ν-Generalized Hyperbolic Distributions [article]

Lev B.Klebanov, Svetlozar T. Rachev
<span title="2015-02-09">2015</span> <i > arXiv </i> &nbsp; <span class="release-stage" >pre-print</span>
A new class of probability distributions closely connected to generalized hyperbolic distributions is introduced. It is more adapted to study the distributions of sums of random number of random variables. The properties of these distributions are studied. It seems, that this class may be useful for asset returns modeling.
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