Author:
Hammerstein Ernst August v.
Publisher
Springer International Publishing
Reference43 articles.
1. Aas, K., Haff, I.H.: The generalized hyperbolic skew Student’s t-distribution. J. Fin. Econ. 4, 275–309 (2006)
2. Abramowitz, M., Stegun, I.A.: Handbook of Mathematical Functions, 5th edn. Dover Publications, New York (1968)
3. Artzner, P., Delbaen, F., Eber, J.-M., Heath, D.: Coherent measures of risk. Math. Fin. 9(3), 203–228 (1999)
4. Banachewicz, K., van der Vaart, A.: Tail dependence of skewed grouped t-distributions. Stat. Prob. Lett. 78, 2388–2399 (2008)
5. Barndorff-Nielsen, O.E.: Exponentially decreasing distributions for the logarithm of particle size. Proc. Roy. Soc. London A 353, 401–419 (1977)
Cited by
5 articles.
订阅此论文施引文献
订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献