ghyp: Generalized Hyperbolic Distribution and Its Special Cases

Canonical link: https://rscholar.com/pkg/ghyp

Marc Weibel • David Luethi • Henriette-Elise Breymann • View description and downloads View dependencies GitHub project

2007 Published

0 Citations

3 Authors

24 Revisions

1.6.5 Version

GPL-2 License

Referenced by ⇅	Year
MixGHD: Model Based Clustering, Classification and Discriminant Analysis Using the Mixture of Generalized Hyperbolic Distributions (Version 2.3.7)	2014
StockDistFit: Fit Stock Price Distributions (Version 1.0.0)	2023
ffp: Fully Flexible Probabilities for Stress Testing and Portfolio Construction (Version 0.2.2)	2021
fitHeavyTail: Mean and Covariance Matrix Estimation under Heavy Tails (Version 0.2.0)	2019
sharpeRratio: Moment-Free Estimation of Sharpe Ratios (Version 1.4.3)	2016
yuimaGUI: A Graphical User Interface for the 'yuima' Package (Version 1.3.1)	2016

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