The generalized hyperbolic skew Student's t-distribution

Journal of Financial Econometrics

Volumn 4, Issue 2, 2006, Pages 275-309

  Aas, Kjersti ^a   Haff, Ingrid Hobæk ^a  

^a NORWEGIAN COMPUTING CENTER   (Norway)

Author keywords

EM algorithm; Generalized hyperbolic distribution; NIG; Skew probability distribution; Skew Student's t

Indexed keywords

EID: 33646168798     PISSN: 14798409     EISSN: 14798417     Source Type: Journal    
DOI: 10.1093/jjfinec/nbj006     Document Type: Article

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