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Continuous multivariate distributions
Kotz, Samuel, (2000)
Conditional forecasts in dynamic multivariate models
Waggoner, Daniel F., (1999)
Exchange rate returns standardized by realized volatility are (nearly) Gaussian
Andersen, Torben, (2000)
Convolutions of multivariate phase-type distributions
Berdel, Jasmin, (2011)
Optimal investment for investors with state dependent income, and for insurers
Hipp, Christian, (2000)