Tail Behaviour and Tail Dependence of Generalized Hyperbolic Distributions

From MaRDI portal
Publication:4976492

DOI10.1007/978-3-319-45875-5_1zbMath1384.60054OpenAlexW2559625507MaRDI QIDQ4976492

Ernst August von Hammerstein

Publication date: 31 July 2017

Published in: Springer Proceedings in Mathematics & Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-45875-5_1




Related Items (3)



Cites Work


This page was built for publication: Tail Behaviour and Tail Dependence of Generalized Hyperbolic Distributions