Pages that link to "Item:Q825353"
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The following pages link to Inference for time-varying lead-lag relationships from ultra-high-frequency data (Q825353):
Displaying 6 items.
- An analysis of lead-lag structures using a frequency domain approach: Empirical evidence from the Finnish and Swedish stock markets (Q1129894) (← links)
- Direct estimation of lead-lag relationships using multinomial dynamic time warping (Q2216402) (← links)
- No arbitrage and lead-lag relationships (Q2273697) (← links)
- Wavelet-Based Methods for High-Frequency Lead-Lag Analysis (Q3122063) (← links)
- (Q5879927) (← links)
- From \(p\)-Wasserstein bounds to moderate deviations (Q6165989) (← links)