BARNDORFF-NIELSEN, OLE EILER; STELZER, ROBERT - In: Scandinavian Journal of Statistics 32 (2005) 4, pp. 617-637
Expressions for (absolute) moments of generalized hyperbolic and normal inverse Gaussian (NIG) laws are given in terms of moments of the corresponding symmetric laws. For the (absolute) moments centred at the location parameter "μ" explicit expressions as series containing Bessel functions are...