p

Index

α

β

δ

μ

n

2002-2005

IBOV

115.3831

−20.6768

0.0325

0.0068

1043

NIFTY50

79.7261

0.19.269330

0.0136

0.0044

1258

SHCOMP

56.8119

5.7093

0.0097

0.0006

1303

RTSI

47.6604

−7.6627

0.0146

0.0039

1303

2006-2010

IBOV

31.8151

−3.1540

0.0131

0.0019

1304

NIFTY50

35.9781

−2.9873

0.0145

0.0016

989

SHCOMP

40.5741

−9.4047

0.0175

0.0042

1044

RTSI

19.5138

−2.9695

0.0139

0.0021

1044

2011-2015

IBOV

99.0900

5.1516

0.0199

−0.0014

1303

NIFTY50

124.5000

−3.9450

0.0141

0.0007

1238

SHCOMP

37.4145

−1.1891

0.0081

0.0004

1303

RTSI

44.6705

−0.9362

0.0158

−0.0003

1303