I think people have stopped using underscore and use <- as assignment operator. Yes it has a debugger, use ?mtrace. You have do use the packages mvbutils and debug before you can use mtrace.

Does anyone have a clue how he arrives at his estimator for pi, the one he calls r2 in his matlab code?

Has anyone read this article? Murphy’s law and market anomalies, Dimson & Marsh, Journal of Portfolio Management 1999, 25(2): 53-69Does anyone know of any good articles on datamining except Sullivan/Timmerman/Whiteata Snooping, Technical Trading Rule.../Par

Kloeden and Platen has a proof of Ito's formula. If I remember correctly its without TaylorRegards

Has anyone seen anything on Björk's second edition of Arbitrage theory in continous time?

Haha jokes are on me!I actually found the article and pretty much nothing new under the sun.Boyer Gibson Loretan 1997 in light versionRegards

This book is easyModern Econometrics: An IntroductionR.Leighton Thomas Regards

Ok thank you very much for your answer.Regards

Ok. Thank you very much. So theres nothing new compared to the paper on Correlation and Dependence: Properties and pitfalls by Embrechts et al 1999?Regards par

Is this article available anywhere?“How to tell if options are cheap”, Galen Burghardt and Morton Lane, 1990 Regardspar

Could This be the one?Estimating Expected Returnby Fischer BlackFinancial Analysts Journal, vol. 51, no. 1 (January/February 1995): 168-171

I would recommend Grinold and Kahn "Active portfolio management"Regards

Does anyone have this article, written by Harry M Kat?

<t>If you read chapter 7 in that book theres a decent explanation.As far as I understand the PP method is very natural if one wants to introduce non-stationarity in the model, since the parameters are GEV parameters and thus invariant to threshold choice u. This means that you can have time-varying ...

<t>Stefanone.While I'm still at it I'd like to bother you with one more question.As you sure know, some copulas don't have a lower tail dependence coefficient lambda_low.If I want to calculate the dependence in the lower tail of two FX series couldn't I just put a minus sign in front of all returns ...