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- Generalised_hyperbolic_distribution abstract "The generalised hyperbolic distribution (GH) is a continuous probability distribution defined as the normal variance-mean mixture where the mixing distribution is the generalized inverse Gaussian distribution. Its probability density function (see the box) is given in terms of modified Bessel function of the second kind, denoted by .As the name suggests it is of a very general form, being the superclass of, among others, the Student's t-distribution, the Laplace distribution, the hyperbolic distribution, the normal-inverse Gaussian distribution and the variance-gamma distribution.It is mainly applied to areas that require sufficient probability of far-field behaviour, which it can model due to its semi-heavy tails—a property the normal distribution does not possess. The generalised hyperbolic distribution is often used in economics, with particular application in the fields of modelling financial markets and risk management, due to its semi-heavy tails. This class is closed under linear operations. It was introduced by Ole Barndorff-Nielsen.".
- Generalised_hyperbolic_distribution wikiPageID "3420188".
- Generalised_hyperbolic_distribution wikiPageRevisionID "585383030".
- Generalised_hyperbolic_distribution hasPhotoCollection Generalised_hyperbolic_distribution.
- Generalised_hyperbolic_distribution name "generalised hyperbolic".
- Generalised_hyperbolic_distribution parameters "asymmetry parameter".
- Generalised_hyperbolic_distribution parameters "location".
- Generalised_hyperbolic_distribution parameters "scale parameter".
- Generalised_hyperbolic_distribution type "density".
- Generalised_hyperbolic_distribution subject Category:Continuous_distributions.
- Generalised_hyperbolic_distribution subject Category:Generalized_hyperbolic_distributions.
- Generalised_hyperbolic_distribution subject Category:Probability_distributions.
- Generalised_hyperbolic_distribution type Abstraction100002137.
- Generalised_hyperbolic_distribution type Arrangement105726596.
- Generalised_hyperbolic_distribution type Cognition100023271.
- Generalised_hyperbolic_distribution type ContinuousDistributions.
- Generalised_hyperbolic_distribution type Distribution105729036.
- Generalised_hyperbolic_distribution type GeneralizedHyperbolicDistributions.
- Generalised_hyperbolic_distribution type PsychologicalFeature100023100.
- Generalised_hyperbolic_distribution type Structure105726345.
- Generalised_hyperbolic_distribution comment "The generalised hyperbolic distribution (GH) is a continuous probability distribution defined as the normal variance-mean mixture where the mixing distribution is the generalized inverse Gaussian distribution.".
- Generalised_hyperbolic_distribution label "Generalised hyperbolic distribution".
- Generalised_hyperbolic_distribution label "Обобщённое гиперболическое распределение".
- Generalised_hyperbolic_distribution label "一般化双曲型分布".
- Generalised_hyperbolic_distribution sameAs 一般化双曲型分布.
- Generalised_hyperbolic_distribution sameAs m.09bks3.
- Generalised_hyperbolic_distribution sameAs Q2560504.
- Generalised_hyperbolic_distribution sameAs Q2560504.
- Generalised_hyperbolic_distribution sameAs Generalised_hyperbolic_distribution.
- Generalised_hyperbolic_distribution wasDerivedFrom Generalised_hyperbolic_distribution?oldid=585383030.
- Generalised_hyperbolic_distribution isPrimaryTopicOf Generalised_hyperbolic_distribution.