Lead-lag detection and network clustering for multivariate time series with an application to the US equity market (2022)

First Author: Bennett S
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