@misc{indiciae9fab0e608496,
  title = {Understanding volatility correlation behavior with a magnitude cross-correlation function.},
  author = {Woo Cheol Jun and Gabjin Oh and Seunghwan Kim},
  year = {2006},
  doi = {10.1103/physreve.73.066128},
  url = {https://pubmed.ncbi.nlm.nih.gov/16906935/},
  note = {Source identifier: 16906935}
}