Lead-lag cross-sectional structure and detection of correlated–anticorrelated regime shifts: Application to the volatilities of inflation and economic growth rates
Wei-Xing Zhou, Didier SornetteVolume:
380
Year:
2007
Language:
english
Pages:
10
DOI:
10.1016/j.physa.2007.02.114
File:
PDF, 283 KB
english, 2007