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Correlations of the volatilities at different time horizonsThe axises give the time horizons of the volatilities. |
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Correlations between the historical and realized volatilities, at different time horizons |
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Asymmetry of the correlations between the historical and realized volatilities, at different time horizons |
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Correlations of the realized volatilities with the historical volatility increment |
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Correlations of the realized volatilities with the centered volatility increment |
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