Unveiling multiscale spatiotemporal dynamics of volatility in high-frequency financial markets

• Fangyan Ouyang,

  Roles Data curation, Methodology, Software, Writing – original draft

  Affiliation School of Media Engineering, Communication University of Zhejiang, Hangzhou, China

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• Wenyan Peng,

  Roles Writing – review & editing

  Affiliations School of Mathematics and Statistics, Hunan University of Technology and Business, Changsha, China, Key Laboratory of Hunan Province for Statistical Learning and Intelligent Computation, Hunan University of Technology and Business, Changsha, China

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• Tingting Chen

  Roles Conceptualization, Methodology, Writing – review & editing

  * E-mail: ttchen@zufe.edu.cn

  Affiliation Department of Finance, Zhejiang University of Finance and Economics, Hangzhou, China

  https://orcid.org/0000-0003-2350-6840

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