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Journal of Statistical Distributions and Applications
Fig. 1 | Journal of Statistical Distributions and Applications

Fig. 1

From: A new trivariate model for stochastic episodes

Fig. 1

Fit of the GT model to S&P500 data. The graphs in the left/right column show the fit of magnitude/maximum. The top row has QQ plots of the marginal distributions of magnitude (left panel) and maximum (right panel). Rows 2, 3, and 4 show QQ plots of the conditional distributions of the magnitude (left panels) and maximum (right panels) given duration N=1,2, and 3

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