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Proc IWIF-II, 2007, Chengdu. www.swingtum.com/institute/IWIF. 2. Objective. We study the probability density of the volatility of the daily changes in the logarithm of stock market index from three subgroups of economies (according to International Monetary Fund's classification) with the aim to se
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1. Proc IWIF-II, 2007, Chengdu www.swingtum.com/institute/IWIF 1 VOLATILITY OF DIFFERENT STOCK MARKET INDICES By Boon Leong Lan and Ying Oon Tan