Quantification of risk in Norwegian stocks via the normal inverse Gaussian distribution

3071/B_lviken_-_Quantification_of_risk_in_Norwegian_stocks_via_the.pdf

Bølviken, Erik; Benth, Fred Espen

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