Before revision:  We also find that the weak variance-alpha-gamma process exhibits a wider range of dependence and produces a significantly better fit than the variance-alpha-gamma process on a S&P500-FTSE100 data set, and that DME produces the best fit in this situation.
After revision:  We also find that the weak variance-alpha-gamma process exhibits a wider range of dependence and produces a significantly better fit than the variance-alpha-gamma process on an S&P500-FTSE100 data set, and that DME produces the best fit in this situation.