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Views on non-Normal markets [77]

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Bullet points include: Will also want exceptionally adverse outcomes not to clump through time. Might imperil solvency/credibility more than if occurring apparently randomly through time. i.e. we also want independence between any two elements of the hit sequence. Can test for this, e.g. by creating a contingency table of It versus It-h (e.g. It-1). Or by analysing distribution of times between consecutive hits, which should exhibit certain statistical features if hits are independent. Contingency table: number of occurrences

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