Communications for Statistical Applications and Methods

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Fig. 1.

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Fig. 1. Copula fit with error terms of MSFT, AMZN, and AAPL from ARMA-GARCH from 2016/06/01 to 2017/12/01 with the simulation size equal to the time window.
Communications for Statistical Applications and Methods 2018;25:605-18 https://doi.org/10.29220/CSAM.2018.25.6.605
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