Asymmetric and symmetric meta-correlations in financial markets
Li Xiaohui, Shen Xiangying, Huang Jiping†,
       

Same as Fig. 3, but the data for calculation are minutely from 1/1/2015 to 5/31/2015 in panels (a), (c) and from 6/1/2015 to 10/31/2015 in panels (b), (d).