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Table 2 Maximum likelihood estimates of the parameters for the S&P500 data with the corresponding (approximate) 95% margins of error in parentheses

From: A new trivariate model for stochastic episodes

 

\(\hat {p}\) (ME)

\(\hat {q} \) (ME)

\(\hat {\beta } \) (ME)

S&P500

0.47 (0.00007)

0.441 (0.00009)

133.575 (2.8832)