Cite
HARVARD Citation
Buccheri, G. et al. (2021). High-Frequency Lead-Lag Effects and Cross-Asset Linkages: A Multi-Asset Lagged Adjustment Model. Journal of business & economic statistics. 39 (3), pp. 605-621. [Online].
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Buccheri, G. et al. (2021). High-Frequency Lead-Lag Effects and Cross-Asset Linkages: A Multi-Asset Lagged Adjustment Model. Journal of business & economic statistics. 39 (3), pp. 605-621. [Online].