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

Yichi Zhang et al. (2023)

> Home

Details and statistics

DOI: 10.48550/ARXIV.2305.06704

access: open

type: Informal or Other Publication

metadata version: 2023-05-17

- view
  - electronic edition via DOI (open access)
  authority control:
- export record
  dblp key:
  - journals/corr/abs-2305-06704
- ask others
- share record
  persistent URL:
  - 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)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.