Archived publication
Archived publication
Risk Estimation Using the Multivariate Normal Inverse Gaussian Distribution
September 15, 2007
SAMBA
- Refereed: 1
- Conference: Workshop on Copulae and multivariate return distributions in finance, Warwick Business School
- Title: Risk Estimation Using the Multivariate Normal Inverse Gaussian Distribution
- Author(s): Aas, Kjersti; Hobæk Haff, Ingrid
- Published date: September 15, 2007