Non-parametric determination of real-time lag structure between two time series: the ‘optimal thermal causal path’ method
Sornette, Didier, Zhou, Wei-XingVolume:
5
Language:
english
Journal:
Quantitative Finance
DOI:
10.1080/14697680500383763
Date:
December, 2005
File:
PDF, 735 KB
english, 2005