Absolute Moments of Generalized Hyperbolic Distributions and Approximate Scaling of Normal Inverse Gaussian Lévy Processes (Q5467712): Difference between revisions
From MaRDI portal
Created a new Item |
Removed claim: author (P16): Item:Q627237 |
||
| Property / author | |||
| Property / author: Ole Eiler Barndorff-Nielsen / rank | |||
Revision as of 02:37, 20 February 2024
scientific article; zbMATH DE number 5026235
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Absolute Moments of Generalized Hyperbolic Distributions and Approximate Scaling of Normal Inverse Gaussian Lévy Processes |
scientific article; zbMATH DE number 5026235 |
Statements
Absolute Moments of Generalized Hyperbolic Distributions and Approximate Scaling of Normal Inverse Gaussian Lévy Processes (English)
0 references
24 May 2006
0 references
normal inverse Gaussian distribution
0 references
asymptotic scaling property
0 references
modified Bessel function
0 references
exchange rate modelling
0 references
