Non-parametric determination of real-time lag structure between two time series: the ‘optimal thermal causal path’ method
Author:
Publisher
Informa UK Limited
Subject
General Economics, Econometrics and Finance,Finance
Link
http://www.tandfonline.com/doi/pdf/10.1080/14697680500383763
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1. On the Causality Between Exchange Rates and Stock Prices: A Note
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