Parent Categories/Forums: R
Edit this Forum

Rmetrics

Search:
This forum is an archive for the mailing list: r-sig-finance@stat.math.ethz.ch (mailing list options). Messages posted here will be sent to this mailing list.

Mailing list for discussions relating to use of GNU R in 'finance', i.e. financial engineering, financial economics, empirical finance, computational finance, … Rmetrics home is here.
Child Forums (0): None
Post to Rmetrics Post New Message  ::  Alert me of new posts  ::  Rating Filter:
« Newest  ‹ Newer  —  Threads 1-35  —  Older

Thread (591 Threads) Rating Replies Last Message

two zoo questions by michal miklovic
5
by Achim Zeileis

portfolioFrontier/Spec: targetReturn by Josh Ulrich-2
1
by Enrico Schumann

Rbloomberg problem by Jorge Nieves
6
by Robert Sams

Estimating the T-S Garch model by John C. Frain
8
by John C. Frain

Date from csv as date for ts by R@Nabble
2
by Gabor Grothendieck

tseries and efficient frontier by John P. Burkett
2
by John P. Burkett

For fCalendar timeDate object, howto get year, month, day, dayofweek, dayofmonth, dayofyear, hour, minutes, second? by Albert-63
0
by Albert-63

fPortfolio and efficient frontier by John P. Burkett
0
by John P. Burkett

Predictive Analytics Online Training, Half-Price thru 5/21 by Elise Johnson
0
by Elise Johnson

rare event simulation by Wei-han Liu
1
by Pfaff, Bernhard Dr.

cointegration and causality test by bereket weldeslassie
1
by Pfaff, Bernhard Dr.

Handling multiple files to generate Charts by Jasoria, Gaurav (G...
0
by Jasoria, Gaurav (G...

Database : High frequency data by chockri adnen
7
by Brian G. Peterson

Rbloomberg Crash Fixed by Roberts, Timothy
4
by Ana Nelson

arma model fitting by Bastian Offermann
1
by michal miklovic

Inequality Constraints for GARCH using Matlab by tech
0
by tech

Conditional Variance in GARCH Model? by Aditya-16
1
by michal miklovic

External regressors in GARCH variance eq. by Radovan Fišer
1
by Jaromir Baxa

Estimating hour-of-day effects for count timeseries by Markus Loecher-2
0
by Markus Loecher-2

CFE'08 - Final call for papers by Christian Kleiber
0
by Christian Kleiber

Re: Causality test by markleeds
1
by Patrick Brandt

Causality test by bereket weldeslassie
0
by bereket weldeslassie

Risk Control Strategies for Hedge Funds and Program Trading - 4th Annual CARISMA conference by Xiaochen Sun
0
by Xiaochen Sun

economagic Import - error message by stephen`
3
by Jeff Ryan

garchFit - Strange behaviour of trace argument [C1] by sylvain.archenault
1
by Yohan Chalabi

question on zoo data manipulation by ManojW
6
by ManojW

Garch fitting with mean regressors by Stefano Balietti
6
by Eric Zivot

Test statistics for mean reverting property by kennylin nthu
3
by Ajay Shah

130/30 Portfolio Optimization by Shlomo Katchmalik
3
by Christian Prinoth

an obvious question by zubin-2
1
by Tony Plate

time series regression (demand for higher education) by bereket weldeslassie
1
by Spencer Graves

Re: Garch and multivariate garch by michal miklovic
1
by Eric Zivot

Fwd: time series regression by bereket weldeslassie
1
by Matthieu Stigler

CreditRisk+ by Mario Melchiori
0
by Mario Melchiori

Problem with GarchFit [NC] by sylvain.archenault
3
by sylvain.archenault
Post to Rmetrics Post New Message  ::  Alert me of new posts  ::  Atom feed for Rmetrics
« Newest  ‹ Newer  —  Threads 1-35  —  Older