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A Look at Sequential Normal Scores and How They Apply to Financial Data Analysis

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Figure

Table 1. Length of a cluster of k or more observations to be significant at the 0.05 level
Figure 1. Bar chart of daily change in the first year of HST data examined.
Figure 3. Histogram of the first year’s sequential normal scores of the HST data.
Table 2. Dates of statistically significant outliers in HST daily yields.
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