Pages that link to "Item:Q3375402"
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The following pages link to Non-parametric determination of real-time lag structure between two time series: the ‘optimal thermal causal path’ method (Q3375402):
Displaying 4 items.
- How does economic policy uncertainty comove with stock markets: new evidence from symmetric thermal optimal path method (Q2170576) (← links)
- Symmetric thermal optimal path and time-dependent lead-lag relationship: novel statistical tests and application to UK and US real-estate and monetary policies (Q4555120) (← links)
- Statistical arbitrage with optimal causal paths on high-frequency data of the S&P 500 (Q5234323) (← links)
- Lead-lag detection and network clustering for multivariate time series with an application to the us equity market (Q6097122) (← links)
