Non-normal Asset Returns, Generalized Hyperbolic Distribution-based Monte Carlo Simulation, and Residual Risk

Huijian Dong

Non-normal Asset Returns, Generalized Hyperbolic Distribution-based Monte Carlo Simulation, and Residual Risk

Huijian Dong

University of South Florida

Research output: Contribution to journal › Article › peer-review

Original language	American English
Journal	Default journal
State	Published - Jan 1 2015

Cite this

@article{b3a42ae27f694345a5398f72890269ea,

title = "Non-normal Asset Returns, Generalized Hyperbolic Distribution-based Monte Carlo Simulation, and Residual Risk",

author = "Huijian Dong",

note = "Dong, H. (2015). Non-normal asset returns, generalized hyperbolic distribution-based Monte Carlo simulation, and residual risk. Econometrics., doi: 10.12966/e.06.01.2015.",

year = "2015",

month = jan,

day = "1",

language = "American English",

journal = "Default journal",

}

TY - JOUR

T1 - Non-normal Asset Returns, Generalized Hyperbolic Distribution-based Monte Carlo Simulation, and Residual Risk

AU - Dong, Huijian

N1 - Dong, H. (2015). Non-normal asset returns, generalized hyperbolic distribution-based Monte Carlo simulation, and residual risk. Econometrics., doi: 10.12966/e.06.01.2015.

PY - 2015/1/1

Y1 - 2015/1/1

UR - https://digitalcommons.usf.edu/fac_publications/3632

M3 - Article

JO - Default journal

JF - Default journal

ER -

Non-normal Asset Returns, Generalized Hyperbolic Distribution-based Monte Carlo Simulation, and Residual Risk

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