Moments of the generalized hyperbolic distribution
Scott, David J., Würtz, Diethelm, Dong, Christine, Tran, Thanh Tam
Published in Computational statistics (01.09.2011)
Published in Computational statistics (01.09.2011)
Get full text
Journal Article
Weighted trimmed likelihood estimator for GARCH models
Chalabi, Yohan / Y, Wuertz, Diethelm
Published in IDEAS Working Paper Series from RePEc (01.01.2010)
Get full text
Published in IDEAS Working Paper Series from RePEc (01.01.2010)
Paper