The generalized hyperbolic skew student's t-distribution
Year of publication: |
2006
|
---|---|
Authors: | Aas, Kjersti ; Hobæk Haff, Ingrid |
Published in: |
Journal of financial econometrics : official journal of the Society for Financial Econometrics. - Oxford : Univ. Press, ISSN 1479-8409, ZDB-ID 2160581-6. - Vol. 4.2006, 2, p. 275-309
|
Subject: | Statistische Verteilung | Statistical distribution |
-
Fridman, Gregory, (2016)
-
Operational risk modelling in insurance and banking
Vukovic, Ognjen, (2016)
-
Chesher, Andrew, (2023)
- More ...
-
On the simplified pair-copula construction -- Simply useful or too simplistic?
Hobæk Haff, Ingrid, (2010)
-
Nonparametric estimation of pair-copula constructions with the empirical pair-copula
Hobæk Haff, Ingrid, (2015)
-
Risk premium in the UK natural gas forward market
Hobæk Haff, Ingrid, (2008)
- More ...