Moments of the generalized hyperbolic distribution
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Volume (Year): 26 (2011)
Issue (Month): 3 (September)
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References listed on IDEAS
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"Estimation and testing of dynamic models with generalised hyperbolic innovations,"
LSE Research Online Documents on Economics
24742, London School of Economics and Political Science, LSE Library.
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- Ole E. Barndorff-Nielsen & Karsten Prause, 2001. "Apparent scaling," Finance and Stochastics, Springer, vol. 5(1), pages 103-113. Full references (including those not matched with items on IDEAS)