Risk Estimation using the Multivariate Normal Inverse Gaussian Distribution

Aas, Kjersti; Hobæk Haff, Ingrid; Dimakos, Xeni Kristine

April 21, 2007

SAMBA

• Refereed: 0
• Conference: International Workshop on Computational and Financial Econometrics, Geneva
• Title: Risk Estimation using the Multivariate Normal Inverse Gaussian Distribution
• Author(s): Aas, Kjersti; Hobæk Haff, Ingrid; Dimakos, Xeni Kristine
• Published date: April 21, 2007
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• ISBN:
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