Lead-lag detection and network clustering for multivariate time series with an application to the US equity market

20 January 2022

Papers citing "Lead-lag detection and network clustering for multivariate time series with an application to the US equity market"

2 / 2 papers shown

Title
Graph similarity learning for change-point detection in dynamic networks Déborah Sulem Henry Kenlay Mihai Cucuringu Xiaowen Dong 28 14 0 29 Mar 2022
Measuring and testing dependence by correlation of distances G. Székely Maria L. Rizzo N. K. Bakirov 164 2,572 0 28 Mar 2008