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Nicolas Huth

  1. High Frequency Lead/lag Relationships - Empirical facts
    2011/11/30 by Nicolas Huth, Huth, Nicolas, Frédéric Abergel +1 · 1 citation
    Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #FOS: Economics and business #Financial Markets and Investment Strategies #Financial Risk and Volatility Modeling #Trading and Market Microstructure (q-fin.TR)