Instruct: Identify the main and secondary category of Arxiv papers based on the titles and abstracts
Query: Intra-day variability of the stock market activity versus stationarity
  of the financial time series   We describe the impact of the intra-day activity pattern on the
autocorrelation function estimator. We obtain an exact formula relating
estimators of the autocorrelation functions of non-stationary process to its
stationary counterpart. Hence, we proved that the day seasonality of
inter-transaction times extends the memory of as well the process itself as its
absolute value. That is, both processes relaxation to zero is longer.

36
The categories of this paper are: cmp-lg
30
The categories of this paper are: q-alg
12
The categories of this paper are: nucl-th
13
The categories of this paper are: quant-ph
22
The categories of this paper are: chao-dyn
23
The categories of this paper are: solv-int
31
The categories of this paper are: ao-sci
33
The categories of this paper are: plasm-ph
7
The categories of this paper are: hep-th
21
The categories of this paper are: adap-org
29
The categories of this paper are: funct-an
34
The categories of this paper are: chem-ph
1
The categories of this paper are: cs
35
The categories of this paper are: mtrl-th
27
The categories of this paper are: comp-gas
11
The categories of this paper are: hep-lat