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Interfacing R and LIM by ngupta

2

by Dirk Eddelbuettel

problems in GJR-GARCH with t-disrtibuted error terms in SAS by KAUSHIK BHATTACHARJE...

1

by Jeff Ryan

Re: Fast way of replacing missing data points in xts object by wob wu

2

by Sandor Benczik

Add values to time series in DB directly by Josuah Rechtsteiner

1

by Whit Armstrong-2

Fast way of replacing missing data points in xts object by wob wu

0

by wob wu

fSeries/fGarch for R 2.7.0 by matthias.kornexl

3

by Jeff Ryan

Ibrokers Future API by zubin-2

2

by zubin-2

Retrieving latest day's data by Martin Jenkins-3

4

by Jeff Ryan

Daily Return of a Leveraged / Shorted Asset by David St John

1

by Patrick Burns-2

NYMEX/COMEX daily settle txt files by Bugzilla from ecjbos...

2

by Jeff Ryan

varRisk in fPortfolio package by Wei-han Liu

2

by Brian G. Peterson

Residuals with Elliot-Rothenberg-Stock Unit Root Test by Jose Iparraguirre D'...

1

by matifou

fImport : where to get a list of ticker symbols? by Gero Schwenk

3

by Joshua Ulrich

nonlinear constraints in GARCH estimation by ShyhWeir Tzang

1

by alexios

A VaR question by Bogaso

3

by Heiko Mayer

xts conversion error by Nandi

1

by Nandi

ARIMA, xreg and intercepts by Peter Brecknock

4

by Guillaume Yziquel-4

Re: [R-sig-finance] A VaR question by Brian G. Peterson

1

by Cedrick W. Johnson

Help with fPortfolio by Abhijit Bera-2

1

by Yohan Chalabi

Nelson- Siegel - (Yield Curve - Smoothening of curve) by Julia Cairns

0

by Julia Cairns

[QuantMod] Load all stock symbols by Paolo Cabaleiro

2

by Khanh Nguyen

R excel by Hassan Mohamed

2

by AnnaLiszt

RcppTemplate by Dominick Samperi

0

by Dominick Samperi

Discretising intra-day data using zoo? by Ajay Shah

4

by Gabor Grothendieck

Question about tailSlider function in fExtremes by janet watson-2

1

by Yishuo,Deng

Time series temporal disaggregation by Axel Leroix

4

by John C. Frain

Systemfit package/Autocorrelation by Axel Leroix

2

by ezivot

Creating a function for portfolio management by Manuel Serna

2

by Debashis Dutta

RquantLib : FittedBondCurve function by Olivier Schmitt-3

5

by Olivier Schmitt-3

How to properly compare a trading signal to a random strategy. by David St John

0

by David St John

How to properly compare a trading signal to a random strategy. by Harry Georgakopoulos

2

by David St John

portfolio optimization - maximizing returns for a given risk. by larashoc

1

by Thomas Etheber

Invitation to R users - Forum on News Analytics applied to Trading, Fund Management and Risk Control by Michael-548

0

by Michael-548

fPortfolio not loading Rsymphony package by Jonathan Ling

1

by Jonathan Ling

package(vars) and generalized impulse response functions by Vimal B

2

by Vimal B

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