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Views on non-Normal markets [42]

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Bullet points include: Display spread (dispersion) of fat tails exhibited by all pair-wise combinations of sectors (95/75/50/25/5th percentile and mean). Could be any linear combination; below focus on X, X+Y and X-Y where X and Y are individual sector relative returns. For weekly sector relative returns June 2002 to March 2008. Individual sector relatives. All X+Y combinations. All X-Y combinations

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