[R] simulation hyperbolic random variables
M. Fischer
Matthias.Fischer at wiso.uni-erlangen.de
Tue Nov 9 12:04:56 CET 1999
Dear SPLUS users,
I want to simulate generalized hyperbolic random processes for
modelling financial time series. Is there any function for
generating hyperbolic random variables?
Thanks..
Regards
M. Fischer
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