Tail Behaviour and Tail Dependence of Generalized Hyperbolic Distributions
Work
Year: 2016
Type: book-chapter
Author Ernst August v. Hammerstein
Institution University of Freiburg
Cites: 48
Cited by: 7
Related to: 10
FWCI: 1.702
Citation percentile (by year/subfield): 93.36
Subfield: Finance
Domain: Social Sciences
Open Access status: closed