Absolute Moments of Generalized Hyperbolic Distributions and Approximate Scaling of Normal Inverse Gaussian Lévy Processes (Q5467712)
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scientific article; zbMATH DE number 5026235
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| English | Absolute Moments of Generalized Hyperbolic Distributions and Approximate Scaling of Normal Inverse Gaussian Lévy Processes |
scientific article; zbMATH DE number 5026235 |
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Absolute Moments of Generalized Hyperbolic Distributions and Approximate Scaling of Normal Inverse Gaussian Lévy Processes (English)
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24 May 2006
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normal inverse Gaussian distribution
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asymptotic scaling property
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modified Bessel function
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exchange rate modelling
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0.7741839289665222
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0.7700616121292114
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