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R-SIG-Finance June 2008

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Alexander Moreno

Last active: Jun 17, 2008
1 msg
Alexander Moreno portfolio optimization questions Jun 17, 2008

Balaji Veeraraghavan

Last active: Jun 13, 2008
1 msg
Balaji Veeraraghavan Financial workload in R Jun 13, 2008

Bill_Jones

Last active: Jun 17, 2008
1 msg
Bill_Jones economagicImport problem Jun 17, 2008

Brian G. Peterson

Last active: Jun 27, 2008
6 msgs
Brian G. Peterson apply.fromstart() warnings Jun 2, 2008 Brian G. Peterson HJM model (Interest rate) Jun 4, 2008 Brian G. Peterson portfolio optimization questions Jun 17, 2008 Brian G. Peterson Resampling Methods for Dependent Data Jun 18, 2008 Brian G. Peterson Resampling Methods for Dependent Data Jun 18, 2008 Brian G. Peterson Bond valuation Jun 27, 2008

Charles Ward

Last active: Jun 27, 2008
1 msg
Charles Ward Bond valuation Jun 27, 2008

Christian Brownlees

Last active: Jun 24, 2008
1 msg
Christian Brownlees Multiplicative error model ? Jun 24, 2008

Daniel Wolff

Last active: Jun 1, 2008
1 msg
Daniel Wolff fCalendar's time seems incorrect for some FinCenters Jun 1, 2008

DavidM.UK

Last active: Jun 11, 2008
1 msg
DavidM.UK Demystification of GARCH modeling with fGarch Jun 11, 2008

Debashis Dutta

Last active: Jun 29, 2008
1 msg
Debashis Dutta Experience of large scale use of R in financial services Jun 29, 2008

Diethelm Wuertz

Last active: Jun 11, 2008
1 msg
Diethelm Wuertz ETH Internship - Dynamic Portfolio Asset Allocation Jun 11, 2008

Dirk Eddelbuettel

Last active: Jun 28, 2008
1 msg
Dirk Eddelbuettel Administrivia Jun 28, 2008

Enrico Schumann

Last active: Jun 2, 2008
1 msg
Enrico Schumann fCalendar's time seems incorrect for some FinCenters Jun 2, 2008

Eric Owiesny

Last active: Jun 2, 2008
2 msgs
Eric Owiesny RBloomberg Jun 2, 2008 Eric Owiesny RBloomberg Jun 2, 2008

Francesco Marangoni

Last active: Jun 15, 2008
1 msg
Francesco Marangoni Cox, Ingersoll, Ross/Vasicek parameter estimation via Kalman-Filter (SSPIR) Jun 15, 2008

Gabor Grothendieck

Last active: Jun 28, 2008
8 msgs
Gabor Grothendieck apply.fromstart() warnings Jun 2, 2008 Gabor Grothendieck apply.fromstart() warnings Jun 2, 2008 Gabor Grothendieck apply.fromstart() warnings Jun 2, 2008 Gabor Grothendieck apply.fromstart() warnings Jun 2, 2008 Gabor Grothendieck Applying quarterly weights on daily returns Jun 9, 2008 Gabor Grothendieck How to merge Date and Time in a single value ? Jun 17, 2008 Gabor Grothendieck How to remove the error : Error in dimnames(x) <- dn : length of 'dimnames' [2] not equal to array extent Jun 23, 2008 Gabor Grothendieck Solicitation of opinions on which Timeseries object(s) to utilize. Jun 28, 2008

Hongchuan Xia

Last active: Jun 27, 2008
2 msgs
Hongchuan Xia Error in QRMlib Jun 26, 2008 Hongchuan Xia Bond valuation Jun 27, 2008

Jae Kim

Last active: Jun 18, 2008
1 msg
Jae Kim Resampling Methods for Dependent Data Jun 18, 2008

Jeff Ryan

Last active: Jun 23, 2008
6 msgs
Jeff Ryan Are there somewhere the examples http://www.quantmod.com/examples/ ready to run ? Jun 17, 2008 Jeff Ryan How to merge Date and Time in a single value ? Jun 17, 2008 Jeff Ryan quantmod data from FRED and Yahoo Jun 17, 2008 Jeff Ryan Are there somewhere the examples http://www.quantmod.com/examples/ ready to run ? Jun 17, 2008 Jeff Ryan Resampling Methods for Dependent Data Jun 17, 2008 Jeff Ryan How to remove the error : Error in dimnames(x) <- dn : length of 'dimnames' [2] not equal to array extent Jun 23, 2008

John Pederson

Last active: Jun 29, 2008
1 msg
John Pederson Dummy / Indicator Variable Jun 29, 2008

Joshua Ulrich

Last active: Jun 30, 2008
1 msg
Joshua Ulrich Hourly quotations from 1 minutes quotations. Jun 30, 2008

Mark Leeds

Last active: Jun 18, 2008
3 msgs
Mark Leeds Demystification of GARCH modeling with fGarch Jun 5, 2008 Mark Leeds portfolio optimization questions Jun 17, 2008 Mark Leeds currency weights question Jun 18, 2008

Murali Menon

Last active: Jun 10, 2008
8 msgs
Murali Menon apply.fromstart() warnings Jun 2, 2008 Murali Menon apply.fromstart() warnings Jun 2, 2008 Murali Menon apply.fromstart() warnings Jun 2, 2008 Murali Menon apply.fromstart() warnings Jun 2, 2008 Murali Menon apply.fromstart() warnings Jun 2, 2008 Murali Menon Datastream interface Jun 5, 2008 Murali Menon Applying quarterly weights on daily returns Jun 9, 2008 Murali Menon Applying quarterly weights on daily returns Jun 10, 2008

Paul DeBruicker

Last active: Jun 27, 2008
1 msg
Paul DeBruicker Bond valuation Jun 27, 2008

Peter Carl

Last active: Jun 29, 2008
1 msg
Peter Carl chart.Histogram differences between PerformanceAnalytics 9.5 and 9.6 Jun 29, 2008

Robert Sams

Last active: Jun 30, 2008
1 msg
Robert Sams Bloomberg Data Import to R Jun 30, 2008

Rory Winston

Last active: Jun 28, 2008
1 msg
Rory Winston R-SIG-Finance Digest, Vol 49, Issue 13 Jun 28, 2008

Ross Bowden

Last active: Jun 1, 2008
1 msg
Ross Bowden Fitting jump diffusion processes with Normal errors Jun 1, 2008

Ryan Sheftel

Last active: Jun 29, 2008
2 msgs
Ryan Sheftel Experience of large scale use of R in financial services Jun 29, 2008 Ryan Sheftel Experience of large scale use of R in financial services Jun 29, 2008

Sean Carmody

Last active: Jun 28, 2008
1 msg
Sean Carmody Bloomberg Data Import to R Jun 28, 2008

Shlomo Katchmalik

Last active: Jun 17, 2008
1 msg
Shlomo Katchmalik quantmod data from FRED and Yahoo Jun 17, 2008

ShyhWeir Tzang

Last active: Jun 24, 2008
1 msg
ShyhWeir Tzang Multiplicative error model ? Jun 24, 2008

Thomas Steiner

Last active: Jun 29, 2008
2 msgs
Thomas Steiner HJM model (Interest rate) Jun 4, 2008 Thomas Steiner HJM models (Forward Rates) Jun 29, 2008

Verschuere Benjamin

Last active: Jun 11, 2008
1 msg
Verschuere Benjamin Granger-Gonzalo decomposition Jun 11, 2008

Wei-han Liu

Last active: Jun 18, 2008
2 msgs
Wei-han Liu Resampling Methods for Dependent Data Jun 17, 2008 Wei-han Liu Resampling Methods for Dependent Data Jun 18, 2008

Whit Armstrong

Last active: Jun 28, 2008
2 msgs
Whit Armstrong timeDate conversion [C1] Jun 28, 2008 Whit Armstrong Quantmod: Managing lists of instruments... Jun 28, 2008

Worik

Last active: Jun 17, 2008
1 msg
Worik Are there somewhere the examples http://www.quantmod.com/examples/ ready to run ? Jun 17, 2008

Xiao Sun

Last active: Jun 4, 2008
1 msg
Xiao Sun Conference and workshops: RISK CONTROL STRATEGIES FOR HEDGE FUNDS AND PROGRAM TRADING Jun 4, 2008

Yohan Chalabi

Last active: Jun 30, 2008
5 msgs
Yohan Chalabi fCalendar's time seems incorrect for some FinCenters Jun 2, 2008 Yohan Chalabi Demystification of GARCH modeling with fGarch Jun 5, 2008 Yohan Chalabi fPortfolio Constraints Question Jun 24, 2008 Yohan Chalabi Error in QRMlib Jun 26, 2008 Yohan Chalabi arfimaoxfit.ox and arfimaoxpredict.ox file needed Jun 30, 2008

berg

Last active: Jun 18, 2008
1 msg
berg fPortfolio Constraints Question Jun 18, 2008

davidr at rhotrading.com

Last active: Jun 30, 2008
2 msgs
davidr at rhotrading.com RBloomberg Jun 2, 2008 davidr at rhotrading.com Bloomberg Data Import to R Jun 30, 2008

guillaume.nicoulaud at halbis.com

Last active: Jun 30, 2008
1 msg
guillaume.nicoulaud at halbis.com Bloomberg / rcom Jun 30, 2008

pierre8r-list at yahoo.fr

Last active: Jun 30, 2008
6 msgs
pierre8r-list at yahoo.fr Are there somewhere the examples http://www.quantmod.com/examples/ ready to run ? Jun 17, 2008 pierre8r-list at yahoo.fr How to merge Date and Time in a single value ? Jun 17, 2008 pierre8r-list at yahoo.fr Are there somewhere the examples http://www.quantmod.com/examples/ ready to run ? Jun 17, 2008 pierre8r-list at yahoo.fr How to merge Date and Time in a single value ? Jun 17, 2008 pierre8r-list at yahoo.fr How to remove the error : Error in dimnames(x) <- dn : length of 'dimnames' [2] not equal to array extent Jun 23, 2008 pierre8r-list at yahoo.fr Hourly quotations from 1 minutes quotations. Jun 30, 2008