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"Robust Detection of Lead-Lag Relationships in Lagged Multi-Factor Models."

Yichi Zhang et al. (2023)

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DOI: 10.48550/ARXIV.2305.06704

access: open

type: Informal or Other Publication

metadata version: 2023-05-17

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  - journals/corr/abs-2305-06704
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  - https://dblp.org/rec/journals/corr/abs-2305-06704
Yichi Zhang, Mihai Cucuringu, Alexander Y. Shestopaloff, Stefan Zohren:
Robust Detection of Lead-Lag Relationships in Lagged Multi-Factor Models. CoRR abs/2305.06704 (2023)

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