"Lead-lag detection and network clustering for multivariate time series ..."

Stefanos Bennett, Mihai Cucuringu, Gesine Reinert (2022)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2022-02-02

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-2201-08283
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  - https://dblp.org/rec/journals/corr/abs-2201-08283
Stefanos Bennett, Mihai Cucuringu, Gesine Reinert:
Lead-lag detection and network clustering for multivariate time series with an application to the US equity market. CoRR abs/2201.08283 (2022)

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