Levy Tempered Stable金融资产收益分布及其CF-CGMM估计方法研究
刘志东, 陈晓静
Levy Tempered Stable Distributions for Financial Assets Return and Its Method of Estimation by Characteristic Function Based on GMM with a Continuum of Moment Conditions
LIU Zhi-dong, CHEN Xiao-jing
中国管理科学
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2009, (3): 18
-26
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