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R-SIG-Finance February 2009

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implement quasi-bayesian maximum likelihood estimation for normal mixtures
2 msgs
Helena Richter implement quasi-bayesian maximum likelihood estimation for normal mixtures Feb 28, 2009
Brian G. Peterson implement quasi-bayesian maximum likelihood estimation for normal mixtures Feb 28, 2009
convert coordinate system to percentage
2 msgs
Yana Roth convert coordinate system to percentage Feb 27, 2009
Enrico Schumann convert coordinate system to percentage Feb 28, 2009
Plot TS-matrix as a surface
7 msgs
R@Nabble Plot TS-matrix as a surface Feb 26, 2009
Adams, Zeno Plot TS-matrix as a surface Feb 26, 2009
Enrico Schumann Plot TS-matrix as a surface Feb 26, 2009
R@Nabble Plot TS-matrix as a surface Feb 26, 2009
Jeff Ryan Plot TS-matrix as a surface Feb 26, 2009
Paul Gilbert Plot TS-matrix as a surface Feb 26, 2009
R@Nabble Plot TS-matrix as a surface Feb 27, 2009
Problem with RBloomberg (not the usual one)
2 msgs
Sergey Goriatchev Problem with RBloomberg (not the usual one) Feb 27, 2009
Sergey Goriatchev Problem with RBloomberg (not the usual one) Feb 27, 2009
RBloomberg Date
2 msgs
John Hawver RBloomberg Date Feb 26, 2009
Paul DeBruicker RBloomberg Date Feb 26, 2009
RDCOMClient install package problem
3 msgs
John Hawver RDCOMClient install package problem Feb 26, 2009
Cedrick Johnson RDCOMClient install package problem Feb 26, 2009
John Hawver RDCOMClient install package problem Feb 26, 2009
Black Litterman portfolio optimization
7 msgs
Reena Bansal Black Litterman portfolio optimization Feb 19, 2009
Debashis Dutta Black Litterman portfolio optimization Feb 19, 2009
Andreas Klein TAR Models and predictive residuals (Tsay, 1989) Feb 19, 2009
Matthieu Stigler TAR Models and predictive residuals (Tsay, 1989) Feb 19, 2009
Francisco Gochez Black Litterman portfolio optimization Feb 20, 2009
Alberto Santini Black Litterman portfolio optimization Feb 23, 2009
R@Nabble Black Litterman portfolio optimization Feb 26, 2009
Help needed on Time Zone
2 msgs
Yu, Wang Help needed on Time Zone Feb 25, 2009
Jeff Ryan Help needed on Time Zone Feb 25, 2009
get data in quantmod
3 msgs
BearXu get data in quantmod Feb 25, 2009
Rowe, Brian Lee Yung (Portfolio Analytics) get data in quantmod Feb 25, 2009
Jeff Ryan get data in quantmod Feb 25, 2009
mean reverting model
2 msgs
rechtsteiner at bgki.net mean reverting model Feb 24, 2009
Brian G. Peterson mean reverting model Feb 24, 2009
London useR group
1 msg
Francisco Gochez London useR group Feb 24, 2009
Course - March/April ** R / Splus ** course in New York City *** by XLSolutions Corp
2 msgs
Sue Turner Course - March/April ** R / Splus ** course in New York City *** by XLSolutions Corp Feb 24, 2009
Dirk Eddelbuettel Course - March/April ** R / Splus ** course in New York City *** by XLSolutions Corp Feb 24, 2009
R/Finance 2009: Applied Finance with R -- Registration now open
2 msgs
Dirk Eddelbuettel R/Finance 2009: Applied Finance with R -- Registration now open Feb 23, 2009
Al R/Finance 2009: Applied Finance with R -- Registration now open Feb 24, 2009
Tracing gradient during optimization
3 msgs
Shimrit Abraham Tracing gradient during optimization Feb 24, 2009
Dirk Eddelbuettel Tracing gradient during optimization Feb 24, 2009
Rob Steele Tracing gradient during optimization Feb 24, 2009
Newey-West Long-run variance
1 msg
Jose Iparraguirre D'Elia Newey-West Long-run variance Feb 24, 2009
Appropriate model to data?
1 msg
Andreas Klein Appropriate model to data? Feb 24, 2009
Newey-West Long-run variance
3 msgs
Jose Iparraguirre D'Elia Newey-West Long-run variance Feb 22, 2009
Matthieu Stigler Newey-West Long-run variance Feb 22, 2009
Diethelm Wuertz R/Rmetrics Workshop: Computational Finance and Financial Engineering Feb 23, 2009
DLM and matrices with 0 eigenvalues
2 msgs
Rebecca Sela DLM and matrices with 0 eigenvalues Feb 19, 2009
Giovanni Petris DLM and matrices with 0 eigenvalues Feb 19, 2009
package ccgarch - dcc.estimation
1 msg
Xiaochuan Li package ccgarch - dcc.estimation Feb 18, 2009
odd GARCH(1,1) results
4 msgs
Helena Richter odd GARCH(1,1) results Feb 16, 2009
Adams, Zeno odd GARCH(1,1) results Feb 16, 2009
Eric Zivot odd GARCH(1,1) results Feb 16, 2009
Christofer Bogaso odd GARCH(1,1) results Feb 17, 2009
Data-set for Hamilton Time Series analysis.
4 msgs
Christofer Bogaso Data-set for Hamilton Time Series analysis. Feb 17, 2009
Matthieu Stigler Data-set for Hamilton Time Series analysis. Feb 17, 2009
Christofer Bogaso Data-set for Hamilton Time Series analysis. Feb 17, 2009
Jeff Ryan Data-set for Hamilton Time Series analysis. Feb 17, 2009
Generating Data for Portfolio Simulation
2 msgs
Tom Smythe Generating Data for Portfolio Simulation Feb 17, 2009
Rowe, Brian Lee Yung (Portfolio Analytics) Generating Data for Portfolio Simulation Feb 17, 2009
efficient sandwich matrix multiplication and determinant
4 msgs
Shimrit Abraham efficient sandwich matrix multiplication and determinant Feb 16, 2009
Brian G. Peterson efficient sandwich matrix multiplication and determinant Feb 16, 2009
rkevinburton at charter.net efficient sandwich matrix multiplication and determinant Feb 17, 2009
Shimrit Abraham efficient sandwich matrix multiplication and determinant Feb 17, 2009
Efficient Kalman Filter
1 msg
Shimrit Abraham Efficient Kalman Filter Feb 17, 2009
Checking fit of data against student t distribution
3 msgs
Reena Bansal Checking fit of data against student t distribution Feb 17, 2009
Carlos J. Gil Bellosta Checking fit of data against student t distribution Feb 17, 2009
Matthew Clegg Checking fit of data against student t distribution Feb 17, 2009
Bloomberg chart window does not stay on the screen when working with R
1 msg
Marco Bianchi Bloomberg chart window does not stay on the screen when working with R Feb 17, 2009
Package Update: TTR_0.2 now on CRAN
1 msg
Joshua Ulrich Package Update: TTR_0.2 now on CRAN Feb 15, 2009
How to fit GARCH(1, 1) with targeted unconditional variance?
1 msg
Unixunix99@gmail.com How to fit GARCH(1, 1) with targeted unconditional variance? Feb 15, 2009
useR! 2009: finance/econometrics submissions
1 msg
Achim Zeileis useR! 2009: finance/econometrics submissions Feb 13, 2009
R package update problem at Company's PC
4 msgs
ning zhang R package update problem at Company's PC Feb 12, 2009
Joshua Ulrich R package update problem at Company's PC Feb 12, 2009
Andy Zhu R package update problem at Company's PC Feb 13, 2009
Dirk Eddelbuettel R package update problem at Company's PC Feb 13, 2009
Using dummy variables R
2 msgs
P vanzweden Using dummy variables R Feb 12, 2009
Patrick Burns Using dummy variables R Feb 13, 2009
dummy variables in regression
1 msg
Mark Leeds dummy variables in regression Feb 12, 2009
Using dummy variables R
1 msg
Mark Leeds Using dummy variables R Feb 12, 2009
Question on multiple sessions...
10 msgs
Vince Fulco Question on multiple sessions... Feb 11, 2009
Ana Nelson Question on multiple sessions... Feb 12, 2009
Gabor Grothendieck Question on multiple sessions... Feb 12, 2009
Vince Fulco Question on multiple sessions... Feb 12, 2009
Ana Nelson Question on multiple sessions... Feb 12, 2009
Jeff Ryan Question on multiple sessions... Feb 12, 2009
Daniel Cegiełka Question on multiple sessions... Feb 12, 2009
Jeff Ryan Question on multiple sessions... Feb 12, 2009
Daniel Cegiełka Question on multiple sessions... Feb 12, 2009
Jeff Ryan Question on multiple sessions... Feb 12, 2009
Question on multiple sessions...
2 msgs
Rory Winston Question on multiple sessions... Feb 12, 2009
Dirk Eddelbuettel Question on multiple sessions... Feb 12, 2009
saddlepoint approximations with applications
1 msg
Wei-han Liu saddlepoint approximations with applications Feb 12, 2009
Help with optimization
1 msg
Rory Winston Help with optimization Feb 11, 2009
Help with optimization
1 msg
Eduard Pieterse (Macquarie Securities) Help with optimization Feb 10, 2009
Spread Libor-Fed Fund Rate: ARIMA(1,1,1)
1 msg
Andreas Klein Spread Libor-Fed Fund Rate: ARIMA(1,1,1) Feb 10, 2009
stock quotes
4 msgs
Fuchs Ira stock quotes Feb 9, 2009
Cedrick Johnson stock quotes Feb 9, 2009
davidr at rhotrading.com stock quotes Feb 9, 2009
Michael Sankowski stock quotes Feb 9, 2009
Rbloomberg problem "Seems like this is not a Bloomberg Workstation"
5 msgs
Voss, Kent Rbloomberg problem "Seems like this is not a Bloomberg Workstation" Feb 3, 2009
Paul DeBruicker Rbloomberg problem "Seems like this is not a Bloomberg Workstation" Feb 9, 2009
Voss, Kent Rbloomberg problem "Seems like this is not a Bloomberg Workstation" Feb 9, 2009
brian meehan adding p&l streams Feb 9, 2009
Joshua Ulrich adding p&l streams Feb 9, 2009
Call for Beta Testers: R+ FIN (read R-PLUS FINANCE)
2 msgs
Sue Turner Call for Beta Testers: R+ FIN (read R-PLUS FINANCE) Feb 5, 2009
Paul DeBruicker Call for Beta Testers: R+ FIN (read R-PLUS FINANCE) Feb 9, 2009
Standard Errors for VAR(p) Estimation with dse1
1 msg
Andreas Klein Standard Errors for VAR(p) Estimation with dse1 Feb 8, 2009
RNG from skewed Normal distribution
3 msgs
Zanella Marco RNG from skewed Normal distribution Feb 4, 2009
Megh Dal RNG from skewed Normal distribution Feb 4, 2009
Krishna Kumar RNG from skewed Normal distribution Feb 6, 2009
package ccgarch - dcc.estimation
1 msg
Irene Schreiber package ccgarch - dcc.estimation Feb 4, 2009
An extensive set of scaling laws...
3 msgs
Alberto Santini An extensive set of scaling laws... Feb 4, 2009
Alberto Santini An extensive set of scaling laws... Feb 4, 2009
Andy Zhu Capacity of fPortfolio Feb 4, 2009
Yield Curve
1 msg
Robert Sams Yield Curve Feb 4, 2009
Yield Curve
2 msgs
Joe W. Byers Yield Curve Feb 4, 2009
Micha Keijzers Yield Curve Feb 4, 2009
How should I use NeweyWest and vcovHAC in coeftest function?
1 msg
Markus Wråke How should I use NeweyWest and vcovHAC in coeftest function? Feb 4, 2009
Panel Data Unit Root tests
3 msgs
Jose Iparraguirre D'Elia Panel Data Unit Root tests Feb 2, 2009
Adams, Zeno Panel Data Unit Root tests Feb 3, 2009
Adams, Zeno Panel Data Unit Root tests Feb 3, 2009
Conponent VaR for some option portfolio
2 msgs
Brian G. Peterson Conponent VaR for some option portfolio Feb 2, 2009
Megh Dal Conponent VaR for some option portfolio Feb 2, 2009