: Apr 18, 2008
1 msg
Christian Kleiber CFE'08 - Final call for papers Apr 18, 2008

Christian Prinoth

Last active: Apr 15, 2008
2 msgs
Christian Prinoth Optimization Book with R. (Style Based Analysis, MV Portfoli Apr 8, 2008 Christian Prinoth 130/30 Portfolio Optimization Apr 15, 2008

David Rodriguez

Last active: Apr 25, 2008
1 msg
David Rodriguez Database : High frequency data Apr 25, 2008

Dennis Türk

Last active: Apr 24, 2008
1 msg
Dennis Türk Inequality Constraints for GARCH using Matlab Apr 24, 2008

Diethelm Wuertz

Last active: Apr 17, 2008
1 msg
Diethelm Wuertz economagic Import - error message Apr 17, 2008

Elise Johnson

Last active: Apr 4, 2008
1 msg
Elise Johnson Predictive Analytics for Business, Marketing and Web (May 8-9 and June 5-6) Apr 4, 2008

Eric Zivot

Last active: Apr 16, 2008
3 msgs
Eric Zivot Seasonal GARCH Apr 6, 2008 Eric Zivot Garch and multivariate garch Apr 13, 2008 Eric Zivot Garch fitting with mean regressors Apr 16, 2008

Gabor Grothendieck

Last active: Apr 16, 2008
5 msgs
Gabor Grothendieck Seasonal GARCH Apr 6, 2008 Gabor Grothendieck endpoints function in package xts [C1] Apr 7, 2008 Gabor Grothendieck question on zoo data manipulation Apr 14, 2008 Gabor Grothendieck question on zoo data manipulation Apr 15, 2008 Gabor Grothendieck question on zoo data manipulation Apr 16, 2008

Guy Yollin

Last active: Apr 14, 2008
1 msg
Guy Yollin 130/30 Portfolio Optimization Apr 14, 2008

Jaromir Baxa

Last active: Apr 21, 2008
1 msg
Jaromir Baxa External regressors in GARCH variance eq. Apr 21, 2008

Jasoria, Gaurav (GMI - Global Product Development)

Last active: Apr 28, 2008
1 msg
Jasoria, Gaurav (GMI - Global Product Development) Handling multiple files to generate Charts Apr 28, 2008

Jeff Ryan

Last active: Apr 17, 2008
3 msgs
Jeff Ryan real time data feeds - commercial services Apr 1, 2008 Jeff Ryan endpoints function in package xts [C1] Apr 7, 2008 Jeff Ryan economagic Import - error message Apr 17, 2008

Jeffrey Todd Lins

Last active: Apr 2, 2008
1 msg
Jeffrey Todd Lins Bayesian estimation of jump-diffusion processes andself-exciting counting processes Apr 2, 2008

John C Frain

Last active: Apr 16, 2008
1 msg
John C Frain Test statistics for mean reverting property Apr 16, 2008

Joshua Ulrich

Last active: Apr 25, 2008
1 msg
Joshua Ulrich Database : High frequency data Apr 25, 2008

Manoj

Last active: Apr 16, 2008
3 msgs
Manoj question on zoo data manipulation Apr 14, 2008 Manoj question on zoo data manipulation Apr 14, 2008 Manoj question on zoo data manipulation Apr 16, 2008

Mario Melchiori

Last active: Apr 12, 2008
1 msg
Mario Melchiori CreditRisk+ Apr 12, 2008

Mark Leeds

Last active: Apr 17, 2008
3 msgs
Mark Leeds Seasonal GARCH Apr 6, 2008 Mark Leeds Optimization Book with R. (Style Based Analysis, MV Portfoli Apr 7, 2008 Mark Leeds Causality test Apr 17, 2008

Markus Loecher

Last active: Apr 21, 2008
1 msg
Markus Loecher Estimating hour-of-day effects for count timeseries Apr 21, 2008

Martin Maechler

Last active: Apr 2, 2008
1 msg
Martin Maechler R + NVIDIA CUDA Apr 2, 2008

Matthieu Stigler

Last active: Apr 15, 2008
2 msgs
Matthieu Stigler time series regression Apr 12, 2008 Matthieu Stigler Test statistics for mean reverting property Apr 15, 2008

Max BERGER

Last active: Apr 7, 2008
1 msg
Max BERGER Optimization Book with R. (Style Based Analysis, MV Portfolio) Apr 7, 2008

Michael

Last active: Apr 1, 2008
1 msg
Michael Bayesian estimation of jump-diffusion processes and self-exciting counting processes Apr 1, 2008

Patrick Brandt

Last active: Apr 17, 2008
1 msg
Patrick Brandt Causality test Apr 17, 2008

Patrick Burns

Last active: Apr 16, 2008
2 msgs
Patrick Burns Garch fitting with mean regressors Apr 16, 2008 Patrick Burns Garch fitting with mean regressors Apr 16, 2008

Peter Carl

Last active: Apr 7, 2008
1 msg
Peter Carl Optimization Book with R. (Style Based Analysis, MV Portfolio) Apr 7, 2008

Pfaff, Bernhard Dr.

Last active: Apr 30, 2008
2 msgs
Pfaff, Bernhard Dr. cointegration and causality test Apr 29, 2008 Pfaff, Bernhard Dr. rare event simulation Apr 30, 2008

Radovan Fišer

Last active: Apr 21, 2008
1 msg
Radovan Fišer External regressors in GARCH variance eq. Apr 21, 2008

Roberts, Timothy

Last active: Apr 24, 2008
1 msg
Roberts, Timothy Rbloomberg Crash Fixed Apr 24, 2008

Ryan Sheftel

Last active: Apr 25, 2008
2 msgs
Ryan Sheftel real time data feeds - commercial services Apr 1, 2008 Ryan Sheftel Database : High frequency data Apr 25, 2008

Shlomo Katchmalik

Last active: Apr 14, 2008
1 msg
Shlomo Katchmalik 130/30 Portfolio Optimization Apr 14, 2008

Spencer Graves

Last active: Apr 14, 2008
3 msgs
Spencer Graves Seasonal GARCH Apr 6, 2008 Spencer Graves Seasonal GARCH Apr 6, 2008 Spencer Graves time series regression (demand for higher education) Apr 14, 2008

Stefano Balietti

Last active: Apr 16, 2008
2 msgs
Stefano Balietti Garch fitting with mean regressors Apr 15, 2008 Stefano Balietti Garch fitting with mean regressors Apr 16, 2008

Thomas Steiner

Last active: Apr 24, 2008
1 msg
Thomas Steiner Rbloomberg Crash Fixed Apr 24, 2008

Tony Plate

Last active: Apr 14, 2008
1 msg
Tony Plate an obvious question Apr 14, 2008

Uri Shimron

Last active: Apr 2, 2008
1 msg
Uri Shimron R + NVIDIA CUDA Apr 2, 2008

Wei-han Liu

Last active: Apr 29, 2008
1 msg
Wei-han Liu rare event simulation Apr 29, 2008

Whit Armstrong

Last active: Apr 25, 2008
1 msg
Whit Armstrong Database : High frequency data Apr 25, 2008

Xiaochen Sun

Last active: Apr 17, 2008
1 msg
Xiaochen Sun Risk Control Strategies for Hedge Funds and Program Trading - 4th Annual CARISMA conference Apr 17, 2008

Yohan Chalabi

Last active: Apr 17, 2008
3 msgs
Yohan Chalabi Garch fitting with mean regressors Apr 15, 2008 Yohan Chalabi economagic Import - error message Apr 16, 2008 Yohan Chalabi garchFit - Strange behaviour of trace argument [C1] Apr 17, 2008

Yukihiro yamada

Last active: Apr 10, 2008
1 msg
Yukihiro yamada Question: ACD? Apr 10, 2008

Yuri Volchik

Last active: Apr 6, 2008
1 msg
Yuri Volchik http://www.market-topology.com/ Apr 6, 2008

Zeno Adams

Last active: Apr 16, 2008
1 msg
Zeno Adams Garch fitting with mean regressors Apr 16, 2008

anass.mouhsine at sgcib.com

Last active: Apr 7, 2008
1 msg
anass.mouhsine at sgcib.com endpoints function in package xts [C1] Apr 7, 2008

bereket weldeslassie

Last active: Apr 28, 2008
4 msgs
bereket weldeslassie time series regression Apr 11, 2008 bereket weldeslassie time series regression (demand for higher education) Apr 14, 2008 bereket weldeslassie Causality test Apr 17, 2008 bereket weldeslassie cointegration and causality test Apr 28, 2008

chalabi at phys.ethz.ch

Last active: Apr 7, 2008
2 msgs
chalabi at phys.ethz.ch Seasonal GARCH Apr 7, 2008 chalabi at phys.ethz.ch Seasonal GARCH Apr 7, 2008

chockri adnen

Last active: Apr 25, 2008
3 msgs
chockri adnen Database : High frequency data Apr 25, 2008 chockri adnen Database : High frequency data Apr 25, 2008 chockri adnen Database : High frequency data Apr 25, 2008

david.jessop at ubs.com

Last active: Apr 25, 2008
1 msg
david.jessop at ubs.com Rbloomberg Crash Fixed Apr 25, 2008

gabe plaxico

Last active: Apr 7, 2008
1 msg
gabe plaxico Optimization Book with R. (Style Based Analysis, MV Portfolio) Apr 7, 2008

ihernan at stat.Berkeley.EDU

Last active: Apr 6, 2008
1 msg
ihernan at stat.Berkeley.EDU Seasonal GARCH Apr 6, 2008

kennylin nthu

Last active: Apr 15, 2008
1 msg
kennylin nthu Test statistics for mean reverting property Apr 15, 2008

michal miklovic

Last active: Apr 25, 2008
3 msgs
michal miklovic Garch and multivariate garch Apr 13, 2008 michal miklovic Conditional Variance in GARCH Model? Apr 23, 2008 michal miklovic arma model fitting Apr 25, 2008

ngottlieb at marinercapital.com

Last active: Apr 7, 2008
1 msg
ngottlieb at marinercapital.com Optimization Book with R. (Style Based Analysis, MV Portfolio) Apr 7, 2008

stephenc

Last active: Apr 16, 2008
1 msg
stephenc economagic Import - error message Apr 16, 2008

sylvain.archenault at sgcib.com

Last active: Apr 17, 2008
5 msgs
sylvain.archenault at sgcib.com Problem with GarchFit [NC] Apr 7, 2008 sylvain.archenault at sgcib.com Problem with GarchFit [NC] Apr 7, 2008 sylvain.archenault at sgcib.com Problem with GarchFit [NC] Apr 7, 2008 sylvain.archenault at sgcib.com Problem with GarchFit [NC] Apr 8, 2008 sylvain.archenault at sgcib.com garchFit - Strange behaviour of trace argument [C1] Apr 17, 2008

zubin

Last active: Apr 13, 2008
3 msgs
zubin real time data feeds - commercial services Apr 1, 2008 zubin real time data feeds - commercial services Apr 1, 2008 zubin an obvious question Apr 13, 2008