Absolute moments of generalized hyperbolic distributions and approximate scaling of normal inverse Gaussian Levy-processes
| Year of publication: |
2004
|
|---|---|
| Authors: | Barndorff-Nielsen, Ole Eiler ; Stelzer, Robert |
| Publisher: |
München : Ludwig-Maximilians-Universität München, Sonderforschungsbereich 386 - Statistische Analyse diskreter Strukturen |
| Series: | Discussion Paper ; 381 |
|---|---|
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Working Paper |
| Language: | English |
| Other identifiers: | 10.5282/ubm/epub.1751 [DOI] 483938106 [GVK] hdl:10419/31081 [Handle] |
| Source: |
Persistent link: https://www.econbiz.de/10010266195