Generalised hyperbolic distribution

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1	Financial Markets and Portfolio Management manuscript No. (will be inserted by the editor) Measuring risk of short return series with an application to fund of hedge fund data Wolfgang Breymann · David Lüthi · Add to Reading List Source URL: sml.zhaw.ch Language: English - Date: 2013-08-19 08:22:25 Investment Mathematical finance Skewness Kurtosis Normal distribution Normal-inverse Gaussian distribution Generalized normal distribution Generalised hyperbolic distribution Fat-tailed distribution Statistics Mathematical analysis Probability theory
2	The Generalized Hyperbolic Model: Estimation, Financial Derivatives, and Risk Measures Add to Reading List Source URL: www.freidok.uni-freiburg.de Language: English - Date: 1999-12-16 06:32:30 Mathematical finance Generalised hyperbolic distribution Ole Barndorff-Nielsen Hyperbolic distribution Volatility Stable distribution Normal distribution Distribution Normal-inverse Gaussian distribution Mathematical analysis Statistics Probability
3	PDF Document Add to Reading List Source URL: etd.lib.fsu.edu - Date: 2005-11-03 22:19:59 Copula Statistical dependence Generalised hyperbolic distribution Normal distribution Volatility Autoregressive conditional heteroskedasticity Skewness Probability distribution Expectation–maximization algorithm Statistics Mathematical finance Actuarial science