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Estimation and Simulation for Multivariate Tempered Stable Distributions with Applications To Finance
Title
Estimation and Simulation for Multivariate Tempered Stable Distributions with Applications To Finance
Author
Xia, Yunfei
Date Created
2022
Subjects--Topical
Mathematics
Description
In this thesis, we introduce a methodology for the simulation and parameter estimation of multivariate tempered stable distributions. Using the fact that tempered stable distributions can be specified indirectly by a Lévy measure, our approach is ...