Figure 7
Correlation between S&P 500 and Euro/US-Dollar exchange rate, empirical density compared to density ( 39 ) computed with \(\pmb{\kappa=7.937}\) , \(\pmb{\mu=0.003}\) and \(\pmb{\sigma=1.186}\) (mean squared error: \(\pmb{2.46\mathrm{e}{-}06}\) ).