The equal-time correlation between an IMF of the full time series and that of the new time series.
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The new time series are generated by removing the large volatilities, i.e., ∣r∣ > 8σ for the SHCI and SZCI indices, and ∣r∣ > 2σ for the S&P 500, DAX, HSI and TWII indices.
创建时间:
2015-12-03



