Symmetric thermal optimal path and time-dependent lead-lag relationship: novel statistical tests and application to UK and US real-estate and monetary policies
Metadata only
Datum
2017Typ
- Journal Article
Publikationsstatus
publishedExterne Links
Zeitschrift / Serie
Quantitative FinanceBand
Seiten / Artikelnummer
Verlag
RoutledgeThema
Housing market; Lead-lag structure; Monetary policy; Statistical test; Symmetric thermal optimal pathOrganisationseinheit
03738 - Sornette, Didier (emeritus) / Sornette, Didier (emeritus)