Emergence of statistically validated financial intraday lead-lag relationships (Q4619502): Difference between revisions

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Latest revision as of 02:54, 18 July 2024

scientific article; zbMATH DE number 7013624
Language Label Description Also known as
English
Emergence of statistically validated financial intraday lead-lag relationships
scientific article; zbMATH DE number 7013624

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    Emergence of statistically validated financial intraday lead-lag relationships (English)
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    6 February 2019
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    financial markets
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    stock returns
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    high-frequency data
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    lead-lag correlations
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    bootstrap method
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    statistically validated networks
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