R-SIG-Finance July 2009

fPortfolio, frontierSlider, weightsSlider

1 msg Jul 31

J

John P. Burkett fPortfolio, frontierSlider, weightsSlider Jul 31, 2009

fPortfolio, frontierSlider, weightsSlider

2 msgs Jul 31

J

John P. Burkett fPortfolio, frontierSlider, weightsSlider Jul 31, 2009

B

Brian G. Peterson fPortfolio, frontierSlider, weightsSlider Jul 31, 2009

getSymbols() date range

3 msgs Jul 31

E

ehxpieterse getSymbols() date range Jul 31, 2009

J

Jeff Ryan getSymbols() date range Jul 31, 2009

B

Brian G. Peterson getSymbols() date range Jul 31, 2009

Question about seasonal parameters in ARIMA model.

3 msgs Jul 31

E

Elan InP Question about seasonal parameters in ARIMA model. Jul 31, 2009

B

Brian G. Peterson Question about seasonal parameters in ARIMA model. Jul 31, 2009

A

Adams, Zeno Question about seasonal parameters in ARIMA model. Jul 31, 2009

Continuous futures series with R

6 msgs Jul 31

M

Mark Breman Continuous futures series with R Jul 31, 2009

B

Brian G. Peterson Continuous futures series with R Jul 31, 2009

M

Mark Breman Continuous futures series with R Jul 31, 2009

W

Whit Armstrong Continuous futures series with R Jul 31, 2009

M

Mark Breman Continuous futures series with R Jul 31, 2009

W

Whit Armstrong Continuous futures series with R Jul 31, 2009

Quantmod

5 msgs Jul 31

A

Arun Kumar Saha Quantmod Jul 30, 2009

J

Jeff Ryan Quantmod Jul 30, 2009

E

ehxpieterse Quantmod Jul 31, 2009

J

Joshua Ulrich Quantmod Jul 31, 2009

E

ehxpieterse Quantmod Jul 31, 2009

xts() speed on data with date index

11 msgs Jul 29

M

Michael xts() speed on data with date index Jul 25, 2009

G

Gabor Grothendieck xts() speed on data with date index Jul 25, 2009

J

Jeff Ryan xts() speed on data with date index Jul 25, 2009

J

Jeff Ryan xts() speed on data with date index Jul 25, 2009

M

Michael xts() speed on data with date index Jul 25, 2009

G

Gabor Grothendieck xts() speed on data with date index Jul 25, 2009

M

Michael xts() speed on data with date index Jul 25, 2009

R

Roger Bergande Tier 1 Subordinated Bond Jul 28, 2009

I

Ian Coe Speed issue issue with periodReturn Jul 29, 2009

B

Brian G. Peterson Speed issue issue with periodReturn Jul 29, 2009

J

Jeff Ryan Speed issue issue with periodReturn Jul 29, 2009

error in plot() with fGarch object from saved .RData file

4 msgs Jul 28

B

Brian G. Peterson error in plot() with fGarch object from saved .RData file Jul 28, 2009

Y

Yohan Chalabi error in plot() with fGarch object from saved .RData file Jul 28, 2009

B

Brian G. Peterson error in plot() with fGarch object from saved .RData file Jul 28, 2009

Y

Yohan Chalabi error in plot() with fGarch object from saved .RData file Jul 28, 2009

R excel

2 msgs Jul 28

H

Hassan hany R excel Jul 27, 2009

J

Jeff Ryan R excel Jul 28, 2009

disaggregate from monthly to daily time series

7 msgs Jul 27

J

John P. Burkett disaggregate from monthly to daily time series Jul 27, 2009

B

Brian G. Peterson disaggregate from monthly to daily time series Jul 27, 2009

H

Hodgess, Erin disaggregate from monthly to daily time series Jul 27, 2009

J

Joshua Ulrich disaggregate from monthly to daily time series Jul 27, 2009

J

John P. Burkett disaggregate from monthly to daily time series Jul 27, 2009

J

John P. Burkett disaggregate from monthly to daily time series Jul 27, 2009

J

Joshua Ulrich disaggregate from monthly to daily time series Jul 27, 2009

disaggregate from monthly to daily time series

1 msg Jul 27

R

Robert Sams disaggregate from monthly to daily time series Jul 27, 2009

Coercion problem in RBloomberg

3 msgs Jul 27

K

Keith Sabol Coercion problem in RBloomberg Jul 8, 2009

S

Spencer Graves Coercion problem in RBloomberg Jul 10, 2009

A

Ana Nelson Coercion problem in RBloomberg Jul 27, 2009

how to smooth timeseries without the lagging?

7 msgs Jul 27

M

Michael how to smooth timeseries without the lagging? Jul 24, 2009

J

Josuah Rechtsteiner how to smooth timeseries without the lagging? Jul 25, 2009

S

Sean Carmody how to smooth timeseries without the lagging? Jul 25, 2009

M

michael.sankowski at gmail.com how to smooth timeseries without the lagging? Jul 25, 2009

E

Eric Zivot how to smooth timeseries without the lagging? Jul 25, 2009

M

michael.sankowski at gmail.com how to smooth timeseries without the lagging? Jul 26, 2009

G

Gerard M. Keogh how to smooth timeseries without the lagging? Jul 27, 2009

Version 0.7 of package tsDyn, nonlinear time series

1 msg Jul 27

M

Matthieu Stigler Version 0.7 of package tsDyn, nonlinear time series Jul 27, 2009

Fitting and testing copula-functions

1 msg Jul 26

J

John Seppänen Fitting and testing copula-functions Jul 26, 2009

Read timeseries from csv file with xts or quantmod

8 msgs Jul 24

M

Mark Breman Read timeseries from csv file with xts or quantmod Jul 24, 2009

A

Achim Zeileis Read timeseries from csv file with xts or quantmod Jul 24, 2009

J

Jeff Ryan Read timeseries from csv file with xts or quantmod Jul 24, 2009

M

Mark Breman Read timeseries from csv file with xts or quantmod Jul 24, 2009

M

Mark Breman Read timeseries from csv file with xts or quantmod Jul 24, 2009

G

Gabor Grothendieck Read timeseries from csv file with xts or quantmod Jul 24, 2009

J

Joshua Ulrich Read timeseries from csv file with xts or quantmod Jul 24, 2009

M

Mark Breman Read timeseries from csv file with xts or quantmod Jul 24, 2009

For pricing Bond Library ?

8 msgs Jul 24

J

Josh C. Chien For pricing Bond Library ? Jul 23, 2009

K

Khanh Nguyen For pricing Bond Library ? Jul 23, 2009

D

Dirk Eddelbuettel For pricing Bond Library ? Jul 24, 2009

S

Spencer Graves For pricing Bond Library ? Jul 24, 2009

B

Brian G. Peterson For pricing Bond Library ? Jul 24, 2009

K

Khanh Nguyen For pricing Bond Library ? Jul 24, 2009

S

Spencer Graves For pricing Bond Library ? Jul 24, 2009

A

Andrew Piskorski For pricing Bond Library ? Jul 24, 2009

Inequality constraints in GMM estimation?

3 msgs Jul 24

D

David J. Moore, Ph.D. Inequality constraints in GMM estimation? Jul 18, 2009

S

Spencer Graves Inequality constraints in GMM estimation? Jul 22, 2009

D

David J. Moore, Ph.D. Inequality constraints in GMM estimation? Jul 24, 2009

LPPL model for bubble burst forcasting

10 msgs Jul 23

W

Wind LPPL model for bubble burst forcasting Jul 16, 2009

B

Brian G. Peterson LPPL model for bubble burst forcasting Jul 16, 2009

W

Wind LPPL model for bubble burst forcasting Jul 16, 2009

W

Wind LPPL model for bubble burst forcasting Jul 17, 2009

W

Wind LPPL model for bubble burst forcasting Jul 17, 2009

G

Gabor Grothendieck LPPL model for bubble burst forcasting Jul 17, 2009

W

Wind LPPL model for bubble burst forcasting Jul 17, 2009

W

Wind LPPL model for bubble burst forcasting Jul 20, 2009

B

Brian G. Peterson LPPL model for bubble burst forcasting Jul 20, 2009

W

Wind LPPL model for bubble burst forcasting Jul 23, 2009

Plot.zoo does not take vector parameter for lwd

3 msgs Jul 23

S

Sean Carmody Plot.zoo does not take vector parameter for lwd Jul 23, 2009

G

Gabor Grothendieck Plot.zoo does not take vector parameter for lwd Jul 23, 2009

S

Sean Carmody Plot.zoo does not take vector parameter for lwd Jul 23, 2009

quantmod Charting

5 msgs Jul 23

J

James Klingsporn quantmod Charting Jul 23, 2009

B

Brian G. Peterson quantmod Charting Jul 23, 2009

J

James Klingsporn quantmod Charting Jul 23, 2009

J

Jeff Ryan quantmod Charting Jul 23, 2009

J

Jeff Ryan quantmod Charting Jul 23, 2009

Index time change when coercing zoo object to xts

4 msgs Jul 23

T

Tseng Ko Index time change when coercing zoo object to xts Jul 23, 2009

B

Brian G. Peterson Index time change when coercing zoo object to xts Jul 23, 2009

G

Gabor Grothendieck Index time change when coercing zoo object to xts Jul 23, 2009

J

Jeff Ryan Index time change when coercing zoo object to xts Jul 23, 2009

Pattern recognition in timeseries data

4 msgs Jul 21

M

Mark Leeds Pattern recognition in timeseries data Jul 21, 2009

M

Mark Breman Pattern recognition in timeseries data Jul 21, 2009

C

Charles Ward Pattern recognition in timeseries data Jul 21, 2009

M

Mark Breman Pattern recognition in timeseries data Jul 21, 2009

Pattern recognition in timeseries data

5 msgs Jul 21

M

Mark Breman Pattern recognition in timeseries data Jul 20, 2009

J

Joshua Ulrich Pattern recognition in timeseries data Jul 21, 2009

M

Mark Breman Pattern recognition in timeseries data Jul 21, 2009

D

Daniel Cegiełka Pattern recognition in timeseries data Jul 21, 2009

M

Mark Breman Pattern recognition in timeseries data Jul 21, 2009

COPULA package in R ~ need help on error message

1 msg Jul 21

A

Andy Zhu COPULA package in R ~ need help on error message Jul 21, 2009

COPULA package in R ~ need help on error message

1 msg Jul 20

A

Andy Zhu COPULA package in R ~ need help on error message Jul 20, 2009

termstrc's bonds dataset creation

2 msgs Jul 20

H

Hsiao-nan Cheung termstrc's bonds dataset creation Jul 18, 2009

S

Spencer Graves termstrc's bonds dataset creation Jul 20, 2009

Best practice in trading model reporting (PerformanceAnalytics)

2 msgs Jul 20

Z

Zanella Marco Best practice in trading model reporting (PerformanceAnalytics) Jul 20, 2009

P

Peter Carl Best practice in trading model reporting (PerformanceAnalytics) Jul 20, 2009

COPULA package in R ~ need help on error message

1 msg Jul 20

B

bonjourbc9 COPULA package in R ~ need help on error message Jul 20, 2009

Random numbers with positive skewness

3 msgs Jul 20

J

James Toll Random numbers with positive skewness Jul 17, 2009

D

davidr at rhotrading.com Random numbers with positive skewness Jul 20, 2009

S

Spencer Graves Random numbers with positive skewness Jul 20, 2009

American Option implied volatility

2 msgs Jul 20

R

Ravi S. Shankar American Option implied volatility Jul 20, 2009

D

davidr at rhotrading.com American Option implied volatility Jul 20, 2009

Questions/issues about new Tradesys package

1 msg Jul 20

M

Mark Breman Questions/issues about new Tradesys package Jul 20, 2009

R-finance frameworks (was "Backtesting trade systems")

1 msg Jul 20

B

Bengoechea Bartolomé Enrique (SIES 73) R-finance frameworks (was "Backtesting trade systems") Jul 20, 2009

high frequency data

2 msgs Jul 18

Z

zubin high frequency data Jul 18, 2009

J

Jeff Ryan high frequency data Jul 18, 2009

Inequality constraints in GMM estimation?

1 msg Jul 18

L

Liviu Andronic Inequality constraints in GMM estimation? Jul 18, 2009

Inequality constraints in GMM estimation?

2 msgs Jul 18

D

David J. Moore, Ph.D. Inequality constraints in GMM estimation? Jul 17, 2009

L

Liviu Andronic Inequality constraints in GMM estimation? Jul 18, 2009

Turtle demo (was 'Backtesting...')

1 msg Jul 17

S

Steve Wisdom Turtle demo (was 'Backtesting...') Jul 17, 2009

quantmod:indicators with different colors

3 msgs Jul 17

M

Michael quantmod:indicators with different colors Jul 17, 2009

J

Jeff Ryan quantmod:indicators with different colors Jul 17, 2009

M

Michael quantmod:indicators with different colors Jul 17, 2009

Backtesting trade systems

1 msg Jul 17

R

Robert Sams Backtesting trade systems Jul 17, 2009

Backtesting trade systems

6 msgs Jul 17

R

Robert Sams Backtesting trade systems Jul 16, 2009

M

Mark Breman Backtesting trade systems Jul 16, 2009

J

Jeff Ryan Backtesting trade systems Jul 16, 2009

J

Joshua Ulrich Backtesting trade systems Jul 16, 2009

P

Peter Carl Backtesting trade systems Jul 16, 2009

M

Mark Breman Backtesting trade systems Jul 17, 2009

practicability of variance decomposition

2 msgs Jul 16

R

Ron Michael practicability of variance decomposition Jul 16, 2009

E

Eric Zivot practicability of variance decomposition Jul 16, 2009

comparison of trading rules

2 msgs Jul 16

R

Robert Sams comparison of trading rules Jul 16, 2009

M

Murali.MENON at fortisinvestments.com comparison of trading rules Jul 16, 2009

Backtesting trade systems

2 msgs Jul 16

M

Mark Breman Backtesting trade systems Jul 16, 2009

A

Adrian Dragulescu Backtesting trade systems Jul 16, 2009

Reminder: CFE 2009 Submission Deadline

1 msg Jul 15

A

Achim Zeileis Reminder: CFE 2009 Submission Deadline Jul 15, 2009

rmetrics portfolio backtesting limitations question

4 msgs Jul 15

A

Andrew rmetrics portfolio backtesting limitations question Jul 9, 2009

A

Andrew rmetrics portfolio backtesting limitations question Jul 10, 2009

S

Spencer Graves rmetrics portfolio backtesting limitations question Jul 12, 2009

A

Andrew rmetrics portfolio backtesting limitations question Jul 15, 2009

financial series: waveslim, brainwaver, wavetresh and fractal

5 msgs Jul 15

S

stvienna wiener financial series: waveslim, brainwaver, wavetresh and fractal Jul 9, 2009

S

Spencer Graves financial series: waveslim, brainwaver, wavetresh and fractal Jul 11, 2009

S

stvienna wiener financial series: waveslim, brainwaver, wavetresh and fractal Jul 15, 2009

S

Spencer Graves financial series: waveslim, brainwaver, wavetresh and fractal Jul 15, 2009

S

stvienna wiener financial series: waveslim, brainwaver, wavetresh and fractal Jul 15, 2009

comparison of trading rules

1 msg Jul 15

M

Mark Leeds comparison of trading rules Jul 15, 2009

Obtaining short-run parameters and error correction coefficients

1 msg Jul 15

H

Hammed Amusa Obtaining short-run parameters and error correction coefficients Jul 15, 2009

xts question: how to get previous row?

5 msgs Jul 15

M

Mark Breman xts question: how to get previous row? Jul 12, 2009

D

Dirk Eddelbuettel xts question: how to get previous row? Jul 13, 2009

M

Murali.MENON at fortisinvestments.com xts question: how to get previous row? Jul 13, 2009

M

Mark Breman xts question: how to get previous row? Jul 13, 2009

J

Joshua Ulrich xts question: how to get previous row? Jul 15, 2009

comparison of trading rules

1 msg Jul 15

M

Murali.MENON at fortisinvestments.com comparison of trading rules Jul 15, 2009

process order-book/trade data

3 msgs Jul 14

S

suneel process order-book/trade data Jul 14, 2009

C

Carlos J. Gil Bellosta process order-book/trade data Jul 14, 2009

B

Brian G. Peterson process order-book/trade data Jul 14, 2009

Problem with GroupedData

2 msgs Jul 14

F

FMH Problem with GroupedData Jul 14, 2009

B

Brian G. Peterson Problem with GroupedData Jul 14, 2009

Extracting the n-step-ahead estimates from fGarch

1 msg Jul 14

B

Brian G. Peterson Extracting the n-step-ahead estimates from fGarch Jul 14, 2009

Extracting implied probabilities

1 msg Jul 14

R

Robert Sams Extracting implied probabilities Jul 14, 2009

Extracting implied probabilities

1 msg Jul 14

R

Ravi S. Shankar Extracting implied probabilities Jul 14, 2009

xts question: how to get previous row?

1 msg Jul 13

S

Sandor Benczik xts question: how to get previous row? Jul 13, 2009

Finance Data

3 msgs Jul 12

M

malcolm Crouch Finance Data Jul 11, 2009

J

Joshua Ulrich Finance Data Jul 11, 2009

B

Brian G. Peterson Finance Data Jul 12, 2009

PerformanceAnalytics - Error in UseMethod("time<-")

6 msgs Jul 12

H

Heiko Mayer PerformanceAnalytics - Error in UseMethod("time<-") Jul 11, 2009

J

Jeff Ryan PerformanceAnalytics - Error in UseMethod("time<-") Jul 11, 2009

G

Gabor Grothendieck PerformanceAnalytics - Error in UseMethod("time<-") Jul 11, 2009

H

Heiko Mayer PerformanceAnalytics - Error in UseMethod("time<-") Jul 12, 2009

G

Gabor Grothendieck PerformanceAnalytics - Error in UseMethod("time<-") Jul 12, 2009

H

Heiko Mayer PerformanceAnalytics - Error in UseMethod("time<-") Jul 12, 2009

[Plr-general] request for input -- good example needed for PGDay lightning-talk

1 msg Jul 11

C

Christian Gunning request for input -- good example needed for PGDay lightning-talk Jul 11, 2009

Extracting AIC or Log-Likelihood from a fitted GARCH

1 msg Jul 10

M

Murilo Eiji Doi Extracting AIC or Log-Likelihood from a fitted GARCH Jul 10, 2009

PDF Reader

4 msgs Jul 10

C

Chiquoine, Ben PDF Reader Jul 10, 2009

A

Adrian Dragulescu PDF Reader Jul 10, 2009

B

Brian G. Peterson PDF Reader Jul 10, 2009

C

Chiquoine, Ben PDF Reader Jul 10, 2009

Normalization and Cointegrating Vectors from VECM analysis

2 msgs Jul 10

H

Hammed Normalization and Cointegrating Vectors from VECM analysis Jul 9, 2009

G

Guy Yollin Normalization and Cointegrating Vectors from VECM analysis Jul 10, 2009

RBloomberg warning message

3 msgs Jul 9

B

Bengoechea Bartolomé Enrique (SIES 73) RBloomberg warning message Jul 9, 2009

A

Ana Nelson RBloomberg warning message Jul 9, 2009

S

Sergey Goriatchev RBloomberg warning message Jul 9, 2009

Re[R-sig-finance] uters data

2 msgs Jul 9

M

Megh Dal Re[R-sig-finance] uters data Jul 8, 2009

A

Ana Nelson Re[R-sig-finance] uters data Jul 9, 2009

RBloomberg warning message

2 msgs Jul 8

R

Robert Sams RBloomberg warning message Jul 8, 2009

S

Sergey Goriatchev RBloomberg warning message Jul 8, 2009

RBloomberg warning message

4 msgs Jul 8

S

Sergey Goriatchev RBloomberg warning message Jul 7, 2009

A

Ana Nelson RBloomberg warning message Jul 7, 2009

V

Voss, Kent RBloomberg warning message Jul 8, 2009

S

Sergey Goriatchev RBloomberg warning message Jul 8, 2009

Date format with RBloomberg and timeSeries

3 msgs Jul 8

O

Olivier Schmitt Date format with RBloomberg and timeSeries Jul 8, 2009

A

Ana Nelson Date format with RBloomberg and timeSeries Jul 8, 2009

O

Olivier Schmitt Date format with RBloomberg and timeSeries Jul 8, 2009

Preventing active-neutral-active bouncing signals by staying neutral

2 msgs Jul 8

M

Murali.MENON at fortisinvestments.com Preventing active-neutral-active bouncing signals by staying neutral Jul 8, 2009

G

Gabor Grothendieck Preventing active-neutral-active bouncing signals by staying neutral Jul 8, 2009

getting xts endpoints() and apply.daiy() to work with local TZ?

2 msgs Jul 8

C

Christian Gunning getting xts endpoints() and apply.daiy() to work with local TZ? Jul 7, 2009

J

Jeff Ryan getting xts endpoints() and apply.daiy() to work with local TZ? Jul 8, 2009

RBloomberg warning message

1 msg Jul 8

S

Sergey Goriatchev RBloomberg warning message Jul 8, 2009

Is there any great & efficient Financial engineering package ?

3 msgs Jul 6

J

Josh C. Chien Is there any great & efficient Financial engineering package ? Jul 6, 2009

W

Whit Armstrong Is there any great & efficient Financial engineering package ? Jul 6, 2009

B

Brian G. Peterson Is there any great & efficient Financial engineering package ? Jul 6, 2009

insert element in IBrokers/XTS time series?

5 msgs Jul 6

M

Michael insert element in IBrokers/XTS time series? Jul 3, 2009

M

Michael insert element in IBrokers/XTS time series? Jul 3, 2009

S

Sean Carmody insert element in IBrokers/XTS time series? Jul 4, 2009

M

Michael insert element in IBrokers/XTS time series? Jul 4, 2009

J

Jeff Ryan insert element in IBrokers/XTS time series? Jul 6, 2009

Does any one know how to program difference-in-difference in panel data with R-program ?

3 msgs Jul 6

S

sk lai Does any one know how to program difference-in-difference in panel data with R-program ? Jul 3, 2009

B

Brian G. Peterson Does any one know how to program difference-in-difference in panel data with R-program ? Jul 6, 2009

R

Robert Iquiapaza Does any one know how to program difference-in-difference in panel data with R-program ? Jul 6, 2009

insert element in IBrokers/XTS time series?

3 msgs Jul 5

M

Michael insert element in IBrokers/XTS time series? Jul 5, 2009

S

Sean Carmody insert element in IBrokers/XTS time series? Jul 5, 2009

S

Sean Carmody insert element in IBrokers/XTS time series? Jul 5, 2009

Rank

9 msgs Jul 3

R

Ron Michael Rank Jul 2, 2009

E

Enrico Schumann Rank Jul 3, 2009

R

Ron Michael Rank Jul 3, 2009

M

Matthieu Stigler Rank Jul 3, 2009

R

Ron Michael Rank Jul 3, 2009

J

John C Frain Rank Jul 3, 2009

R

Ron Michael Rank Jul 3, 2009

E

Eric Zivot Rank Jul 3, 2009

J

John C Frain Rank Jul 3, 2009

IBrokers date/time index?

2 msgs Jul 3

M

Michael IBrokers date/time index? Jul 3, 2009

J

Jeff Ryan IBrokers date/time index? Jul 3, 2009

3rd R/Rmetrics Workshop 2009 - Presentation Online

1 msg Jul 3

Y

Yohan Chalabi 3rd R/Rmetrics Workshop 2009 - Presentation Online Jul 3, 2009

Help on constrained regression

3 msgs Jul 2

S

Spencer Graves Help on constrained regression Jul 2, 2009

R

R_help Help Help on constrained regression Jul 2, 2009

S

Spencer Graves Help on constrained regression Jul 2, 2009

IBrokers and automatic submission of orders?

5 msgs Jul 2

M

Michael IBrokers and automatic submission of orders? Jul 1, 2009

C

Cedrick Johnson IBrokers and automatic submission of orders? Jul 1, 2009

J

Jeff Ryan IBrokers and automatic submission of orders? Jul 2, 2009

C

Cedrick Johnson IBrokers and automatic submission of orders? Jul 2, 2009

B

B Kim IBrokers and automatic submission of orders? Jul 2, 2009

Value-at-Risk

14 msgs Jul 2

W

Wei-han Liu Value-at-Risk Jul 1, 2009

D

Debashis Dutta Value-at-Risk Jul 1, 2009

M

Murali.MENON at fortisinvestments.com Value-at-Risk Jul 1, 2009

B

Brian G. Peterson Value-at-Risk Jul 1, 2009

B

Brian G. Peterson Value-at-Risk Jul 1, 2009

D

Debashis Dutta Value-at-Risk Jul 1, 2009

P

Patrick Burns Value-at-Risk Jul 1, 2009

D

Debashis Dutta Value-at-Risk Jul 1, 2009

W

Wei-han Liu Value-at-Risk Jul 1, 2009

P

Patrick Burns Value-at-Risk Jul 2, 2009

P

Patrick Burns Value-at-Risk Jul 2, 2009

W

Wei-han Liu Value-at-Risk Jul 2, 2009

P

Patrick Burns Value-at-Risk Jul 2, 2009

E

Eric Zivot Value-at-Risk Jul 2, 2009

Earliest available data on yahoo to download

10 msgs Jul 2

R

R_help Help Earliest available data on yahoo to download Jul 1, 2009

J

Joshua Ulrich Earliest available data on yahoo to download Jul 1, 2009

S

Sean Carmody Earliest available data on yahoo to download Jul 1, 2009

R

R_help Help Earliest available data on yahoo to download Jul 1, 2009

R

R_help Help Earliest available data on yahoo to download Jul 1, 2009

S

Sean Carmody Earliest available data on yahoo to download Jul 1, 2009

R

R_help Help Earliest available data on yahoo to download Jul 1, 2009

J

Joshua Ulrich Earliest available data on yahoo to download Jul 1, 2009

G

Gabor Grothendieck Earliest available data on yahoo to download Jul 1, 2009

J

Jeff Ryan Earliest available data on yahoo to download Jul 2, 2009

garchFit help page examples do not converge

1 msg Jul 1

R

Ron Burns garchFit help page examples do not converge Jul 1, 2009

Calculating returns

1 msg Jul 1

A

Andy Zhu Calculating returns Jul 1, 2009

Calculating returns

1 msg Jul 1

J

John Kerpel Calculating returns Jul 1, 2009

Value-at-Risk

1 msg Jul 1

R

Robert Iquiapaza Value-at-Risk Jul 1, 2009

How can I do this better (handling "realtime" macroeconomic data)?

2 msgs Jul 1

A

Ajay Shah How can I do this better (handling "realtime" macroeconomic data)? Jun 30, 2009

G

Gabor Grothendieck How can I do this better (handling "realtime" macroeconomic data)? Jul 1, 2009