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Thread (710 Threads) Rating Replies Last Message

Experience of large scale use of R in financial services by Dassler, Marc
3
by Ryan Sheftel-2

HJM models (Forward Rates) by Ana Patricia Silva C...
1
by Thomas Steiner

Quantmod: Managing lists of instruments... by Vince Fulco
1
by Whit Armstrong-2

timeDate conversion [C1] by anass.mouhsine
4
by Whit Armstrong-2

Solicitation of opinions on which Timeseries object(s) to utilize. by Joe W. Byers-2
14
by Gabor Grothendieck

Administrivia by Dirk Eddelbuettel
0
by Dirk Eddelbuettel

Re: R-SIG-Finance Digest, Vol 49, Issue 13 by Rory Winston
0
by Rory Winston

Bond valuation by Hongchuan Xia
3
by klswacha

Error in QRMlib by Hongchuan Xia
1
by Yohan Chalabi

fPortfolio Constraints Question by berg
1
by Yohan Chalabi

Multiplicative error model ? by ShyhWeir Tzang
1
by Christian Brownlees

How to remove the error : Error in dimnames(x) <- dn : length of 'dimnames' [2] not equal to array extent by pierre8r-list
2
by Gabor Grothendieck

Survey request by FLOSS@FUB
0
by FLOSS@FUB

Resampling Methods for Dependent Data by Wei-han Liu
5
by Jae Kim-3

currency weights question by statquant
0
by statquant

portfolio optimization questions by Alexander Moreno
2
by statquant

Are there somewhere the examples http://www.quantmod.com/examples/ ready to run ? by pierre8r-list
3
by Jeff Ryan

economagicImport problem by Bill_Jones
0
by Bill_Jones

quantmod data from FRED and Yahoo by Shlomo Katchmalik
1
by Jeff Ryan

How to merge Date and Time in a single value ? by pierre8r-list
3
by pierre8r-list

Are there somewhere the examples http://www.quantmod.com/examples/ ready to run ? by pierre8r-list
0
by pierre8r-list

Cox, Ingersoll, Ross/Vasicek parameter estimation via Kalman-Filter (SSPIR) by Bugzilla from fmaran...
0
by Bugzilla from fmaran...

Financial workload in R by Balaji Veeraraghavan
0
by Balaji Veeraraghavan

ETH Internship - Dynamic Portfolio Asset Allocation by Diethelm Wuertz
0
by Diethelm Wuertz

Granger-Gonzalo decomposition by Verschuere Benjamin
0
by Verschuere Benjamin

Demystification of GARCH modeling with fGarch by Yohan Chalabi
2
by DavidM.UK

Applying quarterly weights on daily returns by Murali Menon
2
by Murali Menon

Datastream interface by Murali Menon
0
by Murali Menon

HJM model (Interest rate) by Ana Patricia Martins...
4
by Thomas Steiner

RBloomberg by Eric Owiesny
3
by Xiaochen Sun

apply.fromstart() warnings by Murali Menon
9
by Brian G. Peterson

fCalendar's time seems incorrect for some FinCenters by Daniel Wolff-2
2
by Yohan Chalabi

Fitting jump diffusion processes with Normal errors by Ross Bowden
0
by Ross Bowden

Flexible inputs fPortfolio possible? by R@Nabble
3
by Yohan Chalabi

R-project can help me ? Building a portfolio.. by Linuxpower Ludo
2
by mail-98
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