@article{c0447c04c8a6425ea30fbf37ad12cc17,
title = "An autoregressive model based on the generalized hyperbolic distribution",
keywords = "autoregressive model, conditional heteroscedasticity, generalized hyperbolic distribution, nonlinear time series, skewness, 112 Statistics and probability",
author = "Henri Karttunen",
year = "2020",
month = sep,
doi = "10.1111/sjos.12427",
language = "English",
volume = "47",
pages = "787--816",
journal = "Scandinavian Journal of Statistics",
issn = "0303-6898",
publisher = "Wiley Blackwell",
number = "3",
}