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MATERIALS SCIENCE & ENGINEERING 5473 POLYMER CHARACTERIZATION PROFESSOR JOHN A. NAIRN SPRING 2003 TABLEOFCONTENTS 1 Introduction 1 1.1 Definitions of Terms . . . . .…

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Slide 1 Jump in Volatility & Jump in Returns Kyu Won Choi + Clearing up the Data (SP500 & VIX) Data cleared up 5-minutes from 9:35am to 15:55pm (77 price data per…