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. 2015 Oct 1;10(10):e0139420. doi: 10.1371/journal.pone.0139420

Fig 6. The return-volatility correlation function for the full time series and the fast mode.

Fig 6

(a) The return-volatility correlation function for the HSI index in Hong Kong and the German DAX index, and that for the fast mode of each index. (b) The return-volatility correlation function averaged over the chosen 40 stocks for the NYSE market, and that of the fast mode.