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R-SIG-Finance February 2009

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Achim Zeileis

Last active: Feb 13, 2009
1 msg
Achim Zeileis useR! 2009: finance/econometrics submissions Feb 13, 2009

Adams, Zeno

Last active: Feb 26, 2009
4 msgs
Adams, Zeno Panel Data Unit Root tests Feb 3, 2009 Adams, Zeno Panel Data Unit Root tests Feb 3, 2009 Adams, Zeno odd GARCH(1,1) results Feb 16, 2009 Adams, Zeno Plot TS-matrix as a surface Feb 26, 2009

Al

Last active: Feb 24, 2009
1 msg
Al R/Finance 2009: Applied Finance with R -- Registration now open Feb 24, 2009

Alberto Santini

Last active: Feb 23, 2009
3 msgs
Alberto Santini An extensive set of scaling laws... Feb 4, 2009 Alberto Santini An extensive set of scaling laws... Feb 4, 2009 Alberto Santini Black Litterman portfolio optimization Feb 23, 2009

Ana Nelson

Last active: Feb 12, 2009
2 msgs
Ana Nelson Question on multiple sessions... Feb 12, 2009 Ana Nelson Question on multiple sessions... Feb 12, 2009

Andreas Klein

Last active: Feb 24, 2009
4 msgs
Andreas Klein Standard Errors for VAR(p) Estimation with dse1 Feb 8, 2009 Andreas Klein Spread Libor-Fed Fund Rate: ARIMA(1,1,1) Feb 10, 2009 Andreas Klein TAR Models and predictive residuals (Tsay, 1989) Feb 19, 2009 Andreas Klein Appropriate model to data? Feb 24, 2009

Andy Zhu

Last active: Feb 13, 2009
2 msgs
Andy Zhu Capacity of fPortfolio Feb 4, 2009 Andy Zhu R package update problem at Company's PC Feb 13, 2009

BearXu

Last active: Feb 25, 2009
1 msg
BearXu get data in quantmod Feb 25, 2009

Brian G. Peterson

Last active: Feb 28, 2009
4 msgs
Brian G. Peterson Conponent VaR for some option portfolio Feb 2, 2009 Brian G. Peterson efficient sandwich matrix multiplication and determinant Feb 16, 2009 Brian G. Peterson mean reverting model Feb 24, 2009 Brian G. Peterson implement quasi-bayesian maximum likelihood estimation for normal mixtures Feb 28, 2009

Carlos J. Gil Bellosta

Last active: Feb 17, 2009
1 msg
Carlos J. Gil Bellosta Checking fit of data against student t distribution Feb 17, 2009

Cedrick Johnson

Last active: Feb 26, 2009
2 msgs
Cedrick Johnson stock quotes Feb 9, 2009 Cedrick Johnson RDCOMClient install package problem Feb 26, 2009

Christofer Bogaso

Last active: Feb 17, 2009
3 msgs
Christofer Bogaso Data-set for Hamilton Time Series analysis. Feb 17, 2009 Christofer Bogaso Data-set for Hamilton Time Series analysis. Feb 17, 2009 Christofer Bogaso odd GARCH(1,1) results Feb 17, 2009

Daniel Cegiełka

Last active: Feb 12, 2009
2 msgs
Daniel Cegiełka Question on multiple sessions... Feb 12, 2009 Daniel Cegiełka Question on multiple sessions... Feb 12, 2009

Debashis Dutta

Last active: Feb 19, 2009
1 msg
Debashis Dutta Black Litterman portfolio optimization Feb 19, 2009

Diethelm Wuertz

Last active: Feb 23, 2009
1 msg
Diethelm Wuertz R/Rmetrics Workshop: Computational Finance and Financial Engineering Feb 23, 2009

Dirk Eddelbuettel

Last active: Feb 24, 2009
5 msgs
Dirk Eddelbuettel Question on multiple sessions... Feb 12, 2009 Dirk Eddelbuettel R package update problem at Company's PC Feb 13, 2009 Dirk Eddelbuettel R/Finance 2009: Applied Finance with R -- Registration now open Feb 23, 2009 Dirk Eddelbuettel Tracing gradient during optimization Feb 24, 2009 Dirk Eddelbuettel Course - March/April ** R / Splus ** course in New York City *** by XLSolutions Corp Feb 24, 2009

Eduard Pieterse (Macquarie Securities)

Last active: Feb 10, 2009
1 msg
Eduard Pieterse (Macquarie Securities) Help with optimization Feb 10, 2009

Enrico Schumann

Last active: Feb 28, 2009
2 msgs
Enrico Schumann Plot TS-matrix as a surface Feb 26, 2009 Enrico Schumann convert coordinate system to percentage Feb 28, 2009

Eric Zivot

Last active: Feb 16, 2009
1 msg
Eric Zivot odd GARCH(1,1) results Feb 16, 2009

Francisco Gochez

Last active: Feb 24, 2009
2 msgs
Francisco Gochez Black Litterman portfolio optimization Feb 20, 2009 Francisco Gochez London useR group Feb 24, 2009

Fuchs Ira

Last active: Feb 9, 2009
1 msg
Fuchs Ira stock quotes Feb 9, 2009

Gabor Grothendieck

Last active: Feb 12, 2009
1 msg
Gabor Grothendieck Question on multiple sessions... Feb 12, 2009

Giovanni Petris

Last active: Feb 19, 2009
1 msg
Giovanni Petris DLM and matrices with 0 eigenvalues Feb 19, 2009

Helena Richter

Last active: Feb 28, 2009
2 msgs
Helena Richter odd GARCH(1,1) results Feb 16, 2009 Helena Richter implement quasi-bayesian maximum likelihood estimation for normal mixtures Feb 28, 2009

Irene Schreiber

Last active: Feb 4, 2009
1 msg
Irene Schreiber package ccgarch - dcc.estimation Feb 4, 2009

Jeff Ryan

Last active: Feb 26, 2009
7 msgs
Jeff Ryan Question on multiple sessions... Feb 12, 2009 Jeff Ryan Question on multiple sessions... Feb 12, 2009 Jeff Ryan Question on multiple sessions... Feb 12, 2009 Jeff Ryan Data-set for Hamilton Time Series analysis. Feb 17, 2009 Jeff Ryan get data in quantmod Feb 25, 2009 Jeff Ryan Help needed on Time Zone Feb 25, 2009 Jeff Ryan Plot TS-matrix as a surface Feb 26, 2009

Joe W. Byers

Last active: Feb 4, 2009
1 msg
Joe W. Byers Yield Curve Feb 4, 2009

John Hawver

Last active: Feb 26, 2009
3 msgs
John Hawver RDCOMClient install package problem Feb 26, 2009 John Hawver RDCOMClient install package problem Feb 26, 2009 John Hawver RBloomberg Date Feb 26, 2009

Jose Iparraguirre D'Elia

Last active: Feb 24, 2009
3 msgs
Jose Iparraguirre D'Elia Panel Data Unit Root tests Feb 2, 2009 Jose Iparraguirre D'Elia Newey-West Long-run variance Feb 22, 2009 Jose Iparraguirre D'Elia Newey-West Long-run variance Feb 24, 2009

Joshua Ulrich

Last active: Feb 28, 2009
4 msgs
Joshua Ulrich adding p&l streams Feb 9, 2009 Joshua Ulrich R package update problem at Company's PC Feb 12, 2009 Joshua Ulrich Package Update: TTR_0.2 now on CRAN Feb 15, 2009 Joshua Ulrich Question about RSI command in the TTR package Feb 28, 2009

Krishna Kumar

Last active: Feb 6, 2009
1 msg
Krishna Kumar RNG from skewed Normal distribution Feb 6, 2009

Marco Bianchi

Last active: Feb 17, 2009
1 msg
Marco Bianchi Bloomberg chart window does not stay on the screen when working with R Feb 17, 2009

Mark Leeds

Last active: Feb 12, 2009
2 msgs
Mark Leeds Using dummy variables R Feb 12, 2009 Mark Leeds dummy variables in regression Feb 12, 2009

Markus Wråke

Last active: Feb 4, 2009
2 msgs
Markus Wråke Function finding optimal lag length in ADL model using AIC? Jan 31, 2009 Markus Wråke How should I use NeweyWest and vcovHAC in coeftest function? Feb 4, 2009

Matthew Clegg

Last active: Feb 17, 2009
1 msg
Matthew Clegg Checking fit of data against student t distribution Feb 17, 2009

Matthieu Stigler

Last active: Feb 22, 2009
3 msgs
Matthieu Stigler Data-set for Hamilton Time Series analysis. Feb 17, 2009 Matthieu Stigler TAR Models and predictive residuals (Tsay, 1989) Feb 19, 2009 Matthieu Stigler Newey-West Long-run variance Feb 22, 2009

Megh Dal

Last active: Feb 4, 2009
2 msgs
Megh Dal Conponent VaR for some option portfolio Feb 2, 2009 Megh Dal RNG from skewed Normal distribution Feb 4, 2009

Micha Keijzers

Last active: Feb 4, 2009
1 msg
Micha Keijzers Yield Curve Feb 4, 2009

Michael Sankowski

Last active: Feb 9, 2009
1 msg
Michael Sankowski stock quotes Feb 9, 2009

P vanzweden

Last active: Feb 12, 2009
1 msg
P vanzweden Using dummy variables R Feb 12, 2009

Patrick Burns

Last active: Feb 13, 2009
1 msg
Patrick Burns Using dummy variables R Feb 13, 2009

Paul DeBruicker

Last active: Feb 26, 2009
3 msgs
Paul DeBruicker Rbloomberg problem "Seems like this is not a Bloomberg Workstation" Feb 9, 2009 Paul DeBruicker Call for Beta Testers: R+ FIN (read R-PLUS FINANCE) Feb 9, 2009 Paul DeBruicker RBloomberg Date Feb 26, 2009

Paul Gilbert

Last active: Feb 26, 2009
1 msg
Paul Gilbert Plot TS-matrix as a surface Feb 26, 2009

R@Nabble

Last active: Feb 27, 2009
4 msgs
R@Nabble Black Litterman portfolio optimization Feb 26, 2009 R@Nabble Plot TS-matrix as a surface Feb 26, 2009 R@Nabble Plot TS-matrix as a surface Feb 26, 2009 R@Nabble Plot TS-matrix as a surface Feb 27, 2009

Rebecca Sela

Last active: Feb 19, 2009
1 msg
Rebecca Sela DLM and matrices with 0 eigenvalues Feb 19, 2009

Reena Bansal

Last active: Feb 19, 2009
2 msgs
Reena Bansal Checking fit of data against student t distribution Feb 17, 2009 Reena Bansal Black Litterman portfolio optimization Feb 19, 2009

Rob Steele

Last active: Feb 24, 2009
1 msg
Rob Steele Tracing gradient during optimization Feb 24, 2009

Robert Sams

Last active: Feb 4, 2009
1 msg
Robert Sams Yield Curve Feb 4, 2009

Rory Winston

Last active: Feb 12, 2009
2 msgs
Rory Winston Help with optimization Feb 11, 2009 Rory Winston Question on multiple sessions... Feb 12, 2009

Rowe, Brian Lee Yung (Portfolio Analytics)

Last active: Feb 25, 2009
2 msgs
Rowe, Brian Lee Yung (Portfolio Analytics) Generating Data for Portfolio Simulation Feb 17, 2009 Rowe, Brian Lee Yung (Portfolio Analytics) get data in quantmod Feb 25, 2009

Sergey Goriatchev

Last active: Feb 27, 2009
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

Shimrit Abraham

Last active: Feb 24, 2009
4 msgs
Shimrit Abraham efficient sandwich matrix multiplication and determinant Feb 16, 2009 Shimrit Abraham Efficient Kalman Filter Feb 17, 2009 Shimrit Abraham efficient sandwich matrix multiplication and determinant Feb 17, 2009 Shimrit Abraham Tracing gradient during optimization Feb 24, 2009

Sue Turner

Last active: Feb 24, 2009
2 msgs
Sue Turner Call for Beta Testers: R+ FIN (read R-PLUS FINANCE) Feb 5, 2009 Sue Turner Course - March/April ** R / Splus ** course in New York City *** by XLSolutions Corp Feb 24, 2009

Tom Smythe

Last active: Feb 17, 2009
1 msg
Tom Smythe Generating Data for Portfolio Simulation Feb 17, 2009

Unixunix99@gmail.com

Last active: Feb 15, 2009
1 msg
Unixunix99@gmail.com How to fit GARCH(1, 1) with targeted unconditional variance? Feb 15, 2009

Vince Fulco

Last active: Feb 12, 2009
2 msgs
Vince Fulco Question on multiple sessions... Feb 11, 2009 Vince Fulco Question on multiple sessions... Feb 12, 2009

Voss, Kent

Last active: Feb 9, 2009
2 msgs
Voss, Kent Rbloomberg problem "Seems like this is not a Bloomberg Workstation" Feb 3, 2009 Voss, Kent Rbloomberg problem "Seems like this is not a Bloomberg Workstation" Feb 9, 2009

Wei-han Liu

Last active: Feb 12, 2009
1 msg
Wei-han Liu saddlepoint approximations with applications Feb 12, 2009

Xiaochuan Li

Last active: Feb 18, 2009
1 msg
Xiaochuan Li package ccgarch - dcc.estimation Feb 18, 2009

Yana Roth

Last active: Feb 27, 2009
1 msg
Yana Roth convert coordinate system to percentage Feb 27, 2009

Yu, Wang

Last active: Feb 25, 2009
1 msg
Yu, Wang Help needed on Time Zone Feb 25, 2009

Zanella Marco

Last active: Feb 4, 2009
1 msg
Zanella Marco RNG from skewed Normal distribution Feb 4, 2009

benn fine

Last active: Feb 28, 2009
1 msg
benn fine Question about RSI command in the TTR package Feb 28, 2009

brian meehan

Last active: Feb 9, 2009
1 msg
brian meehan adding p&l streams Feb 9, 2009

davidr at rhotrading.com

Last active: Feb 9, 2009
1 msg
davidr at rhotrading.com stock quotes Feb 9, 2009

ning zhang

Last active: Feb 12, 2009
1 msg
ning zhang R package update problem at Company's PC Feb 12, 2009

rechtsteiner at bgki.net

Last active: Feb 24, 2009
1 msg
rechtsteiner at bgki.net mean reverting model Feb 24, 2009

rkevinburton at charter.net

Last active: Feb 17, 2009
1 msg
rkevinburton at charter.net efficient sandwich matrix multiplication and determinant Feb 17, 2009