Markov Regime Switching of Stochastic Volatility Lévy Model on Approximation Mode

<table>Historical value of SET index with sample period from January 2011 to February 2013 (a) and empirical distribution of daily log returns for the SET index and fitted normal distribution (b).</table>

Journal of Applied Mathematics

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Figure 1

Figure 1: Markov Regime Switching of Stochastic Volatility Lévy Model on Approximation Mode 