mh-biblio.bib
%% Saved with string encoding Unicode (UTF-8)
%% book, article, incollection, thesis, online
@book{schoutens2003,
author={Schoutens, W.},
publisher={Wiley},
title={{L{\'e}vy Processes in Finance: Pricing Financial Derivatives}},
year={2003}}
@article{savutrede2008,
author={Savu, C. and Trede, M.},
journal={Quantitative Finance},
number={2},
pages={109--116},
title={{Goodness-of-fit tests for parametric families of Archimedean copulas}},
volume={8},
year={2008}}
@article{liebscher2008,
author={Liebscher, E.},
title={{Construction of asymmetric multivariate copulas}},
journal={Journal of Multivariate Analysis},
volume={99},
number={10},
pages={2234--2250},
year={2008}}
@article{ling1965,
author={Ling, C. H.},
journal={Publicationes Mathematicae Debrecen},
pages={189--212},
title={{Representation of associative functions}},
volume={12},
year={1965}}
@article{genestrivest1993,
author={Genest, C. and Rivest, L.-P.},
journal={Journal of the American Statistical Association},
number={423},
pages={1034--1043},
title={{Statistical Inference Procedures for Bivariate Archimedean Copulas}},
volume={88},
year={1993}}
@article{genestremillardbeaudoin2009,
author={Genest, C. and R{\'e}millard, B. and Beaudoin, D.},
journal={Insurance: Mathematics and Economics},
title={{Goodness-of-fit tests for copulas: A review and a power study}},
volume={44},
year={2009}}
@article{genestquessyremillard2006,
author={Genest, C. and Quessy, J. F. and R{\'e}millard, B.},
journal={Scandinavian Journal of Statistics},
pages={337--366},
title={{Goodness-of-fit procedures for copula models based on the probability integral transformation}},
volume={33},
year={2006}}
@article{genestmackay1986,
author={Genest, C. and MacKay, R. J.},
journal={The Canadian Journal of Statistics},
pages={145--159},
title={{Copules archim{\'e}diennes et familles de lois bidimensionnelles dont les marges sont donn{\'e}es}},
volume={14},
year={1986}}
@article{fermanian2005,
author={Fermanian, J.-D.},
journal={Journal of Multivariate Analysis},
number={1},
pages={119--152},
title={{Goodness of fit tests for copulas}},
volume={95},
year={2005}}
@book{cherubinilucianovecchiato2004,
author={Cherubini, U. and Luciano, E. and Vecchiato, W.},
publisher={Wiley},
title={{Copula Methods in Finance}},
year={2004}}
@article{breymanndiasembrechts2003,
author={Breymann, W. and Dias, A. and Embrechts, P.},
journal={Quantitative Finance},
pages={1--14},
title={{Dependence structures for multivariate high-frequency data in finance}},
volume={3},
year={2003}}
@misc{bergbakken2007,
author={Berg, D. and Bakken, H.},
title={{A copula goodness-of-fit approach based on the conditional probability integral transformation}},
year={2007},
url={http://www.danielberg.no/publications/Btest.pdf},
urldate={2008-11-01}}
@misc{bergbakken2006,
author={Berg, D. and Bakken, H.},
title={{Copula Goodness-of-fit Tests: A Comparative Study}},
year={2006},
url={http://www.danielberg.no/publications/CopulaGOF.pdf},
urldate={2008-11-01}}
@misc{berg2009,
author={Berg, D.},
journal={The European Journal of Finance},
pages={},
title={{Copula goodness-of-fit testing: an overview and power comparison}},
volume={},
year={2009},
url={http://www.informaworld.com/10.1080/13518470802697428},
urldate={2009-03-25}}
@article{embrechts2008,
author={Embrechts, P.},
journal={Journal of Risk and Insurance},
pages={},
title={{Copulas: A personal view}},
volume={},
year={2008},
note={to appear}}
@article{tweedie1984,
author={Tweedie, M. C. K.},
journal={Statistics: Applications and New Directions: Proceedings Indian Statistical Institute Golden Jubilee International Conference},
pages={579--604},
title={{An index which distinguishes between some important exponential families}},
year={1984}}
@misc{ridout2008,
author={Ridout, M.},
title={{Generating random numbers from a distribution specified by its Laplace transform}},
year={2008},
url={http://www.kent.ac.uk/IMS/personal/msr/webfiles/rlaptrans/SimRandom3.pdf},
urldate={2009-12-30}}
@article{morillas2005,
author={Morillas, P. M.},
journal={Metrika},
number={2},
pages={169--184},
title={{A method to obtain new copulas from a given one}},
volume={61},
year={2005}}
@misc{mccullochlee2007,
author={McCulloch, J. H. and Lee, S. H.},
title={{Estimation of the Risk Neutral Measure with the Stable Option Pricing Model}},
year={2007},
url={https://editorialexpress.com/cgi-bin/conference/download.cgi?db_name=sce2007&paper_id=305},
urldate={2009-12-30}}
@misc{mcculloch2003,
author={McCulloch, J. H.},
title={{The Risk-Neutral Measure and Option Pricing under Log-Stable Uncertainty}},
year={2003},
url={http://economics.sbs.ohio-state.edu/pdf/mcculloch/wp03-07.pdf},
urldate={2009-12-30}}
@article{joehu1996,
author={Joe, H. and Hu, T.},
journal={Journal of Multivariate Analysis},
pages={240--265},
title={{Multivariate Distributions from Mixtures of Max-Infinitely Divisible Distributions}},
volume={57},
year={1996}}
@article{hougaard1986,
author={Hougaard, P.},
journal={Biometrika},
number={2},
pages={387--396},
title={{Survival models for heterogeneous populations derived from stable distributions}},
volume={73},
year={1986}}
@article{genestrivest2001,
author={Genest, C. and Rivest, L.-P.},
journal={Statistics {\&} Probability Letters},
pages={391--399},
title={{On the multivariate probability integral transform}},
volume={53},
year={2001}}
@article{brix1999,
author={Brix, A.},
journal={Advances in Applied Probability},
pages={929--953},
title={{Generalized gamma measures and shot-noise Cox processes}},
volume={31},
year={1999}}
@article{durantesempi2005,
author={Durante, F. and Sempi, C.},
journal={International Journal of Mathematics and Mathematical Sciences},
pages={645--655},
title={{Copula and semicopula transforms}},
volume={4},
year={2005}}
@article{devroye2009,
author={Devroye, L.},
journal={ACM Transactions on Modeling and Computer Simulation},
volume={19},
issue={4},
number={18},
title={{Random variate generation for exponentially and polynomially tilted stable distributions}},
year={2009}}
@article{hofert2010e,
author={Hofert, M.},
journal={},
pages={},
title={{A stochastic representation and sampling algorithm for nested Archimedean copulas}},
volume={},
number={},
url={},
urldate={},
note={submitted},
year={2010}}
@misc{barndorffnielsonshephard2001,
author={Barndorff-Nielson, O. E. and Shephard, N.},
title={{Normal modified Stable processes}},
year={2001},
url={http://www.economics.ox.ac.uk/research/WP/PDF/paper072.pdf},
urldate={2009-12-30}}
@article{sklar1959,
author={Sklar, A.},
journal={Publications de L'Institut de Statistique de L'Universit{\'e} de Paris},
pages={229--231},
title={{Fonctions de r{\'e}partition {\`a} n dimensions et leurs marges}},
volume={8},
year={1959}}
@article{sklar1996,
author={Sklar, A.},
journal={Distributions with Fixed Marginals and Related Topics},
pages={1--14},
title={{Random variables, distribution functions, and copulas---a personal look backward and forward}},
volume={28},
year={1996}}
@article{sklar1973,
author={Sklar, A.},
journal={Kybernetika},
pages={449--460},
title={{Random variables, joint distribution functions, and copulas}},
volume={9},
year={1973}}
@article{cambanishuangsimons1981,
author={Cambanis, S. and Huang, S. and Simons, G.},
journal={Journal of Multivariate Analysis},
pages={368--385},
title={{On the Theory of Elliptically Contoured Distributions}},
volume={11},
year={1981}}
@article{feron1956,
author={F{\'e}ron, R.},
journal={Publications de l'Institut de Statistique de l'Universit{\'e} de Paris},
pages={3--12},
title={{Sur les tableaux de corr{\'e}lation dont les marges sont donn{\'e}es, ca}s
de l'espace {\`a} trois dimensions},
volume={5},
year={1956}}
@incollection{embrechtsmcneilstraumann2002,
author={Embrechts, P. and McNeil, A. J. and Straumann, D.},
editor={Dempster, M.},
title={{Correlation and Dependence in Risk Management: Properties and Pitfalls}},
booktitle={{Risk Management: Value at Risk and Beyond}},
publisher={Cambridge University Press},
pages={176--223},
year={2002}}
@book{folland1999,
author={Folland, G. B.},
publisher={Wiley-Interscience},
title={{Real Analysis: Modern Techniques and Their Applications}},
year={1999}}
@book{fangkotzng1989,
author={Fang, K.-T. and Kotz, S. and Ng, K.-W.},
publisher={Chapman {\&} Hall/CRC},
title={{Symmetric Multivariate and Related Distributions}},
year={1989}}
@incollection{limikusinskitaylor2002,
author={Li, X. and Mikusi{\'n}ski, P. and Taylor, M. D.},
title={{Some integration-by-parts formulas involving 2-copulas}},
editor={Cuadras, C. M. and Fortiana, J. and Rodr{\'i}guez-Lallena, J. A.},
booktitle={{Distributions with Given Marginals and Statistical Modelling}},
publisher={Kluwer Academic Publishers},
pages={153--159},
year={2002}}
@incollection{mikusinskisherwoodtaylor1991,
author={Mikusi{\'n}ski, P. and Sherwood, H. and Taylor, M. D.},
title={{Probabilistic interpretations of copulas and their convex sums}},
editor={Dall'Aglio, G. and Kotz, S. and Salinetti, G.},
booktitle={{Advances in Probability Distributions with Given Marginals}},
publisher={Kluwer Academic Publishers},
pages={95--112},
year={1991}}
@article{hofert2008,
author={Hofert, M.},
journal={Computational Statistics {\&} Data Analysis},
pages={5163--5174},
title={{Sampling Archimedean copulas}},
volume={52},
number={12},
year={2008}}
@article{scarsini1984,
author={Scarsini, M.},
journal={Stochastica},
pages={201--218},
title={{On measures of concordance}},
volume={8},
number={3},
year={1984}}
@article{hofertscherer2010,
author={Hofert, M. and Scherer, M.},
title={{CDO pricing with nested Archimedean copulas}},
journal={Quantitative Finance},
year={2010},
issue={1},
pages={1--13},
url={http://dx.doi.org/10.1080/14697680903508479},
urldate={2010-06-09}}
@misc{durantehofertscherer2009,
author={Durante, F. and Hofert, M. and Scherer, M.},
journal={Methodology and Computing in Applied Probability},
title={{Multivariate Hierarchical Copulas with Shocks}},
year={2009},
url={http://dx.doi.org/10.1007/s11009-009-9134-6},
urldate={2009-10-22}}
@misc{hofert2007,
author={Hofert, M.},
title={{Sampling Archimedean copulas}},
year={2007},
url={http://stat.euv-ffo.de/copula_workshop/talks/Hofert.pdf},
urldate={2008-11-01}}
@article{hofert2010a,
author={Hofert, M.},
journal={Computational Statistics {\&} Data Analysis},
pages={},
title={{Efficiently sampling nested Archimedean copulas}},
volume={},
number={},
howpublished={http://dx.doi.org/10.1016/j.csda.2010.04.025 (2010-06-10)},
note={in press},
year={2010}}
@incollection{hofert2010b,
author={Hofert, M.},
editor={Durante, F. and H{\"a}rdle, W. and Jaworski, P. and Rychlik, T.},
title={{Construction and sampling of nested Archimedean copulas}},
booktitle={Copula Theory and Its Applications, Proceedings of the Workshop held in Warsaw 25-26 September 2009},
publisher={Springer},
pages={},
volume={},
number={},
note={in press},
year={2010}}
@book{hofert2010c,
author={Hofert, M.},
title={{Sampling Nested Archimedean Copulas with Applications to CDO Pricing}},
year={2010},
publisher={{S{\"u}dwestdeutscher Verlag f{\"u}r Hochschulschriften AG \& Co.\ KG}}}
@misc{heringhofert2010,
author={Hering, C. and Hofert, M.},
journal={},
pages={},
title={{Goodness-of-fit tests for Archimedean copulas in large dimensions}},
volume={},
number={},
note={submitted},
year={2010},
url={http://www.uni-ulm.de/fileadmin/website_uni_ulm/mawi.inst.zawa/forschung/hering_hofert_2009.pdf},
urldate={2009-08-16}}
@misc{hofert2009,
author={Hofert, M.},
title={{Simulation genesteter Archimedischer Copulas---Ein effizienter Algorithmus zur Simulation hochdimensionaler genesteter Archimedischer Clayton Copulas}},
note={Poster},
year={2009}}
@misc{heringhofertmaischerer2009,
author={Hering, C. and Hofert, M. and Mai, J.-F. and Scherer, M.},
journal={Journal of Multivariate Analysis},
pages={},
title={{Constructing nested Archimedean copulas with L{\'e}vy subordinators}},
volume={},
number={},
note={in press},
url = {http://dx.doi.org/10.1016/j.jmva.2009.10.005},
urldate={2009-11-15},
year={2009}
}
@article{wynn1956,
author={Wynn, P.},
journal={Mathematical Proceedings of the Cambridge Philosophical Society},
pages={663-671},
title={{On a Procrustean technique for the numerical transformation of slowly convergent sequences and series}},
volume={52},
number={4},
year={1956}}
@misc{choroshaerdleokhrin2009,
author={Choro{\'s}, B. and H{\"a}rdle, W. and Okhrin, O.},
journal={Bulletin of the International Statistical Institute},
pages={},
title={{CDO Pricing with Copulae}},
volume={57},
number={},
note={},
year={2009},
url={http://sfb649.wiwi.hu-berlin.de/papers/pdf/SFB649DP2009-013.pdf},
urldate={2009-12-30}}
@misc{hoechtzagst2009,
author={H{\"o}cht, S. and Zagst, R.},
journal={},
pages={},
title={{Pricing Distressed CDOs with Stochastic Recovery}},
volume={},
number={},
note={},
year={2009},
url={http://www.mathfinance.ma.tum.de/papers/Pricing\%20distressed\%20CDOs\%20with\%20stochastic\%20recovery.pdf},
urldate={2009-12-30}}
@misc{choejang2009,
author={Choe, G. H. and Jang, H. J.},
journal={},
pages={},
title={{Efficient algorithms for basket default swap pricing with multivariate Archimedean copulas}},
volume={},
number={},
note={submitted},
year={2009},
url={http://papers.ssrn.com/sol3/papers.cfm?abstract_id=1414111},
urldate={2009-12-30}}
@article{cuadrasauge1981,
author={Cuadras, C. M. and Aug{\'e}, J.},
journal={Communications in Statistics---Theory and Methods},
number={4},
pages={339--353},
title={{A continuous general multivariate distribution and its properties}},
volume={10},
year={1981}}
@article{vasicek1987,
author={Vasicek, O.},
journal={KMV Corporation},
title={{Probability of loss on loan portfolio}},
year={1987}}
@misc{morgan1996,
author={Morgan, J. P.},
title={{RiskMetrics---Technical document}},
year={1996},
url={http://www.riskmetrics.com/publications/techdocs/rmcovv.html},
urldate={2008-11-01}}
@article{rathgebersteinerwillinsky2005,
author={Rathgeber, A. W. and Steiner, M. and Willinsky, C.},
journal={Zeitschrift f{\"u}r Bankrecht und Bankwirtschaft},
pages={152--165},
title={{Die Entwicklung des Kreditrisikomanagements in deutschen Banken}},
volume={3},
year={2005}}
@article{okanelivesey2004,
author={O'Kane, D. and Livesey, M.},
journal={Quantitative Credit Research Quarterly},
title={{Base Corralation Explained}},
volume={3},
year={2004}}
@article{hullwhite2004,
author={Hull, J. and White, A.},
journal={Journal of Derivatives},
number={2},
pages={8--23},
title={{Valuation of a CDO and an n-th to Default CDS without Monte Carlo Simulation}},
volume={12},
year={2004}}
@article{gregorylaurent2004,
author={Gregory, J. and Laurent, J.-P.},
journal={RISK},
number={10},
pages={87--91},
title={{In the Core of Correlation}},
volume={17},
year={2004}}
@misc{elizalde2006,
author={Elizalde, A.},
title={{Credit risk models IV: Understanding and pricing CDOs}},
year={2006},
url={ftp://ftp.cemfi.es/wp/06/0608.pdf},
urldate={2008-11-01}}
@misc{bystroem2005,
author={Bystroem, H.},
title={{Credit Default Swaps and Equity Prices: The iTraxx CDS Index Market}},
year={2005},
url={http://www.nek.lu.se/publications/workpap/Papers/WP05_24.pdf},
urldate={2008-11-01}}
@misc{schmitz2003,
author={Schmitz, V.},
title={{Copulas and Stochastic Processes}},
note={PhD thesis},
institution={Rheinisch-Westf{\"a}lische Technische Hochschule Aachen},
year={2003},
url={http://darwin.bth.rwth-aachen.de/opus3/volltexte/2004/935/pdf/Schmitz_Volker.pdf},
urldate={2009-12-30}}
@thesis{okhrin2007,
author={Okhrin, O.},
title={{Hierarchical Archimedean copulas: Structure determination, properties, applications}},
note={PhD thesis},
institution={Europa-Universit{\"a}t Viadrina Frankfurt (Oder)},
year={2007}
}
@misc{okhrinokhrinschmid2009,
author={Okhrin, O. and Okhrin, Y. and Schmid, W.},
title={{Properties of Hierarchical Archimedean copulas}},
year={2009},
url={http://sfb649.wiwi.hu-berlin.de/papers/pdf/SFB649DP2009-014.pdf},
urldate={2010-01-15}}
@misc{neslehova2004,
author={Ne{\v{s}}lehov{\'a}, J.},
title={{Dependence of Non-Continuous Random Variables}},
note={PhD thesis},
institution={Carl von Ossietzky Universit{\"a}t Oldenburg},
year={2004},
url={http://www.staff.uni-oldenburg.de/dietmar.pfeifer/JohannaDiss.pdf},
urldate={2009-03-09}}
@article{neslehova2007,
author={Ne{\v{s}}lehov{\'a}, J.},
journal={Journal of Multivariate Analysis},
number={98},
pages={544--567},
title={{On rank correlation measures for non-continuous random variables}},
year={2007}}
@article{burtschellgregorylaurent2007,
author={Burtschell, X. and Gregory, J. and Laurent, J.-P.},
journal={Journal of Credit Risk},
number={1},
pages={31--62},
title={{Beyond the Gaussian Copula: Stochastic and Local Correlation}},
volume={3},
year={2007}}
@article{batchavarovdaviesdavletova2005,
author={Batchvarov, A. and Davies, W. and Davletova, A.},
journal={Journal of Structured Finance},
pages={28--31},
title={{In the Search for Better Yields, a CDO of CDOs Emerges}},
year={2005}}
@article{gregorylaurent2003,
author={Gregory, J. and Laurent, J.-P.},
journal={Risk},
pages={103--107},
title={{I will survive}},
volumen={6},
year={2003}}
@article{daviesmartin1979,
author={Davies, B. and Martin, B.},
journal={Journal of Computational Physics},
pages={1--32},
title={{Numerical Inversion of the Laplace Transform: A Survey and Comparison of Methods}},
volume={33},
number={1},
year={1979}}
@article{britishbankersassociation2006,
author={Barrett, R. and Ewan, J.},
journal={British Bankers' Association},
title={{British Bankers' Association---Credit Derivatives Report 2006}},
year={2006}}
@article{bis2007,
author={{Bank for International Settlements}},
title={{Triennial and semiannual surveys on positions in global over-the-counter (OTC) derivatives markets at end-June 2007}},
volume={6},
year={2007}}
@misc{sifma2009,
author={{Securities Industry and Financial Markets Association}},
title={{Global CDO Issuance}},
url={http://www.sifma.org/uploadedFiles/Research/Statistics/SIFMA_GlobalCDOData.pdf},
urldate={2009-12-19},
year={2009}}
@misc{flanagansam2002,
author={Flanagan, C. and Sam, T.},
title={{CDO Handbook}},
url={http://www2.wu-wien.ac.at/vgsf/curriculum/CDO%20Handbook.pdf},
urldate={2009-12-30},
year={2002}}
@misc{duffie2007,
author={Duffie, D.},
title={{Innovations in Credit Risk Transfer: Implications for Financial Stability}},
url={http://www.stanford.edu/~duffie/BIS.pdf},
urldate={2009-12-30},
year={2007}}
@article{andersensideniusbasu2003,
author={Andersen, L. and Sidenius, J. and Basu, S.},
journal={RISK},
number={11},
pages={67--72},
title={{All your Hedges in one Basket}},
volume={16},
year={2003}}
@misc{donnellyembrechts2009,
author={Donnelly, C. and Embrechts, P.},
journal={},
number={},
pages={},
note={submitted},
title={{The devil is in the tails: actuarial mathematics and the subprime mortgage crisis}},
volume={},
url={http://www.math.ethz.ch/~donnelly/devil09.pdf},
urldate={2009-12-30},
year={2009}}
@article{alexanderkaeck2008,
author={Alexander, C. and Kaeck, A.},
journal={Journal of Banking and Finance},
number={6},
pages={1008--1021},
title={{Regime dependent derterminants of credit default swap spreads}},
volume={32},
year={2008}}
@misc{demartamcneil2004,
author={Demarta, S. and McNeil, A. J.},
title={{The $t$ Copula and Related Copulas}},
year={2004},
url={http://www.math.ethz.ch/~mcneil/ftp/tCopula.pdf},
urldate={2009-12-30}}
@book{alexander1998,
author={Alexander, C.},
publisher={Wiley},
title={{Risk Management and Analysis}},
subtitle={{Measuring and Modelling Financial Risk}},
volume={1},
year={1998}}
@book{vandervaartwellner1996,
author={van der Vaart, A. and Wellner, J.},
publisher={Springer},
title={{Weak Convergence and Empirical Processes}},
subtitle={{With Applications to Statistics}},
year={1996}}
@book{kurowickacooke2006,
author={Kurowicka, D. and Cooke, R.},
publisher={Wiley},
title={{Uncertainty Analysis with High Dimensional Dependence Modelling}},
year={2006}}
@book{klenke2008,
author={Klenke, A.},
publisher={Springer},
title={{Probability Theory: A Comprehensive Course}},
year={2008}}
@book{williams1991,
author={Williams, D.},
publisher={Cambridge University Press},
title={{Probability with Martingales}},
year={1991}}
@book{durrett2004,
author={Durrett, R.},
publisher={Duxbury Press},
title={{Probability: Theory and Examples}},
edition={3},
year={2004}}
@book{doob1990,
author={Doob, J. L.},
publisher={Wiley-Interscience},
title={{Stochastic Processes}},
year={1990}}
@book{bauer1992,
author={Bauer, H.},
publisher={Gruyter},
title={{Ma\ss{}- und Integrationstheorie}},
edition={2},
year={1992}}
@article{whelan2004,
author={Whelan, N.},
journal={Quantitative Finance},
number={3},
pages={339--352},
title={{Sampling from Archimedean Copulas}},
volume={4},
year={2004}}
@misc{schoenbucherschubert2001,
author={Sch{\"o}nbucher, P. J. and Schubert, D.},
title={{Copula-Dependent Default Risk in Intensity Models}},
year={2001},
url={http://papers.ssrn.com/sol3/papers.cfm?abstract_id=301968},
urldate={2009-12-30}}
@book{schoenbucher2003,
author={Sch{\"o}nbucher, P. J.},
publisher={Wiley},
title={{Credit Derivatives Pricing Models}},
year={2003}}
@article{li2000,
author={Li, D. X.},
journal={The Journal of Fixed Income},
number={4},
pages={43--54},
title={{On Default Correlation: A Copula Function Approach}},
volume={9},
year={2000}}
@misc{kieselscherer2007,
author={Kiesel, R. and Scherer, M.},
title={{Dynamic Credit Portfolio Modelling in Structural Models with Jumps}},
year={2007},
url={http://numerik.uni-ulm.de/preprints/2008/Kiesel_Scherer_Dec07.pdf},
urldate={2009-12-30}}
@article{kalemanovaschmidwerner2007,
author={Kalemanova, A. and Schmid, B. and Werner, R.},
journal={The Journal of Derivatives},
number={3},
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@comment -- use citation() inside R :
@Manual{r,
title = {R: A Language and Environment for Statistical Computing},
author = {{R Development Core Team}},
organization = {R Foundation for Statistical Computing},
address = {Vienna, Austria},
year = 2010,
note = {{ISBN} 3-900051-07-0},
url = {http://www.R-project.org},
urldate = {2010-07-21}
}
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