$\nu$-Generalized Hyperbolic Distributions
Probability
2015-02-10 v1
Abstract
A new class of probability distributions closely connected to generalized hyperbolic distributions is introduced. It is more adapted to study the distributions of sums of random number of random variables. The properties of these distributions are studied. It seems, that this class may be useful for asset returns modeling.
Cite
@article{arxiv.1502.02486,
title = {$\nu$-Generalized Hyperbolic Distributions},
author = {Lev B. Klebanov and Svetlozar T. Rachev},
journal= {arXiv preprint arXiv:1502.02486},
year = {2015}
}
Comments
5 pages