The community structures of 5-min time scale and 4-hr time scale for the three time periods.

The community structures of 5-min time scale and 4-hr time scale for the three time periods.

<p>Sub-figures (<b>a</b>)– (<b>f</b>) represent the community structures of 5-min and 4-hr time scales for the three time periods. From top to bottom are those for 2016-2018, 2018-2020, and 2020-2022, respectively. Left are those of the 5-min time scale, while right are...

Full description

Saved in:
Bibliographic Details
Main Author: Fangyan Ouyang (20485195) (author)
Other Authors: Wenyan Peng (3625874) (author), Tingting Chen (111216) (author)
Published: 2024
Subjects:
Cell Biology
Ecology
Sociology
Biological Sciences not elsewhere classified
Physical Sciences not elsewhere classified
random matrix theory
find stronger correlations
faster reaction speed
chinese listed companies
frequency financial markets
>< sub ><
six time scales
div >< p
higher frequency scales
realized volatility across
volatility within high
time scales
realized volatility
frequency data
higher frequencies
></ sub
time scale
study explores
specific reactions
shedding light
probability distribution
multifaceted dynamics
investigation reveals
intricate dynamics
ij </
findings underscore
correlation matrices
correlation function
constructing cross
compare industry
c </
Tags: Add Tag
No Tags, Be the first to tag this record!

Similar Items