Lead-lag detection and network clustering for multivariate time series with an application to the US equity market (2022)
Attributed to:
CHARMNET - Characterising Models for Networks
funded by
EPSRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.48550/arxiv.2201.08283
Publication URI: https://arxiv.org/abs/2201.08283
Type: Preprint