Non-parametric determination of real-time lag structure between two time series: the ‘optimal thermal causal path’ method
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Publication:3375402
DOI10.1080/14697680500383763zbMath1134.91569arXivcond-mat/0408166OpenAlexW2952487919MaRDI QIDQ3375402
Wei-Xing Zhou, Didier Sornette
Publication date: 8 March 2006
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/cond-mat/0408166
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Cites Work
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- Inflation, output growth, volatility and causality: evidence from panel data and the G7 countries
- Analyzing multiple nonlinear time series with extended Granger causality
- Advertising and Aggregate Consumption: An Analysis of Causality
- The General Equivalence of Granger and Sims Causality
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