Archived publication
Archived publication
Quantification of risk in Norwegian stocks via the normal inverse Gaussian distribution
3071/B_lviken_-_Quantification_of_risk_in_Norwegian_stocks_via_the.pdf
February 01, 2000
SAND
- Filename: 3071/B_lviken_-_Quantification_of_risk_in_Norwegian_stocks_via_the.pdf
- Areas: Mathematical finance
- Keywords: Financial data, Heavy tails, Skewness, Normal inverse, Gaussian distribution
- Page(s): 13
- Name and number of project:
- Title: Quantification of risk in Norwegian stocks via the normal inverse Gaussian distribution
- Author(s): Bølviken, Erik; Benth, Fred Espen
- Report number: SAND/04/00
- Published date: February 01, 2000