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R-SIG-Finance May 2010

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Monday, May 31, 2010 1 email
Ana Nelson How to use RDCOMClient (RBloomberg 0.1-11) without Admin rights
Friday, May 28, 2010 7 emails
Jorge Nieves ta-lib & quantlib libraries for R Dirk Eddelbuettel ta-lib & quantlib libraries for R Jorge Nieves ta-lib & quantlib libraries for R Khanh Nguyen ta-lib & quantlib libraries for R schubert How to use RDCOMClient (RBloomberg 0.1-11) without Admin rights Jorge Nieves ta-lib & quantlib libraries for R Jorge Nieves ta-lib & quantlib libraries for R
Thursday, May 27, 2010 2 emails
Alexios Ghalanos Help with ugarchfit in rgarch library to estimate egarch (or igarch) models Richard Herron Help with ugarchfit in rgarch library to estimate egarch (or igarch) models
Wednesday, May 26, 2010 6 emails
Diethelm Wuertz R/Rmetrics Meielisalp Summer School and User/Developer Workshop 2010 Jorge Nieves ta-lib & quantlib libraries for R Dirk Eddelbuettel ta-lib & quantlib libraries for R Jeff Ryan ta-lib & quantlib libraries for R Samuel Le ta-lib & quantlib libraries for R balakrishnan.ilango at thomsonreuters.com ta-lib & quantlib libraries for R
Tuesday, May 25, 2010 9 emails
Jeff Ryan can I 'attach' a zoo object? Ajay Shah can I 'attach' a zoo object? Gabor Grothendieck can I 'attach' a zoo object? Ajay Shah can I 'attach' a zoo object? Matthieu Stigler can I 'attach' a zoo object? Achim Zeileis can I 'attach' a zoo object? Gabor Grothendieck can I 'attach' a zoo object? Brian G. Peterson can I 'attach' a zoo object? Matthieu Stigler can I 'attach' a zoo object?
Thursday, May 20, 2010 5 emails
R P Herrold tick data sources R P Herrold hourly historical prices? Jeff D. Hamann hourly historical prices? Daniel Cegiełka tick data sources Geoffrey Smith tick data sources
Tuesday, May 18, 2010 2 emails
Jeff Ryan R + HDF5 + Pytables Daniel Cegiełka R + HDF5 + Pytables
Monday, May 17, 2010 3 emails
Manoj R + HDF5 + Pytables Daniel Cegiełka R + HDF5 + Pytables Manoj R + HDF5 + Pytables
Sunday, May 16, 2010 3 emails
Jeff Ryan xts - Is there a quick and dirty way tomanually edit an xts object ? Dirk Eddelbuettel xts - Is there a quick and dirty way to manually edit an xts object ? Me xts - Is there a quick and dirty way to manually edit an xts object ?
Saturday, May 15, 2010 2 emails
Andreas Klein Robust standard error for a time series mean. Andreas Klein Robust standard error for a time series mean.
Friday, May 14, 2010 1 email
Michael Sun ARMA(1,1)-GARCH(1,1) rolling estimation
Thursday, May 13, 2010 6 emails
Matthieu Stigler ARMA(1,1)-GARCH(1,1) rolling estimation Michael Sun ARMA(1,1)-GARCH(1,1) rolling estimation Guy Yollin Pair Trade Me Pair Trade Trey Johnson Pair Trade German Creamer Conference on Modeling High Frequency Data in Finance II
Wednesday, May 12, 2010 3 emails
Gabor Grothendieck Replacing zoo time series values Jeff Ryan Replacing zoo time series values Research Replacing zoo time series values
Tuesday, May 11, 2010 4 emails
Valentin Dimitrov fGarch, garchFit - how to set the initial variance? Giuseppe Milicia PerformanceAnalytics - small problem with Return.excess Brian G. Peterson PerformanceAnalytics - small problem with Return.excess Wolfgang Wu Blotter - Setting up a futures_series
Monday, May 10, 2010 5 emails
Giuseppe Milicia PerformanceAnalytics - small problem with Return.excess Joshua Ulrich time series aggregating error message Jeff Ryan time series aggregating error message Joshua Ulrich time series aggregating error message Michael Sun time series aggregating error message
Sunday, May 9, 2010 2 emails
Brian G. Peterson ksmooth Function in Library ("stats") Yaakov Moser fPortfolio - Problem with constraints
Saturday, May 8, 2010 2 emails
Josh C. Chien ksmooth Function in Library ("stats") Matthieu Stigler Johansen
Friday, May 7, 2010 1 email
karla hernandez villafuerte Johansen
Thursday, May 6, 2010 7 emails
Maxime S. Problem with rgarch package Joshua Ulrich Problem with rgarch package Maxime S. Problem with rgarch package Brian G. Peterson PerformanceAnalytics - small problem with Return.excess Giuseppe Milicia PerformanceAnalytics - small problem with Return.excess Brian G. Peterson Blotter - Setting up a futures_series Wolfgang Wu Blotter - Setting up a futures_series
Tuesday, May 4, 2010 1 email
sue at xlsolutions-corp.com Openings in the Consulting Department of XLSolutions Corp
Monday, May 3, 2010 2 emails
Matthieu Stigler Cointegration, more than one structural break karla hernandez villafuerte Cointegration, more than one structural break
Sunday, May 2, 2010 1 email
Whit Armstrong 'tail' method for its object
Saturday, May 1, 2010 1 email
Shekhar Gupta Recent graduate looking for a job
Friday, April 30, 2010 1 email
Alexios Ghalanos How to include additional explanatory variables in the GARCH variance equation?