Moments of the generalized hyperbolic distribution

David Scott (), Diethelm Würtz (), Christine Dong () and Thanh Tran ()
Authors registered in the RePEc Author Service: Diethelm Wuertz

Computational Statistics, 2011, vol. 26, issue 3, 459-476

Keywords: Generalized hyperbolic distribution; Hyperbolic distribution; Kurtosis; Moments; Normal inverse Gaussian distribution; Skewed-t distribution; Skewness; Student-t distribution (search for similar items in EconPapers)
Date: 2011
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Citations: View citations in EconPapers (11)

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Working Paper: Moments of the generalized hyperbolic distribution (2009)
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DOI: 10.1007/s00180-010-0219-z

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