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-dong1, CHEN Xiao-jing2
1. Central University of Finance and Economics, Beijing 100081, China;
2. Lenovo Group, Beijing 100085, China
LIU Zhi-dong, CHEN Xiao-jing. 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[J]. Chinese Journal of Management Science, 2009, 17(3): 18-26.