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R-SIG-Finance May 2008

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A.N.

Last active: May 16, 2008
2 msgs
A.N. fPortfolio min CVaR May 15, 2008 A.N. fPortfolio min CVaR May 16, 2008

Achim Zeileis

Last active: May 9, 2008
2 msgs
Achim Zeileis two zoo questions May 9, 2008 Achim Zeileis two zoo questions May 9, 2008

Albert Montolio

Last active: May 4, 2008
1 msg
Albert Montolio For fCalendar timeDate object, howto get year, month, day, dayofweek, dayofmonth, dayofyear, hour, minutes, second? May 4, 2008

Albert Zhuo Huang

Last active: May 4, 2008
1 msg
Albert Zhuo Huang For fCalendar timeDate object, howto get year, month, day, dayofweek, dayofmonth, dayofyear, hour, minutes, second? May 4, 2008

Ana Nelson

Last active: May 8, 2008
2 msgs
Ana Nelson Rbloomberg problem May 8, 2008 Ana Nelson Rbloomberg problem May 8, 2008

Ana Patricia Martins

Last active: May 29, 2008
1 msg
Ana Patricia Martins HJM model (Interest rate) May 29, 2008

Ana Patricia Silva Cunha Martins (DGR)

Last active: May 9, 2008
1 msg
Ana Patricia Silva Cunha Martins (DGR) HJM models (Forward Rates) May 9, 2008

Andrey Riabushenko

Last active: May 17, 2008
4 msgs
Andrey Riabushenko garchFit and garchSim May 16, 2008 Andrey Riabushenko garchFit and garchSim May 17, 2008 Andrey Riabushenko garchFit and garchSim May 17, 2008 Andrey Riabushenko garchFit and garchSim May 17, 2008

Brian G. Peterson

Last active: May 21, 2008
2 msgs
Brian G. Peterson Estimating the T-S Garch model May 6, 2008 Brian G. Peterson Thinking about Risk Budgeting and Portfolio Construction May 21, 2008

Charles Ward

Last active: May 4, 2008
1 msg
Charles Ward tseries and efficient frontier May 4, 2008

Dale Smith

Last active: May 29, 2008
1 msg
Dale Smith HJM model (Interest rate) May 29, 2008

Diethelm Wuertz

Last active: May 16, 2008
2 msgs
Diethelm Wuertz Example codes fPortfolio Package ? May 15, 2008 Diethelm Wuertz fPortfolio min CVaR May 16, 2008

Elise Johnson

Last active: May 3, 2008
1 msg
Elise Johnson Predictive Analytics Online Training, Half-Price thru 5/21 May 3, 2008

Enrico Schumann

Last active: May 9, 2008
1 msg
Enrico Schumann portfolioFrontier/Spec: targetReturn May 9, 2008

Gabor Grothendieck

Last active: May 9, 2008
3 msgs
Gabor Grothendieck Date from csv as date for ts May 6, 2008 Gabor Grothendieck two zoo questions May 9, 2008 Gabor Grothendieck two zoo questions May 9, 2008

Jeff Ryan

Last active: May 22, 2008
3 msgs
Jeff Ryan Date from csv as date for ts May 6, 2008 Jeff Ryan Estimating the T-S Garch model May 6, 2008 Jeff Ryan fImport, yahooSeries, aggregation May 22, 2008

John C Frain

Last active: May 7, 2008
4 msgs
John C Frain Estimating the T-S Garch model May 1, 2008 John C Frain Estimating the T-S Garch model May 2, 2008 John C Frain Estimating the T-S Garch model May 6, 2008 John C Frain Estimating the T-S Garch model May 7, 2008

John P. Burkett

Last active: May 22, 2008
4 msgs
John P. Burkett fPortfolio and efficient frontier May 3, 2008 John P. Burkett tseries and efficient frontier May 4, 2008 John P. Burkett tseries and efficient frontier May 4, 2008 John P. Burkett fImport, yahooSeries, aggregation May 22, 2008

Jorge Nieves

Last active: May 8, 2008
2 msgs
Jorge Nieves Rbloomberg problem May 8, 2008 Jorge Nieves Rbloomberg problem May 8, 2008

Joshua Ulrich

Last active: May 8, 2008
1 msg
Joshua Ulrich portfolioFrontier/Spec: targetReturn May 8, 2008

Linuxpower Ludo

Last active: May 28, 2008
1 msg
Linuxpower Ludo R-project can help me ? Building a portfolio.. May 28, 2008

Mark Leeds

Last active: May 29, 2008
1 msg
Mark Leeds HJM model (Interest rate) May 29, 2008

Nadia Theron

Last active: May 9, 2008
1 msg
Nadia Theron (no subject) May 9, 2008

Owe Jessen

Last active: May 21, 2008
1 msg
Owe Jessen Thinking about Risk Budgeting and Portfolio Construction May 21, 2008

R@Nabble

Last active: May 29, 2008
6 msgs
R@Nabble Date from csv as date for ts May 6, 2008 R@Nabble 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 R@Nabble Flexible inputs fPortfolio possible? May 27, 2008 R@Nabble Flexible inputs fPortfolio possible? May 29, 2008

Renato Costa

Last active: May 23, 2008
1 msg
Renato Costa GARCH-like models May 23, 2008

Robert Sams

Last active: May 9, 2008
1 msg
Robert Sams Rbloomberg problem May 9, 2008

Shinya.Watanuki at jp.kantargroup.com

Last active: May 25, 2008
1 msg
Shinya.Watanuki at jp.kantargroup.com Duan GARCH model May 25, 2008

Vince Fulco

Last active: May 18, 2008
1 msg
Vince Fulco Quantmod: Managing lists of instruments... May 18, 2008

Yohan Chalabi

Last active: May 29, 2008
5 msgs
Yohan Chalabi Estimating the T-S Garch model May 6, 2008 Yohan Chalabi Estimating the T-S Garch model May 7, 2008 Yohan Chalabi Flexible inputs fPortfolio possible? May 27, 2008 Yohan Chalabi R-project can help me ? Building a portfolio.. May 29, 2008 Yohan Chalabi Flexible inputs fPortfolio possible? May 29, 2008

davidr at rhotrading.com

Last active: May 8, 2008
2 msgs
davidr at rhotrading.com Rbloomberg problem May 8, 2008 davidr at rhotrading.com Rbloomberg problem SOLVED May 8, 2008

k.umair at lancaster.ac.uk

Last active: May 30, 2008
1 msg
k.umair at lancaster.ac.uk arfimaoxfit.ox and arfimaoxpredict.ox file needed May 30, 2008

mail at financedevelopmentcentre.com

Last active: May 29, 2008
1 msg
mail at financedevelopmentcentre.com R-project can help me ? Building a portfolio.. May 29, 2008

michal miklovic

Last active: May 24, 2008
7 msgs
michal miklovic Estimating the T-S Garch model May 1, 2008 michal miklovic two zoo questions May 9, 2008 michal miklovic two zoo questions May 9, 2008 michal miklovic garchFit and garchSim May 16, 2008 michal miklovic garchFit and garchSim May 17, 2008 michal miklovic garchFit and garchSim May 17, 2008 michal miklovic GARCH-like models May 24, 2008