Results 181 to 190 of about 2,075 (203)
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ν-Generalized Hyperbolic Distributions

Journal of Risk and Financial Management, 2023
Lev Klebanov   +2 more
exaly  

On bounds for the mode and median of the generalized hyperbolic and related distributions

Journal of Mathematical Analysis and Applications, 2021
Robert Gaunt, Milan Merkle
exaly  

Portfolio optimization under multivariate affine generalized hyperbolic distributions

International Review of Economics and Finance, 2022
, Ken Seng Tan, Chou-Wen Wang
exaly  

A mixture of generalized hyperbolic distributions

Canadian Journal of Statistics, 2015
Paul Mcnicholas, Ryan Browne
exaly  

A Mixture of Coalesced Generalized Hyperbolic Distributions

Journal of Classification, 2019
Cristina Tortora   +2 more
exaly  

Multivariate affine generalized hyperbolic distributions: An empirical investigation

International Review of Financial Analysis, 2009
JOSÉ Fajardo
exaly  

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