Pearson correlation (left) between the burstiness and the volatility measures and (right) between the memory coefficient and the volatility measures.
收藏Figshare2020-05-22 更新2026-04-28 收录
下载链接：
https://figshare.com/articles/dataset/Pearson_correlation_left_between_the_burstiness_and_the_volatility_measures_and_right_between_the_memory_coefficient_and_the_volatility_measures_/12359060
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资源简介：
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.
创建时间：
2020-05-22
