... movementThe book (Lo and MacKinlay, 1999) is a good source of practical information forstock market data analysis.Many exchanges have informative websites, including the American StockExchange: www.amex.com/, ... can be found in (Lowenstein, 2001, page 71).If the population of price changes is strictly normal, on the average for any stock anobservation more than five standard deviations from the mean ... way to compute a quantile–quantile plot, as seen in Figures 4.4, 4.6 and5.3. It is listed in Figure 5.4. We use MATLAB’s N(0, 1) pseudo-random number generator, randn.The line samples = randn(M,1),...