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"Local Lead-Lag Relationships and Nonlinear Granger Causality: An Empirical ..."

Håkon Otneim, Geir Drage Berentsen, Dag Tjøstheim (2022)

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DOI: 10.3390/E24030378

access: open

type: Journal Article

metadata version: 2022-04-20

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  dblp key:
  - journals/entropy/OtneimBT22
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  - https://dblp.org/rec/journals/entropy/OtneimBT22
Håkon Otneim, Geir Drage Berentsen, Dag Tjøstheim:
Local Lead-Lag Relationships and Nonlinear Granger Causality: An Empirical Analysis. Entropy 24(3): 378 (2022)

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