High-Frequency Lead-Lag Effects and Cross-Asset Linkages: A Multi-Asset Lagged Adjustment Model
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Publication:6617782
DOI10.1080/07350015.2019.1697699zbMath1547.62643MaRDI QIDQ6617782
Stefano Peluso, Giuseppe Buccheri, Fulvio Corsi
Publication date: 11 October 2024
Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)
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