NIG and Skew Student's t: Two special cases of the Generalised Hyperbolic Distribution

Publication details

  • Publisher: Norsk Regnesentral
  • Series: NR-notat (SAMBA/01/05)
  • Year: 2005
  • Issue: SAMBA/01/05
  • Number of pages: 14

Kjersti Aas

Research Director SAMBA
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  • NIG and Skew Student’s t: Two special cases of the Generalised Hyperbolic Distribution