seminel The traditional spectrum analysis it from Engineering, how every the financial time series are very complicated and have nonlinear term, so other methods are tested, such as fractal Brownian Motion and Hurst statistic for long memory. However according to my knowledge, the industry does not like too complex ones, and NP is good for VaR, High freq is for fund strategy. If there is no meaning for arbitrage, no one cares about Hurst nor Fractal BM. Nor Levy, there is a post on Copula, but I think its application is done in market and its econometrics estimation method is too difficult to set up and hardly can find a good theoretical frame work such as ARMA or Kalman filter.
xingzhaoh 版主,看到你的翻译很有启发,你可以把其它的翻译发给我吗?还有这本书中的数据从什么地方下载呀?你有的话可以把Statistics with R中的数据发给我吗? xingzhaoh@163.com,非常感谢