Direct estimation of lead-lag relationships using multinomial dynamic time warping (Q2216402)
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scientific article; zbMATH DE number 7286177
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| English | Direct estimation of lead-lag relationships using multinomial dynamic time warping |
scientific article; zbMATH DE number 7286177 |
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Direct estimation of lead-lag relationships using multinomial dynamic time warping (English)
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15 December 2020
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lead-lag relationships
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high frequency trading
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dynamic time warping
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0.819719672203064
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0.8012339472770691
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0.7613878846168518
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0.7109494805335999
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