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Table 1. Simulated data: the posterior median and 95% credibleinterval for c and ζ for n = 30, n = 50, and n = 70
Figure 2. The returns for Apple and HSBC.
Figure 4. Apple data: posterior expectation of FThe bottom, right-hand graph is the posterior density of95% credible interval (dot-dashed lines) for70
Table 4. Apple data: the posterior median and 95% credible intervalfor c and ζ for n = 30, n = 50, and n = 70
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