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A simple asymmetric herding model to distinguish between stock and foreign exchange markets

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Figure

Figure 1: Estimates ˆε1, ˆε2 for 982 Japanese stocks at TSE.
Figure 2: Scatter plot and marginal distributions from 5,000 bootstrap estimates.
Figure 3: Class S of parameter pairs ε1, ε2 (the shaded area).
Table 1: Estimations of eight foreign exchange markets (currencies against USD)and the gold market (G).
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