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R-SIG-Finance May 2010

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Achim Zeileis

Last active: May 25, 2010
1 msg
Achim Zeileis can I 'attach' a zoo object? May 25, 2010

Ajay Shah

Last active: May 25, 2010
2 msgs
Ajay Shah can I 'attach' a zoo object? May 25, 2010 Ajay Shah can I 'attach' a zoo object? May 25, 2010

Alexios Ghalanos

Last active: May 27, 2010
2 msgs
Alexios Ghalanos How to include additional explanatory variables in the GARCH variance equation? Apr 30, 2010 Alexios Ghalanos Help with ugarchfit in rgarch library to estimate egarch (or igarch) models May 27, 2010

Ana Nelson

Last active: May 31, 2010
1 msg
Ana Nelson How to use RDCOMClient (RBloomberg 0.1-11) without Admin rights May 31, 2010

Andreas Klein

Last active: May 15, 2010
2 msgs
Andreas Klein Robust standard error for a time series mean. May 15, 2010 Andreas Klein Robust standard error for a time series mean. May 15, 2010

Brian G. Peterson

Last active: May 25, 2010
5 msgs
Brian G. Peterson Blotter - Setting up a futures_series May 6, 2010 Brian G. Peterson PerformanceAnalytics - small problem with Return.excess May 6, 2010 Brian G. Peterson ksmooth Function in Library ("stats") May 9, 2010 Brian G. Peterson PerformanceAnalytics - small problem with Return.excess May 11, 2010 Brian G. Peterson can I 'attach' a zoo object? May 25, 2010

Daniel Cegiełka

Last active: May 20, 2010
3 msgs
Daniel Cegiełka R + HDF5 + Pytables May 17, 2010 Daniel Cegiełka R + HDF5 + Pytables May 18, 2010 Daniel Cegiełka tick data sources May 20, 2010

Diethelm Wuertz

Last active: May 26, 2010
1 msg
Diethelm Wuertz R/Rmetrics Meielisalp Summer School and User/Developer Workshop 2010 May 26, 2010

Dirk Eddelbuettel

Last active: May 28, 2010
3 msgs
Dirk Eddelbuettel xts - Is there a quick and dirty way to manually edit an xts object ? May 16, 2010 Dirk Eddelbuettel ta-lib & quantlib libraries for R May 26, 2010 Dirk Eddelbuettel ta-lib & quantlib libraries for R May 28, 2010

Gabor Grothendieck

Last active: May 25, 2010
3 msgs
Gabor Grothendieck Replacing zoo time series values May 12, 2010 Gabor Grothendieck can I 'attach' a zoo object? May 25, 2010 Gabor Grothendieck can I 'attach' a zoo object? May 25, 2010

Geoffrey Smith

Last active: May 20, 2010
1 msg
Geoffrey Smith tick data sources May 20, 2010

German Creamer

Last active: May 13, 2010
1 msg
German Creamer Conference on Modeling High Frequency Data in Finance II May 13, 2010

Giuseppe Milicia

Last active: May 11, 2010
3 msgs
Giuseppe Milicia PerformanceAnalytics - small problem with Return.excess May 6, 2010 Giuseppe Milicia PerformanceAnalytics - small problem with Return.excess May 10, 2010 Giuseppe Milicia PerformanceAnalytics - small problem with Return.excess May 11, 2010

Guy Yollin

Last active: May 13, 2010
1 msg
Guy Yollin Pair Trade May 13, 2010

Jeff D. Hamann

Last active: May 20, 2010
1 msg
Jeff D. Hamann hourly historical prices? May 20, 2010

Jeff Ryan

Last active: May 26, 2010
6 msgs
Jeff Ryan time series aggregating error message May 10, 2010 Jeff Ryan Replacing zoo time series values May 12, 2010 Jeff Ryan xts - Is there a quick and dirty way tomanually edit an xts object ? May 16, 2010 Jeff Ryan R + HDF5 + Pytables May 18, 2010 Jeff Ryan can I 'attach' a zoo object? May 25, 2010 Jeff Ryan ta-lib & quantlib libraries for R May 26, 2010

Jorge Nieves

Last active: May 28, 2010
5 msgs
Jorge Nieves ta-lib & quantlib libraries for R May 26, 2010 Jorge Nieves ta-lib & quantlib libraries for R May 28, 2010 Jorge Nieves ta-lib & quantlib libraries for R May 28, 2010 Jorge Nieves ta-lib & quantlib libraries for R May 28, 2010 Jorge Nieves ta-lib & quantlib libraries for R May 28, 2010

Josh C. Chien

Last active: May 8, 2010
1 msg
Josh C. Chien ksmooth Function in Library ("stats") May 8, 2010

Joshua Ulrich

Last active: May 10, 2010
3 msgs
Joshua Ulrich Problem with rgarch package May 6, 2010 Joshua Ulrich time series aggregating error message May 10, 2010 Joshua Ulrich time series aggregating error message May 10, 2010

Khanh Nguyen

Last active: May 28, 2010
1 msg
Khanh Nguyen ta-lib & quantlib libraries for R May 28, 2010

Manoj

Last active: May 17, 2010
2 msgs
Manoj R + HDF5 + Pytables May 17, 2010 Manoj R + HDF5 + Pytables May 17, 2010

Matthieu Stigler

Last active: May 25, 2010
5 msgs
Matthieu Stigler Cointegration, more than one structural break May 3, 2010 Matthieu Stigler Johansen May 8, 2010 Matthieu Stigler ARMA(1,1)-GARCH(1,1) rolling estimation May 13, 2010 Matthieu Stigler can I 'attach' a zoo object? May 25, 2010 Matthieu Stigler can I 'attach' a zoo object? May 25, 2010

Maxime S.

Last active: May 6, 2010
2 msgs
Maxime S. Problem with rgarch package May 6, 2010 Maxime S. Problem with rgarch package May 6, 2010

Me

Last active: May 16, 2010
2 msgs
Me Pair Trade May 13, 2010 Me xts - Is there a quick and dirty way to manually edit an xts object ? May 16, 2010

Michael Sun

Last active: May 14, 2010
3 msgs
Michael Sun time series aggregating error message May 10, 2010 Michael Sun ARMA(1,1)-GARCH(1,1) rolling estimation May 13, 2010 Michael Sun ARMA(1,1)-GARCH(1,1) rolling estimation May 14, 2010

R P Herrold

Last active: May 20, 2010
2 msgs
R P Herrold hourly historical prices? May 20, 2010 R P Herrold tick data sources May 20, 2010

Research

Last active: May 12, 2010
1 msg
Research Replacing zoo time series values May 12, 2010

Richard Herron

Last active: May 27, 2010
1 msg
Richard Herron Help with ugarchfit in rgarch library to estimate egarch (or igarch) models May 27, 2010

Samuel Le

Last active: May 26, 2010
1 msg
Samuel Le ta-lib & quantlib libraries for R May 26, 2010

Shekhar Gupta

Last active: May 1, 2010
1 msg
Shekhar Gupta Recent graduate looking for a job May 1, 2010

Trey Johnson

Last active: May 13, 2010
1 msg
Trey Johnson Pair Trade May 13, 2010

Valentin Dimitrov

Last active: May 11, 2010
1 msg
Valentin Dimitrov fGarch, garchFit - how to set the initial variance? May 11, 2010

Whit Armstrong

Last active: May 2, 2010
1 msg
Whit Armstrong 'tail' method for its object May 2, 2010

Wolfgang Wu

Last active: May 11, 2010
2 msgs
Wolfgang Wu Blotter - Setting up a futures_series May 6, 2010 Wolfgang Wu Blotter - Setting up a futures_series May 11, 2010

Yaakov Moser

Last active: May 9, 2010
1 msg
Yaakov Moser fPortfolio - Problem with constraints May 9, 2010

balakrishnan.ilango at thomsonreuters.com

Last active: May 26, 2010
1 msg
balakrishnan.ilango at thomsonreuters.com ta-lib & quantlib libraries for R May 26, 2010

karla hernandez villafuerte

Last active: May 7, 2010
2 msgs
karla hernandez villafuerte Cointegration, more than one structural break May 3, 2010 karla hernandez villafuerte Johansen May 7, 2010

schubert

Last active: May 28, 2010
1 msg
schubert How to use RDCOMClient (RBloomberg 0.1-11) without Admin rights May 28, 2010

sue at xlsolutions-corp.com

Last active: May 4, 2010
1 msg
sue at xlsolutions-corp.com Openings in the Consulting Department of XLSolutions Corp May 4, 2010