A Comparison of Generalized Hyperbolic Distribution Models for Equity Returns

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<g transform="matrix(.017,-0,0,-.017,.062,7.675)"><path d="M478 372q0 -39 -31 -97t-61 -98t-78 -98q-45 -55 -73 -102q-13 -79 -13 -197q-11 -11 -43.5 -25.5t-53.5 -15.5l-15 17q5 35 26 101.5t47 123.5q8 72 -1.5 174.5t-37.5 178.5q-14 37 -29 37q-20 0 -67 -65l-25 21q37 60 73 90.5t63 30.5q47 0 72 -112q13 -56 17.5 -141.5
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</svg> for AGL (GHD versus VG).</table>

Journal of Applied Mathematics

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Figure 5

Figure 5: A Comparison of Generalized Hyperbolic Distribution Models for Equity Returns 