Tail Behaviour and Tail Dependence of Generalized Hyperbolic Distributions (Q4976492)
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scientific article; zbMATH DE number 6754914
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tail Behaviour and Tail Dependence of Generalized Hyperbolic Distributions |
scientific article; zbMATH DE number 6754914 |
Statements
Tail Behaviour and Tail Dependence of Generalized Hyperbolic Distributions (English)
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31 July 2017
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normal mean-variance mixture
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GH distribution
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convolution tails
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tail dependence
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copula
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