\nu-Generalized Hyperbolic Distributions
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Publication:6258917
arXiv1502.02486MaRDI QIDQ6258917FDOQ6258917
Authors: L. B. Klebanov, Svetlozar T. Rachev 
Publication date: 9 February 2015
Abstract: A new class of probability distributions closely connected to generalized hyperbolic distributions is introduced. It is more adapted to study the distributions of sums of random number of random variables. The properties of these distributions are studied. It seems, that this class may be useful for asset returns modeling.
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