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