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Figure 1 shows the densities of NCT and SKT distributions proposed, re-
Figure 1.The NCT and SKT densities proposed, respectively, in equations (2.4) and (2.2)generated by combinations of parameters.
Figure 2.Characteristics of power transformation families.
Figure 3.Time series plots of percentage daily returns and RVs of the TOPIX data fromJanuary 2004 to December 2011.
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