Portfolio modelling, optimization and backtesting
Fit of a Normal Inverse Gaussian Distribution
Robust moments for the Normal distribution
Standardized generalized hyperbolic Student-t Distribution
Standardized Normal Inverse Gaussian Distribution
Generator for Portable random innovations

Standardized generalized hyperbolic Student-t distribution
Standardized normal inverse Gaussian distribution
Pearson's product moment correlation test
Fligner-Killeen test for equal variances