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THE COVARIATION FUNCTION FOR SYMMETRIC Α-STABLE RANDOM VARIABLES WITH FINITE FIRST MOMENTS | Rosadi | Journal of the Indonesian Mathematical Society 39 137 1 PB

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Figure 1: The accuracy of the estimator of covariation function for several valuesof α
Figure 2: Diagnostic plot for daily Indosat Tbk. ‘s returns, sample size N=1121
Figure 3: Diagnostic plot for weekly Indosat Tbk.‘s returns, sample size N=224
Table 2. Estimated values of covariation coefficient between stocks and marketreturns

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THE COVARIATION FUNCTION FOR SYMMETRIC Α-STABLE RANDOM VARIABLES WITH FINITE FIRST MOMENTS | Rosadi | Journal of the Indonesian Mathematical Society 39 137 1 PB

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