The Generalised Hyperbolic Skew Student’s t-distribution

Aas, Kjersti; Hobæk Haff, Ingrid

March 20, 2006

SAMBA

• ISBN:
• Author(s): Aas, Kjersti; Hobæk Haff, Ingrid
• Title: The Generalised Hyperbolic Skew Student’s t-distribution
• Volume/number: 4/2
• Name and number of project:
• Journal: Journal of Financial Econometrics
• Page(s): 275-309
• Conference:
• Refereed: 1
• Publisher:
• Published date: March 20, 2006
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• Editor: