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R-SIG-Finance May 2013

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MSCI Barra Indicie's
1 msg
Stephen Flynn MSCI Barra Indicie's May 31, 2013
options data
4 msgs
Oleg Mubarakshin options data May 31, 2013
Dominykas Grigonis options data May 31, 2013
Dominykas Grigonis options data May 31, 2013
Frank options data May 31, 2013
ts object
4 msgs
Oleg Mubarakshin ts object May 30, 2013
Deo Jaiswal ts object May 30, 2013
R. Michael Weylandt ts object May 30, 2013
Dominykas Grigonis ts object May 30, 2013
row sum in XTS object
3 msgs
Martin Bauer row sum in XTS object May 28, 2013
Kenneth B Vaughn row sum in XTS object May 28, 2013
Mark Breman row sum in XTS object May 28, 2013
Extracting numeric data from a mixed data .csv file
2 msgs
dae Extracting numeric data from a mixed data .csv file May 26, 2013
C Extracting numeric data from a mixed data .csv file May 27, 2013
R-SIG-Finance Digest, Vol 108, Issue 24
1 msg
C R-SIG-Finance Digest, Vol 108, Issue 24 May 27, 2013
Data frame
2 msgs
towanda.sagitario Data frame May 27, 2013
Brian G. Peterson Data frame May 27, 2013
R/Finance 2013 presentations posted
1 msg
Dirk Eddelbuettel R/Finance 2013 presentations posted May 27, 2013
plots with hystorical data
3 msgs
Alexandra Allexa plots with hystorical data May 24, 2013
Brian G. Peterson plots with hystorical data May 24, 2013
Deo Jaiswal plots with hystorical data May 24, 2013
Garch model
2 msgs
Christofer Bogaso Garch model May 23, 2013
Alexios Ghalanos Garch model May 23, 2013
Error in rugarch ACF squared standardized residuals plot
9 msgs
Jen Bohold Error in rugarch ACF squared standardized residuals plot May 22, 2013
Alexios Ghalanos Error in rugarch ACF squared standardized residuals plot May 22, 2013
Jen Bohold Error in rugarch ACF squared standardized residuals plot May 22, 2013
Alexios Ghalanos Error in rugarch ACF squared standardized residuals plot May 22, 2013
Jen Bohold Error in rugarch ACF squared standardized residuals plot May 22, 2013
Alexios Ghalanos Error in rugarch ACF squared standardized residuals plot May 22, 2013
Peter Allington Error in rugarch ACF squared standardized residuals plot May 22, 2013
Peter Allington Error in rugarch ACF squared standardized residuals plot May 22, 2013
Dirk Eddelbuettel List behavour on R-SIG-Finance May 23, 2013
Rbbg(Bloomberg) time zone problem and xts constructor
1 msg
Nikos Rachmanis Rbbg(Bloomberg) time zone problem and xts constructor May 21, 2013
qmao installation failure
5 msgs
dornan qmao installation failure May 21, 2013
G See qmao installation failure May 21, 2013
tbam qmao installation failure May 21, 2013
G See qmao installation failure May 21, 2013
G See qmao installation failure May 21, 2013
[SPAM] - Rbbg(Bloomberg) time zone problem and xtsconstructor - Email found in subject
1 msg
David Reiner - Rbbg(Bloomberg) time zone problem and xtsconstructor - Email found in subject May 21, 2013
Rbbg(Bloomberg) time zone problem and xts constructor
1 msg
Nikos Rachmanis Rbbg(Bloomberg) time zone problem and xts constructor May 20, 2013
Passing variables...
5 msgs
Dominykas Grigonis Passing variables... May 20, 2013
Deo Jaiswal Passing variables... May 20, 2013
Dominykas Grigonis Passing variables... May 20, 2013
Enrico Schumann Passing variables... May 20, 2013
Dominykas Grigonis Passing variables... May 20, 2013
Is R good for Finance ?
1 msg
Sash Ali Is R good for Finance ? May 20, 2013
Q-Statistics lag order and connection to plot
1 msg
Jen Bohold Q-Statistics lag order and connection to plot May 20, 2013
Interpretation of sign bias test in rugarch output?
1 msg
Jen Bohold Interpretation of sign bias test in rugarch output? May 20, 2013
nested matrices
2 msgs
Yana Roth nested matrices May 20, 2013
R. Michael Weylandt nested matrices May 20, 2013
CVA functionality in R?
2 msgs
Keith S Weintraub CVA functionality in R? May 18, 2013
sven duve CVA functionality in R? May 18, 2013
Error message of rmgarch package
2 msgs
Gmail Error message of rmgarch package May 18, 2013
Alexios Ghalanos Error message of rmgarch package May 18, 2013
Different results between Box-Ljung test and ARCHLM test?
1 msg
Jen Bohold Different results between Box-Ljung test and ARCHLM test? May 18, 2013
function "spectrum"
1 msg
fernando function "spectrum" May 18, 2013
function "spectrum"
1 msg
fernando function "spectrum" May 18, 2013
PLM package - pggls
2 msgs
Wei-han Liu PLM package - pggls May 9, 2013
Matthieu Stigler PLM package - pggls May 16, 2013
Analyzing Real Portfolios and Transactions from Interactive Brokers
1 msg
Billy Pilgrim Analyzing Real Portfolios and Transactions from Interactive Brokers May 15, 2013
Question rugarch VaR plot
2 msgs
Private Private Question rugarch VaR plot May 15, 2013
Alexios Ghalanos Question rugarch VaR plot May 15, 2013
gbm.step run out of memory?
1 msg
thomas.chan.sf at boci-pru.com.hk gbm.step run out of memory? May 15, 2013
getSymbols: unable to connect to 'chart.yahoo.com' on port 80
1 msg
Henry Bee getSymbols: unable to connect to 'chart.yahoo.com' on port 80 May 14, 2013
R-SIG-Finance Digest, Vol 108, Issue 12
1 msg
Alexios Ghalanos R-SIG-Finance Digest, Vol 108, Issue 12 May 14, 2013
R-SIG-Finance Digest, Vol 108, Issue 12
2 msgs
Alexandra Allexa R-SIG-Finance Digest, Vol 108, Issue 12 May 14, 2013
Alexios Ghalanos R-SIG-Finance Digest, Vol 108, Issue 12 May 14, 2013
Portfolio Optimization Combination problem
1 msg
samshky Portfolio Optimization Combination problem May 14, 2013
7th R/Rmetrics Meielisalp Workshop and Summer School 2013
1 msg
Diethelm Wuertz 7th R/Rmetrics Meielisalp Workshop and Summer School 2013 May 13, 2013
R-SIG-Finance Digest, Vol 108, Issue 12
1 msg
Alexandra Allexa R-SIG-Finance Digest, Vol 108, Issue 12 May 13, 2013
CVaR with NIG- GARCH(1,1)
4 msgs
Alexandra Allexa CVaR with NIG- GARCH(1,1) May 12, 2013
Brian G. Peterson CVaR with NIG- GARCH(1,1) May 12, 2013
Alexios Ghalanos CVaR with NIG- GARCH(1,1) May 12, 2013
Alexios Ghalanos CVaR with NIG- GARCH(1,1) May 12, 2013
Do the blotter demos work?
2 msgs
Mark Knecht Do the blotter demos work? May 10, 2013
Joshua Ulrich Do the blotter demos work? May 11, 2013
convert ordered but non-unique csv to unique xts
4 msgs
dae convert ordered but non-unique csv to unique xts May 9, 2013
Joshua Ulrich convert ordered but non-unique csv to unique xts May 9, 2013
dae convert ordered but non-unique csv to unique xts May 9, 2013
Jeff Ryan convert ordered but non-unique csv to unique xts May 9, 2013
rugarch VaR calculation "manually"
12 msgs
Neuman Co rugarch VaR calculation "manually" May 7, 2013
Alexios Ghalanos rugarch VaR calculation "manually" May 7, 2013
Neuman Co rugarch VaR calculation "manually" May 7, 2013
Alexios Ghalanos rugarch VaR calculation "manually" May 7, 2013
Neuman Co rugarch VaR calculation "manually" May 8, 2013
Neuman Co rugarch VaR calculation "manually" May 8, 2013
Neuman Co rugarch VaR calculation "manually" May 8, 2013
Alexios Ghalanos rugarch VaR calculation "manually" May 8, 2013
Neuman Co rugarch VaR calculation "manually" May 8, 2013
Brian G. Peterson rugarch VaR calculation "manually" May 8, 2013
Alexios Ghalanos rugarch VaR calculation "manually" May 8, 2013
Neuman Co rugarch VaR calculation "manually" May 9, 2013
Ten days remaining for R/Finance 2013 registrations
1 msg
Dirk Eddelbuettel Ten days remaining for R/Finance 2013 registrations May 7, 2013
Cumulative return
4 msgs
Nikos Rachmanis Cumulative return May 6, 2013
Chinmay Patil Cumulative return May 6, 2013
Chinmay Patil Cumulative return May 6, 2013
Nikos Rachmanis Cumulative return May 6, 2013
Using adf.test to test time series stationarity of stock price
3 msgs
Adrian Trapletti Using adf.test to test time series stationarity of stock price May 4, 2013
Matthieu Stigler Using adf.test to test time series stationarity of stock price May 4, 2013
Adrian Trapletti Using adf.test to test time series stationarity of stock price May 6, 2013
error in updatePortf()
1 msg
Lei Jin error in updatePortf() May 3, 2013
Z
1 msg
Jonathan Sparks Z May 3, 2013
Using adf.test to test time series stationarity of stock price
1 msg
Matthieu Stigler Using adf.test to test time series stationarity of stock price May 3, 2013