GHD: how to capture heavy tails of financial data

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distribution hypothesis is the core question in financial modeling. as stylized facts, financial data are heavy tailed and leptkurtic. these facts make the traditional normality invalid. Generalized hyperbolic distributions (GHD) are good alternatives in financial modeling.
here are two famous overview paper about using GHD in finance. some one interested can download and enjoy them.

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关键词：financial Financia inancial capture nancial financial Data heavy capture GHD