Convolution-invariant subclasses of generalized hyperbolic distributions-Reference-Cited by-同舟云学术

Convolution-invariant subclasses of generalized hyperbolic distributions

Published:2015-02-09 Issue:1 Volume:45 Page:98-103
ISSN:0361-0926
Container-title:Communications in Statistics - Theory and Methods
language:en
Short-container-title:Communications in Statistics - Theory and Methods

Author:

Podgórski Krzysztof,Wallin Jonas

Publisher

Informa UK Limited

Subject

Statistics and Probability

Link

http://www.tandfonline.com/doi/pdf/10.1080/03610926.2013.821489

Reference7 articles.

1. Hyperbolic Distributions in Finance

2. Generalized Hyperbolic Distributions and Brazilian Data

3. Hammerstein, E. A. (2010).Generalized hyperbolic distributions: theory and applications to CDO pricing. Ph.D. Thesis, University of Freiburg, Department of Mathematics and Physics Freiburg im Breisgau.

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