R-SIG-Finance May 2010

'tail' method for its object

W

1 msg · May 2

W

Whit Armstrong 'tail' method for its object May 2, 2010

ARMA(1,1)-GARCH(1,1) rolling estimation

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M

3 msgs · May 13 – May 14

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Michael Sun ARMA(1,1)-GARCH(1,1) rolling estimation May 13, 2010

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Matthieu Stigler ARMA(1,1)-GARCH(1,1) rolling estimation May 13, 2010

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Michael Sun ARMA(1,1)-GARCH(1,1) rolling estimation May 14, 2010

Blotter - Setting up a futures_series

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B

3 msgs · May 6 – May 11

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Wolfgang Wu Blotter - Setting up a futures_series May 6, 2010

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Brian G. Peterson Blotter - Setting up a futures_series May 6, 2010

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Wolfgang Wu Blotter - Setting up a futures_series May 11, 2010

Cointegration, more than one structural break

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M

2 msgs · May 3 – May 3

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karla hernandez villafuerte Cointegration, more than one structural break May 3, 2010

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Matthieu Stigler Cointegration, more than one structural break May 3, 2010

Conference on Modeling High Frequency Data in Finance II

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1 msg · May 13

G

German Creamer Conference on Modeling High Frequency Data in Finance II May 13, 2010

Help with ugarchfit in rgarch library to estimate egarch (or igarch) models

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A

2 msgs · May 27 – May 27

R

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

A

Alexios Ghalanos Help with ugarchfit in rgarch library to estimate egarch (or igarch) models May 27, 2010

How to include additional explanatory variables in the GARCH variance equation?

A

1 msg · Apr 30

A

Alexios Ghalanos How to include additional explanatory variables in the GARCH variance equation? Apr 30, 2010

How to use RDCOMClient (RBloomberg 0.1-11) without Admin rights

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A

2 msgs · May 28 – May 31

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schubert How to use RDCOMClient (RBloomberg 0.1-11) without Admin rights May 28, 2010

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Ana Nelson How to use RDCOMClient (RBloomberg 0.1-11) without Admin rights May 31, 2010

Johansen

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M

2 msgs · May 7 – May 8

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karla hernandez villafuerte Johansen May 7, 2010

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Matthieu Stigler Johansen May 8, 2010

Openings in the Consulting Department of XLSolutions Corp

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1 msg · May 4

S

sue at xlsolutions-corp.com Openings in the Consulting Department of XLSolutions Corp May 4, 2010

Pair Trade

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M

G

3 msgs · May 13 – May 13

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Trey Johnson Pair Trade May 13, 2010

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Me Pair Trade May 13, 2010

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Guy Yollin Pair Trade May 13, 2010

PerformanceAnalytics - small problem with Return.excess

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G

4 msgs · May 6 – May 11

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Brian G. Peterson PerformanceAnalytics - small problem with Return.excess May 6, 2010

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Giuseppe Milicia PerformanceAnalytics - small problem with Return.excess May 10, 2010

B

Brian G. Peterson PerformanceAnalytics - small problem with Return.excess May 11, 2010

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Giuseppe Milicia PerformanceAnalytics - small problem with Return.excess May 11, 2010

PerformanceAnalytics - small problem with Return.excess

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1 msg · May 6

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Giuseppe Milicia PerformanceAnalytics - small problem with Return.excess May 6, 2010

Problem with rgarch package

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J

3 msgs · May 6 – May 6

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Maxime S. Problem with rgarch package May 6, 2010

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Joshua Ulrich Problem with rgarch package May 6, 2010

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Maxime S. Problem with rgarch package May 6, 2010

R + HDF5 + Pytables

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D

J

5 msgs · May 17 – May 18

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Manoj R + HDF5 + Pytables May 17, 2010

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Daniel Cegiełka R + HDF5 + Pytables May 17, 2010

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Manoj R + HDF5 + Pytables May 17, 2010

D

Daniel Cegiełka R + HDF5 + Pytables May 18, 2010

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Jeff Ryan R + HDF5 + Pytables May 18, 2010

R/Rmetrics Meielisalp Summer School and User/Developer Workshop 2010

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1 msg · May 26

D

Diethelm Wuertz R/Rmetrics Meielisalp Summer School and User/Developer Workshop 2010 May 26, 2010

Recent graduate looking for a job

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1 msg · May 1

S

Shekhar Gupta Recent graduate looking for a job May 1, 2010

Replacing zoo time series values

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J

G

3 msgs · May 12 – May 12

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Research Replacing zoo time series values May 12, 2010

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Jeff Ryan Replacing zoo time series values May 12, 2010

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Gabor Grothendieck Replacing zoo time series values May 12, 2010

Robust standard error for a time series mean.

A

2 msgs · May 15 – May 15

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Andreas Klein Robust standard error for a time series mean. May 15, 2010

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Andreas Klein Robust standard error for a time series mean. May 15, 2010

can I 'attach' a zoo object?

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B

G

9 msgs · May 25 – May 25

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Matthieu Stigler can I 'attach' a zoo object? May 25, 2010

B

Brian G. Peterson can I 'attach' a zoo object? May 25, 2010

G

Gabor Grothendieck can I 'attach' a zoo object? May 25, 2010

A

Achim Zeileis can I 'attach' a zoo object? May 25, 2010

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Matthieu Stigler can I 'attach' a zoo object? May 25, 2010

A

Ajay Shah can I 'attach' a zoo object? May 25, 2010

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Gabor Grothendieck can I 'attach' a zoo object? May 25, 2010

A

Ajay Shah can I 'attach' a zoo object? May 25, 2010

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Jeff Ryan can I 'attach' a zoo object? May 25, 2010

fGarch, garchFit - how to set the initial variance?

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1 msg · May 11

V

Valentin Dimitrov fGarch, garchFit - how to set the initial variance? May 11, 2010

fPortfolio - Problem with constraints

Y

1 msg · May 9

Y

Yaakov Moser fPortfolio - Problem with constraints May 9, 2010

hourly historical prices?

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R

2 msgs · May 20 – May 20

J

Jeff D. Hamann hourly historical prices? May 20, 2010

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R P Herrold hourly historical prices? May 20, 2010

ksmooth Function in Library ("stats")

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B

2 msgs · May 8 – May 9

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Josh C. Chien ksmooth Function in Library ("stats") May 8, 2010

B

Brian G. Peterson ksmooth Function in Library ("stats") May 9, 2010

ta-lib & quantlib libraries for R

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S

J

11 msgs · May 26 – May 28

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balakrishnan.ilango at thomsonreuters.com ta-lib & quantlib libraries for R May 26, 2010

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Samuel Le ta-lib & quantlib libraries for R May 26, 2010

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Jeff Ryan ta-lib & quantlib libraries for R May 26, 2010

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Dirk Eddelbuettel ta-lib & quantlib libraries for R May 26, 2010

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Jorge Nieves ta-lib & quantlib libraries for R May 26, 2010

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Jorge Nieves ta-lib & quantlib libraries for R May 28, 2010

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Jorge Nieves ta-lib & quantlib libraries for R May 28, 2010

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Khanh Nguyen ta-lib & quantlib libraries for R May 28, 2010

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Jorge Nieves ta-lib & quantlib libraries for R May 28, 2010

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Dirk Eddelbuettel ta-lib & quantlib libraries for R May 28, 2010

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Jorge Nieves ta-lib & quantlib libraries for R May 28, 2010

tick data sources

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D

R

3 msgs · May 20 – May 20

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Geoffrey Smith tick data sources May 20, 2010

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Daniel Cegiełka tick data sources May 20, 2010

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R P Herrold tick data sources May 20, 2010

time series aggregating error message

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J

J

4 msgs · May 10 – May 10

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Michael Sun time series aggregating error message May 10, 2010

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Joshua Ulrich time series aggregating error message May 10, 2010

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Jeff Ryan time series aggregating error message May 10, 2010

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Joshua Ulrich time series aggregating error message May 10, 2010

xts - Is there a quick and dirty way to manually edit an xts object ?

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D

2 msgs · May 16 – May 16

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Me xts - Is there a quick and dirty way to manually edit an xts object ? May 16, 2010

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Dirk Eddelbuettel xts - Is there a quick and dirty way to manually edit an xts object ? May 16, 2010

xts - Is there a quick and dirty way tomanually edit an xts object ?

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1 msg · May 16

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Jeff Ryan xts - Is there a quick and dirty way tomanually edit an xts object ? May 16, 2010