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Volatility graining for "Market-component Affine
Aggregated ARCH with EMA"

The lagged correlation between fine and coarse grained volatility The axises gives the logarithm (base 2) of the return time horizons dt used to compute the volatility.
Asymmetry for the lagged correlation between fine and coarse grained volatility The axises gives the logarithm (base 2) of the return time horizons dt used to compute the volatility.