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A stein type lemma for the multivariate generalized hyperbolic distribution
Steven Vanduffel,
Jing Yao
School of Mathematical & Computer Sciences
Actuarial Mathematics & Statistics
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Article
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peer-review
9
Citations (Scopus)
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Dive into the research topics of 'A stein type lemma for the multivariate generalized hyperbolic distribution'. Together they form a unique fingerprint.
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Business & Economics
Generalized Hyperbolic Distribution
99%
Asset Returns
63%
Finance
60%
Mixture Model
53%
Multivariate Distribution
45%
Expected Utility
42%
Decision Theory
34%
Symmetry
33%
Skewness
32%
Statistics
22%
Mathematics
Generalized Hyperbolic Distribution
100%
Multivariate Distribution
65%
Lemma
49%
Finance
32%
Expected Utility
20%
Decision Theory
19%
Skewness
16%
Mixture Model
16%
Statistics
10%
Symmetry
10%
Observation
10%
Engineering & Materials Science
Finance
71%
Decision theory
36%
Statistics
23%