[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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