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Volatility and correlation in financial markets: Econometric modeling and empirical pricing

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Figure

Table 4: Parameters estimates for the MS-GARCH model: S&P500
Table 5: Parameters estimates for the MS-GARCH model: one-year bond
Table 6: Parameters estimates for the MS-GARCH model: 10-year bond
Table 7: Parameters estimates for the MSCCC(8) model: S&P500 and 1-year bond
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