Direct estimation of lead-lag relationships using multinomial dynamic time warping (Q2216402)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Direct estimation of lead-lag relationships using multinomial dynamic time warping |
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Direct estimation of lead-lag relationships using multinomial dynamic time warping (English)
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15 December 2020
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lead-lag relationships
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high frequency trading
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dynamic time warping
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