Tailoring copula-based multivariate generalized hyperbolic secant distributions to financial return data: an empirical investigation
Year of publication: |
2003
|
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Authors: | Fischer, Matthias J. |
Institutions: | Wirtschafts- und Sozialwissenschaftliche Fakultät, Friedrich-Alexander-Universität Erlangen-Nürnberg |
Subject: | Skewed hyperbolic secant | Multivariate GHS distribution | Copula |
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