Pages that link to "Item:Q5467712"
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The following pages link to Absolute Moments of Generalized Hyperbolic Distributions and Approximate Scaling of Normal Inverse Gaussian Lévy Processes (Q5467712):
Displaying 13 items.
- A general class of scale-shape mixtures of skew-normal distributions: properties and estimation (Q154852) (← links)
- On the definition, stationary distribution and second order structure of positive semidefinite Ornstein-Uhlenbeck type processes (Q605021) (← links)
- Estimating the tails of loss severity via conditional risk measures for the family of symmetric generalised hyperbolic distributions (Q896761) (← links)
- An asset return model capturing stylized facts (Q1935727) (← links)
- Modelling co-movements and tail dependency in the international stock market via copulae (Q1959136) (← links)
- Formulas of absolute moments (Q2023852) (← links)
- Finite mixtures of multivariate scale-shape mixtures of skew-normal distributions (Q2029226) (← links)
- On bounds for the mode and median of the generalized hyperbolic and related distributions (Q2208273) (← links)
- Conditional tail risk measures for the skewed generalised hyperbolic family (Q2415969) (← links)
- Moments of the generalized hyperbolic distribution (Q2513365) (← links)
- Dependence modelling in insurance via copulas with skewed generalised hyperbolic marginals (Q2699605) (← links)
- Small-Time Asymptotics of Option Prices and First Absolute Moments (Q3108470) (← links)
- ECM algorithm for estimating vector ARMA model with variance gamma distribution and possible unbounded density (Q6075127) (← links)
