VIRFs for Event 1 corresponding to 5-min time scale (up) and 4-hr time scale (bottom) respectively.

<p>VIRFs for Event 1 corresponding to 5-min time scale (up) and 4-hr time scale (bottom) respectively.</p>

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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 </
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