Multivariate generalized hyperbolic laws for modeling financial log-returns: Empirical and theoretical considerations
Fotopoulos, Stergios B., Paparas, Alex, Jandhyala, Venkata K.Journal:
Applied Stochastic Models in Business and Industry
DOI:
10.1002/asmb.2525
Date:
March, 2020
File:
PDF, 788 KB
2020