13 citations · 56 across the 10 of their papers we have counts for
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q-fin.ST2024★ 7 cited
Fitting the seven-parameter Generalized Tempered Stable distribution to the financial data
Aubain Nzokem, Daniel Maposa
The paper proposes and implements a methodology to fit a seven-parameter Generalized Tempered Stable (GTS) distribution to financial data. The nonexistence of the mathematical expr…
math.PR2024★ 2 cited
Self-Decomposable Laws Associated with General Tempered Stable (GTS) Distribution and their Simulation Applications
A. H. Nzokem
The paper describes the self-decomposable distribution and the background driving Lévy process (BDLP) associated with the Generalized Tempered Stable (GTS) distribution. Two distri…