1. the associated ? and ? estimates and, in the last three columns, the parameters (with standard errors in square brackets) of the Student-t and Skew-t distributions (where d.f. denotes degrees of freedom) that best fit the data and estimated by Maximum Likelihood. The sample period is 1985-2012. The securities are: the S&P500 and Nasdaq Composite stock market indices;The table reports descriptive statistics on the returns on the securities in our sample (denoted by the code associated to the security in the FRED database
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