Extract parameters of generalized hyperbolic distribution objects
Fitting generalized hyperbolic distributions to multivariate data
Fitting generalized hyperbolic distributions to univariate data
Create generalized hyperbolic distribution objects
Get methods for objects inheriting from class ghyp
A package on the generalized hyperbolic distribution and its special cases
Compute moments of generalized hyperbolic distributions
The Generalized Inverse Gaussian Distribution
Histogram for univariate generalized hyperbolic distributions
Extract Log-Likelihood and Akaike's Information Criterion
Expected value, variance-covariance, skewness and kurtosis of generalized hyperbolic distributions
Pairs plot for multivariate generalized hyperbolic distributions
Plot univariate generalized hyperbolic densities
Portfolio optimization with respect to alternative risk measures
Daily returns of five swiss blue chips and the SMI
Perform a model selection based on the AIC
Linear transformation and extraction of generalized hyperbolic distributions