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~person:"Fischer, Matthias J."
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Search: subject:"Generalized Hyperbolic distribution"
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Generalized hyperbolic distribution
2
Quantile approximation
2
Student t distribution
2
Statistische Verteilung
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Theorie
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Fischer, Matthias J.
Guegan, Dominique
17
Ielpo, Florian
12
Chorro, Christophe
9
Schwaab, Bernd
8
Zhang, Xin
8
Lucas, André
6
Misiorek, Adam
6
Paolella, Marc S.
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Polak, Pawel
6
Chen, Ying
5
Billio, Monica
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Borak, Szymon
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Calès, Ludovic
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Härdle, Wolfgang
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Platen, Eckhard
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Weron, Rafal
4
Gapko, Petr
3
Spokoiny, Vladimir
3
Walker, Patrick S.
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Šmíd, Martin
3
Birge, John R.
2
Chávez-Bedoya, Luis
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Deschamps, Philippe J.
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Dong, Christine
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Frunza, Marius-Cristian
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Härdle, Wolfgang Karl
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Ignatieva, Katja
2
Jeong, Seok-Oh
2
Kurniawan, Ryan
2
Lucas, Andre
2
Mwaniki, Ivivi Joseph
2
Schlüter, Stephan
2
Weron, Rafał
2
Würtz, Diethelm
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Afuecheta, Emmanuel
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Arslan, Olcay
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Balakrishnan, N.
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Budhi Arta Surya
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Wirtschafts- und Sozialwissenschaftliche Fakultät, Friedrich-Alexander-Universität Erlangen-Nürnberg
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A tail quantile approximation formula for the student t and the symmetric
generalized
hyperbolic
distribution
Schlüter, Stephan
;
Fischer, Matthias J.
-
2009
)
generalized
hyperbolic
distribution
(GHD) whose popularity steadily increases and which includes both Gaussian and Student t as …
Persistent link: https://www.econbiz.de/10010299752
Saved in:
2
A tail quantile approximation formula for the student t and the symmetric
generalized
hyperbolic
distribution
Schlüter, Stephan
;
Fischer, Matthias J.
-
Wirtschafts- und Sozialwissenschaftliche Fakultät, …
-
2009
)
generalized
hyperbolic
distribution
(GHD) whose popularity steadily increases and which includes both Gaussian and Student t as …
Persistent link: https://www.econbiz.de/10008493571
Saved in:
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