Risk Estimation Using the Multivariate Normal Inverse Gaussian Distribution

Aas, Kjersti; Hobæk Haff, Ingrid

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