Pages that link to "Item:Q3122063"
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The following pages link to Wavelet-Based Methods for High-Frequency Lead-Lag Analysis (Q3122063):
Displaying 6 items.
- Inference for time-varying lead-lag relationships from ultra-high-frequency data (Q825353) (← links)
- 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)
- AN ENTROPY BASED IN WAVELET LEADERS TO QUANTIFY THE LOCAL REGULARITY OF A SIGNAL AND ITS APPLICATION TO ANALIZE THE DOW JONES INDEX (Q4917267) (← links)
- High-Frequency Lead-Lag Effects and Cross-Asset Linkages: A Multi-Asset Lagged Adjustment Model (Q6617782) (← links)