Absolute Moments of Generalized Hyperbolic Distributions and Approximate Scaling of Normal Inverse Gaussian Lévy Processes
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Publication:5467712
DOI10.1111/j.1467-9469.2005.00466.xzbMath1088.60005OpenAlexW2141233703MaRDI QIDQ5467712
Robert Stelzer, Ole Eiler Barndorff-Nielsen
Publication date: 24 May 2006
Published in: Scandinavian Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/j.1467-9469.2005.00466.x
normal inverse Gaussian distributionmodified Bessel functionexchange rate modellingasymptotic scaling property
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