Wavelet-Based Methods for High-Frequency Lead-Lag Analysis (Q3122063)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Wavelet-Based Methods for High-Frequency Lead-Lag Analysis |
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Wavelet-Based Methods for High-Frequency Lead-Lag Analysis (English)
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20 March 2019
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Brownian motion
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high-frequency data
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lead-lag effect
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multiscale modeling
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wavelet
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