Absolute moments of generalized hyperbolic distributions and approximate scaling of normal inverse Gaussian Lévy-processes
Ole Eiler Barndorff-Nielsen and Robert Stelzer
| Year of publication: |
June 2004 ; [Elektronische Resource]
|
|---|---|
| Other Persons: | Barndorff-Nielsen, Ole E. (contributor) ; Stelzer, Robert (contributor) |
| Institutions: | Centre for Analytical Finance <Århus> (contributor) |
| Publisher: |
Aarhus : Centre for Analytical Finance, Univ. of Aarhus, Aarhus School of Business |
| Subject: | Theorie | Theory | Statistische Verteilung | Statistical distribution | Stochastischer Prozess | Stochastic process |
| Extent: | Online-Ressource, 21 p., text ill |
|---|---|
| Series: | Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business. - Aarhus, ZDB-ID 2678180-3. - Vol. 178 |
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | nBibliography Sytemvoraussetzungen: Acrobat reader |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002106417