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R-SIG-Finance May 2008

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arfimaoxfit.ox and arfimaoxpredict.ox file needed
1 msg
k.umair at lancaster.ac.uk arfimaoxfit.ox and arfimaoxpredict.ox file needed May 30, 2008
HJM model (Interest rate)
2 msgs
Mark Leeds HJM model (Interest rate) May 29, 2008
Dale Smith HJM model (Interest rate) May 29, 2008
HJM model (Interest rate)
1 msg
Ana Patricia Martins HJM model (Interest rate) May 29, 2008
Flexible inputs fPortfolio possible?
4 msgs
R@Nabble Flexible inputs fPortfolio possible? May 27, 2008
Yohan Chalabi Flexible inputs fPortfolio possible? May 27, 2008
R@Nabble Flexible inputs fPortfolio possible? May 29, 2008
Yohan Chalabi Flexible inputs fPortfolio possible? May 29, 2008
R-project can help me ? Building a portfolio..
3 msgs
Linuxpower Ludo R-project can help me ? Building a portfolio.. May 28, 2008
Yohan Chalabi R-project can help me ? Building a portfolio.. May 29, 2008
mail at financedevelopmentcentre.com R-project can help me ? Building a portfolio.. May 29, 2008
Duan GARCH model
1 msg
Shinya.Watanuki at jp.kantargroup.com Duan GARCH model May 25, 2008
GARCH-like models
1 msg
michal miklovic GARCH-like models May 24, 2008
GARCH-like models
1 msg
Renato Costa GARCH-like models May 23, 2008
fImport, yahooSeries, aggregation
2 msgs
John P. Burkett fImport, yahooSeries, aggregation May 22, 2008
Jeff Ryan fImport, yahooSeries, aggregation May 22, 2008
Thinking about Risk Budgeting and Portfolio Construction
2 msgs
Brian G. Peterson Thinking about Risk Budgeting and Portfolio Construction May 21, 2008
Owe Jessen Thinking about Risk Budgeting and Portfolio Construction May 21, 2008
Quantmod: Managing lists of instruments...
1 msg
Vince Fulco Quantmod: Managing lists of instruments... May 18, 2008
garchFit and garchSim
1 msg
michal miklovic garchFit and garchSim May 17, 2008
garchFit and garchSim
2 msgs
michal miklovic garchFit and garchSim May 17, 2008
Andrey Riabushenko garchFit and garchSim May 17, 2008
garchFit and garchSim
1 msg
Andrey Riabushenko garchFit and garchSim May 17, 2008
garchFit and garchSim
2 msgs
michal miklovic garchFit and garchSim May 16, 2008
Andrey Riabushenko garchFit and garchSim May 17, 2008
Example codes fPortfolio Package ?
4 msgs
R@Nabble Example codes fPortfolio Package ? May 15, 2008
Diethelm Wuertz Example codes fPortfolio Package ? May 15, 2008
R@Nabble Example codes fPortfolio Package ? May 15, 2008
R@Nabble Example codes fPortfolio Package ? May 16, 2008
fPortfolio min CVaR
3 msgs
A.N. fPortfolio min CVaR May 15, 2008
Diethelm Wuertz fPortfolio min CVaR May 16, 2008
A.N. fPortfolio min CVaR May 16, 2008
garchFit and garchSim
1 msg
Andrey Riabushenko garchFit and garchSim May 16, 2008
HJM models (Forward Rates)
1 msg
Ana Patricia Silva Cunha Martins (DGR) HJM models (Forward Rates) May 9, 2008
(no subject)
1 msg
Nadia Theron (no subject) May 9, 2008
two zoo questions
3 msgs
michal miklovic two zoo questions May 9, 2008
Gabor Grothendieck two zoo questions May 9, 2008
Achim Zeileis two zoo questions May 9, 2008
two zoo questions
3 msgs
michal miklovic two zoo questions May 9, 2008
Achim Zeileis two zoo questions May 9, 2008
Gabor Grothendieck two zoo questions May 9, 2008
portfolioFrontier/Spec: targetReturn
2 msgs
Joshua Ulrich portfolioFrontier/Spec: targetReturn May 8, 2008
Enrico Schumann portfolioFrontier/Spec: targetReturn May 9, 2008
Rbloomberg problem
1 msg
Robert Sams Rbloomberg problem May 9, 2008
Rbloomberg problem SOLVED
1 msg
davidr at rhotrading.com Rbloomberg problem SOLVED May 8, 2008
Rbloomberg problem
5 msgs
Jorge Nieves Rbloomberg problem May 8, 2008
Ana Nelson Rbloomberg problem May 8, 2008
Jorge Nieves Rbloomberg problem May 8, 2008
Ana Nelson Rbloomberg problem May 8, 2008
davidr at rhotrading.com Rbloomberg problem May 8, 2008
Estimating the T-S Garch model
1 msg
John C Frain Estimating the T-S Garch model May 7, 2008
Estimating the T-S Garch model
7 msgs
michal miklovic Estimating the T-S Garch model May 1, 2008
John C Frain Estimating the T-S Garch model May 2, 2008
Yohan Chalabi Estimating the T-S Garch model May 6, 2008
John C Frain Estimating the T-S Garch model May 6, 2008
Brian G. Peterson Estimating the T-S Garch model May 6, 2008
Jeff Ryan Estimating the T-S Garch model May 6, 2008
Yohan Chalabi Estimating the T-S Garch model May 7, 2008
Date from csv as date for ts
3 msgs
R@Nabble Date from csv as date for ts May 6, 2008
Jeff Ryan Date from csv as date for ts May 6, 2008
Gabor Grothendieck Date from csv as date for ts May 6, 2008
tseries and efficient frontier
3 msgs
John P. Burkett tseries and efficient frontier May 4, 2008
Charles Ward tseries and efficient frontier May 4, 2008
John P. Burkett tseries and efficient frontier May 4, 2008
For fCalendar timeDate object, howto get year, month, day, dayofweek, dayofmonth, dayofyear, hour, minutes, second?
2 msgs
Albert Zhuo Huang For fCalendar timeDate object, howto get year, month, day, dayofweek, dayofmonth, dayofyear, hour, minutes, second? May 4, 2008
Albert Montolio For fCalendar timeDate object, howto get year, month, day, dayofweek, dayofmonth, dayofyear, hour, minutes, second? May 4, 2008
fPortfolio and efficient frontier
1 msg
John P. Burkett fPortfolio and efficient frontier May 3, 2008
Predictive Analytics Online Training, Half-Price thru 5/21
1 msg
Elise Johnson Predictive Analytics Online Training, Half-Price thru 5/21 May 3, 2008
Estimating the T-S Garch model
1 msg
John C Frain Estimating the T-S Garch model May 1, 2008