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"Statistically validated lead-lag Networks and inventory Prediction in the ..."

Damien Challet et al. (2018)

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DOI: 10.1142/S0219525918500194

access: closed

type: Journal Article

metadata version: 2021-03-24

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  - journals/advcs/ChalletCLK18
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Damien Challet, Rémy Chicheportiche, Mehdi Lallouache, Serge Kassibrakis:
Statistically validated lead-lag Networks and inventory Prediction in the Foreign Exchange Market. Adv. Complex Syst. 21(8): 1850019:1-1850019:28 (2018)

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