Symmetric Gaussian mixture distributions with GGC scales

The aim of this study is to unify and extend hyperbolic distributions when scalars are generated from the GGC family. Such distributions play an important role for modeling asset prices. Explicit expressions of multivariate densities are presented in terms of either the Laplace transform or the density of the scalar. When scalars are members of the GGC family, then the representations are articulated with respect to the Thorin measure. Several examples are provided.