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

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© 2015 Ouyang et al

This is an open-access article distributed under the terms of the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original author and source are properly credited.

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Fig 7 — (a) The return-volatility correlation function of the full time series, the medium mode and that after removing the medium mode for the HSI index in Hong kong and the German DAX index. (b) The return-volatility correlation function of the full time series, the medium mode and that after removing the medium mode for the NYSE market. The results are averaged over the chosen 40 stocks.