R-SIG-Finance - February 2009 - Date View

Saturday, February 28, 2009 5 emails

Joshua Ulrich Question about RSI command in the TTR package benn fine Question about RSI command in the TTR package Brian G. Peterson implement quasi-bayesian maximum likelihood estimation for normal mixtures Helena Richter implement quasi-bayesian maximum likelihood estimation for normal mixtures Enrico Schumann convert coordinate system to percentage

Friday, February 27, 2009 4 emails

Yana Roth convert coordinate system to percentage R@Nabble Plot TS-matrix as a surface Sergey Goriatchev Problem with RBloomberg (not the usual one) Sergey Goriatchev Problem with RBloomberg (not the usual one)

Thursday, February 26, 2009 12 emails

Paul DeBruicker RBloomberg Date John Hawver RBloomberg Date Paul Gilbert Plot TS-matrix as a surface John Hawver RDCOMClient install package problem Cedrick Johnson RDCOMClient install package problem John Hawver RDCOMClient install package problem Jeff Ryan Plot TS-matrix as a surface R@Nabble Plot TS-matrix as a surface Enrico Schumann Plot TS-matrix as a surface Adams, Zeno Plot TS-matrix as a surface R@Nabble Plot TS-matrix as a surface R@Nabble Black Litterman portfolio optimization

Wednesday, February 25, 2009 5 emails

Jeff Ryan Help needed on Time Zone Yu, Wang Help needed on Time Zone Jeff Ryan get data in quantmod Rowe, Brian Lee Yung (Portfolio Analytics) get data in quantmod BearXu get data in quantmod

Tuesday, February 24, 2009 11 emails

Brian G. Peterson mean reverting model Francisco Gochez London useR group Dirk Eddelbuettel Course - March/April ** R / Splus ** course in New York City *** by XLSolutions Corp rechtsteiner at bgki.net mean reverting model Sue Turner Course - March/April ** R / Splus ** course in New York City *** by XLSolutions Corp Al R/Finance 2009: Applied Finance with R -- Registration now open Rob Steele Tracing gradient during optimization Dirk Eddelbuettel Tracing gradient during optimization Shimrit Abraham Tracing gradient during optimization Jose Iparraguirre D'Elia Newey-West Long-run variance Andreas Klein Appropriate model to data?

Monday, February 23, 2009 3 emails

Dirk Eddelbuettel R/Finance 2009: Applied Finance with R -- Registration now open Alberto Santini Black Litterman portfolio optimization Diethelm Wuertz R/Rmetrics Workshop: Computational Finance and Financial Engineering

Sunday, February 22, 2009 2 emails

Matthieu Stigler Newey-West Long-run variance Jose Iparraguirre D'Elia Newey-West Long-run variance

Friday, February 20, 2009 1 email

Francisco Gochez Black Litterman portfolio optimization

Thursday, February 19, 2009 6 emails

Matthieu Stigler TAR Models and predictive residuals (Tsay, 1989) Andreas Klein TAR Models and predictive residuals (Tsay, 1989) Debashis Dutta Black Litterman portfolio optimization Reena Bansal Black Litterman portfolio optimization Giovanni Petris DLM and matrices with 0 eigenvalues Rebecca Sela DLM and matrices with 0 eigenvalues

Wednesday, February 18, 2009 1 email

Xiaochuan Li package ccgarch - dcc.estimation

Tuesday, February 17, 2009 14 emails

Christofer Bogaso odd GARCH(1,1) results Jeff Ryan Data-set for Hamilton Time Series analysis. Christofer Bogaso Data-set for Hamilton Time Series analysis. Matthieu Stigler Data-set for Hamilton Time Series analysis. Christofer Bogaso Data-set for Hamilton Time Series analysis. Rowe, Brian Lee Yung (Portfolio Analytics) Generating Data for Portfolio Simulation Shimrit Abraham efficient sandwich matrix multiplication and determinant rkevinburton at charter.net efficient sandwich matrix multiplication and determinant Shimrit Abraham Efficient Kalman Filter Tom Smythe Generating Data for Portfolio Simulation Matthew Clegg Checking fit of data against student t distribution Carlos J. Gil Bellosta Checking fit of data against student t distribution Reena Bansal Checking fit of data against student t distribution Marco Bianchi Bloomberg chart window does not stay on the screen when working with R

Monday, February 16, 2009 5 emails

Eric Zivot odd GARCH(1,1) results Adams, Zeno odd GARCH(1,1) results Brian G. Peterson efficient sandwich matrix multiplication and determinant Helena Richter odd GARCH(1,1) results Shimrit Abraham efficient sandwich matrix multiplication and determinant

Sunday, February 15, 2009 2 emails

Joshua Ulrich Package Update: TTR_0.2 now on CRAN Unixunix99@gmail.com How to fit GARCH(1, 1) with targeted unconditional variance?

Friday, February 13, 2009 4 emails

Achim Zeileis useR! 2009: finance/econometrics submissions Dirk Eddelbuettel R package update problem at Company's PC Andy Zhu R package update problem at Company's PC Patrick Burns Using dummy variables R

Thursday, February 12, 2009 17 emails

Wednesday, February 11, 2009 2 emails

Vince Fulco Question on multiple sessions... Rory Winston Help with optimization

Tuesday, February 10, 2009 2 emails

Eduard Pieterse (Macquarie Securities) Help with optimization Andreas Klein Spread Libor-Fed Fund Rate: ARIMA(1,1,1)

Monday, February 9, 2009 9 emails

Michael Sankowski stock quotes davidr at rhotrading.com stock quotes Cedrick Johnson stock quotes Fuchs Ira stock quotes Joshua Ulrich adding p&l streams brian meehan adding p&l streams Voss, Kent Rbloomberg problem "Seems like this is not a Bloomberg Workstation" Paul DeBruicker Call for Beta Testers: R+ FIN (read R-PLUS FINANCE) Paul DeBruicker Rbloomberg problem "Seems like this is not a Bloomberg Workstation"

Sunday, February 8, 2009 1 email

Andreas Klein Standard Errors for VAR(p) Estimation with dse1

Friday, February 6, 2009 1 email

Krishna Kumar RNG from skewed Normal distribution

Thursday, February 5, 2009 1 email

Sue Turner Call for Beta Testers: R+ FIN (read R-PLUS FINANCE)

Wednesday, February 4, 2009 10 emails

Irene Schreiber package ccgarch - dcc.estimation Andy Zhu Capacity of fPortfolio Alberto Santini An extensive set of scaling laws... Robert Sams Yield Curve Micha Keijzers Yield Curve Joe W. Byers Yield Curve Megh Dal RNG from skewed Normal distribution Markus Wråke How should I use NeweyWest and vcovHAC in coeftest function? Zanella Marco RNG from skewed Normal distribution Alberto Santini An extensive set of scaling laws...

Tuesday, February 3, 2009 3 emails

Adams, Zeno Panel Data Unit Root tests Voss, Kent Rbloomberg problem "Seems like this is not a Bloomberg Workstation" Adams, Zeno Panel Data Unit Root tests

Monday, February 2, 2009 3 emails

Jose Iparraguirre D'Elia Panel Data Unit Root tests Megh Dal Conponent VaR for some option portfolio Brian G. Peterson Conponent VaR for some option portfolio

Saturday, January 31, 2009 1 email

Markus Wråke Function finding optimal lag length in ADL model using AIC?

R-SIG-Finance February 2009