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

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

 

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Postal address: Norsk Regnesentral/Norwegian Computing Center, P.O. Box 114 Blindern, NO-0314 Oslo, Norway
Visit address: Norsk Regnesentral, Gaustadalleen 23a, Kristen Nygaards hus, NO-0373 Oslo.
Phone: (+47) 22 85 25 00
AddressHow to get to NR