Scott, David J; Würtz, Diethelm; Dong, Christine; … - Volkswirtschaftliche Fakultät, … - 2009
In this paper we demonstrate a recursive method for obtaining the moments of the generalized hyperbolic distribution …. The method is readily programmable for numerical evaluation of moments. For low order moments we also give an alternative … derivation of the moments of the generalized hyperbolic distribution. The expressions given for these moments may be used to …