Multivariate Affine Generalized Hyperbolic Distributions: An Empirical Investigation
Year of publication: |
2008-03-06
|
---|---|
Authors: | Fajardo, José ; Farias, Aquiles |
Institutions: | IBMEC Business School - Rio de Janeiro |
Subject: | Generalized Hyperbolic Distributions | Multivariate distributions | Affine transformation | Fat tails |
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