Pages that link to "Item:Q2513365"
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The following pages link to Moments of the generalized hyperbolic distribution (Q2513365):
Displaying 11 items.
- Likelihood-based risk estimation for variance-gamma models (Q1742843) (← links)
- On bounds for the mode and median of the generalized hyperbolic and related distributions (Q2208273) (← links)
- Inverse Gaussian quadrature and finite normal-mixture approximation of the generalized hyperbolic distribution (Q2223873) (← links)
- COMFORT: a common market factor non-Gaussian returns model (Q2347735) (← links)
- Multivariate elliptical truncated moments (Q2397126) (← links)
- A Stein characterisation of the generalized hyperbolic distribution (Q4578055) (← links)
- Third cumulant for multivariate aggregate claim models (Q4583605) (← links)
- Tail Behaviour and Tail Dependence of Generalized Hyperbolic Distributions (Q4976492) (← links)
- On the moments of the variance-gamma distribution (Q6178685) (← links)
- Absolute moments of the variance-gamma distribution (Q6640883) (← links)
- Tail moments and tail joint moments for multivariate generalized hyperbolic distribution (Q6653558) (← links)