No arbitrage and lead-lag relationships

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Publication:2273697

DOI10.1016/j.spl.2019.06.006zbMath1457.91358arXiv1712.09854OpenAlexW2962898999MaRDI QIDQ2273697

Takaki Hayashi, Yuta Koike

Publication date: 25 September 2019

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1712.09854




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