373
Views
5
CrossRef citations to date
0
Altmetric
Original Articles

Convolution-invariant subclasses of generalized hyperbolic distributions

&
Pages 98-103 | Received 21 Jan 2013, Accepted 28 Jun 2013, Published online: 06 Jan 2016

References

  • Barndorff-Nielsen, O. ( 1978). Hyperbolic distributions and distributions on hyperbolae. Scand. J. Stat. 5(3):151–157.
  • Bibby, B. M., Sørensen, M. ( 2003). Hyperbolic processes in finance. In: Rachev, S.T., ed. Handbook of heavy tailed distributions in finance (211–248). Elsevier.
  • Eberlein, E., Keller, U. ( 1995). Hyperbolic distributions in finance. Bernoulli 1:281–299.
  • Fajardo, J., Farias, A. ( 2004). Generalized hyperbolic distributions and Brazilian data. Brazilian Rev. Economet., 24:249–271.
  • Hammerstein, E. A. ( 2010). Generalized hyperbolic distributions: theory and applications to CDO pricing. Ph.D. Thesis, University of Freiburg, Department of Mathematics and Physics Freiburg im Breisgau.
  • Jørgensen, B. ( 1982). Statistical Properties of the Generalized Inverse Gaussian Distribution. Lecture Notes in Statistics. New York: Springer-Verlag.
  • Kotz, S., Kozubowski, T. J., Podgórski, K. ( 2001). The Laplace Distribution and Generalizations: A Revisit with Applications to Communications, Economics, Engineering, and Finance. Boston: Birkhauser.

Reprints and Corporate Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

To request a reprint or corporate permissions for this article, please click on the relevant link below:

Academic Permissions

Please note: Selecting permissions does not provide access to the full text of the article, please see our help page How do I view content?

Obtain permissions instantly via Rightslink by clicking on the button below:

If you are unable to obtain permissions via Rightslink, please complete and submit this Permissions form. For more information, please visit our Permissions help page.