Emergence of statistically validated financial intraday lead-lag relationships
نویسندگان
چکیده
†Center for Polymer Studies and Department of Physics, Boston University, Boston, MA, USA ‡Dipartimento di Scienze Economiche, Aziendali e Statistiche, University of Palermo, Viale delle Scienze, Ed. 13, Palermo IT-90128, Italy §Center for Network Science and Department of Economics, Central European University, Nador utca 9, 1051 Budapest, Hungary ¶Dipartimanto di Fisica e Chimica, University of Palermo, Viale delle Scienze, Ed. 18, Palermo IT-90128, Italy
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تاریخ انتشار 2015