TY  - RPRT
TI  - Understanding volatility correlation behavior with a magnitude cross-correlation function.
AU  - Woo Cheol Jun
AU  - Gabjin Oh
AU  - Seunghwan Kim
PY  - 2006
DO  - 10.1103/physreve.73.066128
UR  - https://pubmed.ncbi.nlm.nih.gov/16906935/
ID  - 16906935
ER  -