Statistical Modelling of Financial Risk
Has parts
Aas, Kjersti; Haff, Ingrid Hobæk. The Generalized Hyperbolic Skew Student’s t-Distribution. Journal of Financial Econometrics. 4(2): 275-309, 2006.Aas, Kjersti; Haff, Ingrid Hobæk; Dimakos, Xeni K.. Risk estimation using the multivariate normal inverse Gaussian distribution. Journal of Risk. 8(2): 39-60, 2005.
Dimakos, Xeni K.; Aas, Kjersti. Integrated risk modelling. Statistical modeling. 4: 265-277, 2004.
Aas, Kjersti; Dimakos, Xeni K.; Øksendal, Anders. Risk Capital Aggregation. Risk Management. 9: 82-107, 2007.
Aas, Kjersti; Kåresen, Kjetil. The Matrix. Energy Power Risk Management. 9: 50-55, 2004.