Moments of the generalized hyperbolic distribution
| Year of publication: |
2011
|
|---|---|
| Authors: | Scott, David ; Würtz, Diethelm ; Dong, Christine ; Tran, Thanh |
| Published in: |
Computational Statistics. - Springer. - Vol. 26.2011, 3, p. 459-476
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| Publisher: |
Springer |
| Subject: | Generalized hyperbolic distribution | Hyperbolic distribution | Kurtosis | Moments | Normal inverse Gaussian distribution | Skewed-t distribution | Skewness | Student-t distribution |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10009324908