Emergence of statistically validated financial intraday lead-lag relationships (Q4619502): Difference between revisions
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Revision as of 05:48, 11 February 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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