[1] Aas, K., & Haff, I. (2006). The Generalized Hyperbolic Skew Studen's t- distribution. Journal of Financial Econometrics, 4(2), 275- 309.

[2] Abramowitz, M., & Stegun, I.A. (1968). Handbook of mathematical functions. New York: Dover Publication.

[3] Baciu, O.A. (2014), Value-at-Risk estimation on Bucharest Stock Exchage. Journal of Applied Quantitative Methods, 9(4), 40-50.

[4] Barndorff-Nielsen, O.E. (1977). Exponentially decreasing distributions for the logarithm of particle size.Proc.Roy.Soc.LondonSerA,353,401-419.

[5] Barndorff-Nielsen, O.E. (1995). Normal inverse gaussian distributions and the modeling of stock returns. Research report, Department of Theoretical Statistics, Aarhus University, 300.

[6] Barndorff-Nielsen, O.E. (1997). Normal inverse gaussian distributions and the modeling of stock returns. Scandinavian Journal of Statistics, 24, 1-13.

[7] Behr, A, & Potter, U. (2009). Alternatives to the normal model of stock returns: Gaussian mixture,

generalized logf and generalized hyperbolic models. Annals of Finance, 5(1), 49-68.

[8] Cepni, O., Goncu, A., Karahan, M.O., & Kuzubas, T.U. (2013). Goodness-of-fit of the Heston, VarianceGamma and Normal-Inverse Gaussian Models. Working papers 2013/16, Bogazici University, Department of Economics.

[9] Dempster, A.P., Laird, N.M., & Rubin, D.B. (1977). Maximum likelihood for incomplete data via the EM algorithm. Journal of Royal Statistical Society, Series B, 39(1),1-38.

[10] Dumitrana, M., Jianu, I., & Laptes, R. (2010). Panoptical on the financial statements- from international to national. Accounting & Management Information Systems, 9(1), 72-91.

[11] Eberlein, E., & Keller, U. (1995). Hyperbolic distributions in finance. Bernoulli, 1, 281-299

[12] Hansen, B. (1994). Autoregressive conditional density estimation. International Economic Review, 35, 705—730.

[13] Fajardo, J., & Farias, A. (2004). Generalized hyperbolic distributions and Brazilian data. Brazilian Review of Econometrics, 24 (2), 249—271.

[14] Karlis, D. (2002). An EM type algorithm for maximum likelihood estimation for the Normal Inverse Gaussian distribution. Statistics and Probability Letters, 52, 43-52.

[15] Madan, D.B., & Seneta, E. (1990).The variance gamma model for share market returns. Journal of Business, 63, 511—524.

[16] Madan, D.B., & Milne, F. (1991). Option pricing with VG martingale components. Mathematical Finance, 1(4), 39-55.

[17] Mandelbrot, B. (1963). The variation of certain speculative prices. Journal of Business, 36, 394-419

[18] Necula, C. (2009). Modeling heavy-tailed stock index. Romanian Journal of Economic Forecasting, 6(2), 118-131.

[19] Paolella, M. (2007). Intermediate probability: A computational approach. Chichester: Wiley.

[20] Prause, K. (1997). Modelling financial data using generalized hyperbolic distributions. Preprint 48, Center for data analysis and modeling, University of Freiburg.

[21] Prause, K. (1999). The Generalized Hyperboloc Model: estimation, financial derivatives and risk measures. Unpublished Doctoral dissertation, University of Freiburg.

[22] Rege, S., & Menezes, A.G. (2012). Comparing the Generalized Hyperbolic and the Normal Invese Gaussian Distributions for the daily returns of PSI20. Working Paper Series, Centro de Estudos de Economia Aplicada de Atlantico, CEEApIA WP no 05/2012.

[23] Ristea, M., Jianu, I., & Jianu, I. (2010), Experienta Romaniei in aplicarea standardelor international

de raportarefinanciara si a standardelor international de contabilitate pentru sectorul public. Revista

Transilvania de Stiinte Administrative, 1(25), 169-192.

[24] Seneta, E. (2004). Fitting the Variance-Gamma model to financial data. Journal of Applied Probability Stochastic Models and Their Applications, 177-187.

[25] Socgnia, V.K, & Wilkox, D. (2014). A comparison of Generalized Hyperbolic Distribution models for equity returns. Journal of Applied Mathematics, 2014, 1-26.

[26] Venter, J.H., & Jongh, P.J. (2002). Risk estimation using the Normal Inverse Gaussian distribution. The Journal of Risk, 4, 1-23.