Pearson correlation (left) between the burstiness and the volatility measures and (right) between the memory coefficient and the volatility measures.

V1 is the mean volatility. V2 is the TED spread. V3 is the VIX. All types is the sum of type Zero, One, A, and B. The correlation coefficient is calculated using window size and moving size equal to 1 day. P-value of Pearson correlation. *:0.05, **: 0.01, ***: 0.001.

V1为平均波动率；V2为泰德利差（TED spread）；V3为VIX波动率指数（VIX）。全类别指标为Zero、One、A与B四类的总和。相关系数通过窗口大小与移动步长均为1日的方式计算得出，显著性检验采用皮尔逊相关（Pearson correlation）的p值，其中*对应显著性水平0.05，**对应0.01，***对应0.001。