Symmetric thermal optimal path and time-dependent lead-lag relationship: novel statistical tests and application to UK and US real-estate and monetary policies
dc.contributor.author
Meng, Hao
dc.contributor.author
Xu, Hai-Chuan
dc.contributor.author
Zhou, Wei-Xing
dc.contributor.author
Sornette, Didier
dc.date.accessioned
2017-07-21T07:07:41Z
dc.date.available
2017-06-12T15:34:08Z
dc.date.available
2017-07-21T07:07:41Z
dc.date.issued
2017
dc.identifier.issn
1469-7688
dc.identifier.issn
1469-7696
dc.identifier.other
10.1080/14697688.2016.1241424
en_US
dc.identifier.uri
http://hdl.handle.net/20.500.11850/122382
dc.language.iso
en
en_US
dc.publisher
Routledge
en_US
dc.subject
Housing market
en_US
dc.subject
Lead-lag structure
en_US
dc.subject
Monetary policy
en_US
dc.subject
Statistical test
en_US
dc.subject
Symmetric thermal optimal path
en_US
dc.title
Symmetric thermal optimal path and time-dependent lead-lag relationship: novel statistical tests and application to UK and US real-estate and monetary policies
en_US
dc.type
Journal Article
dc.date.published
2016-11-04
ethz.journal.title
Quantitative Finance
ethz.journal.volume
17
en_US
ethz.journal.issue
6
en_US
ethz.pages.start
959
en_US
ethz.pages.end
977
en_US
ethz.identifier.wos
ethz.identifier.scopus
ethz.identifier.nebis
004152665
ethz.publication.place
London
en_US
ethz.publication.status
published
en_US
ethz.leitzahl
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02120 - Dep. Management, Technologie und Ökon. / Dep. of Management, Technology, and Ec.::03738 - Sornette, Didier (emeritus) / Sornette, Didier (emeritus)
en_US
ethz.leitzahl.certified
ETH Zürich::00002 - ETH Zürich::00012 - Lehre und Forschung::00007 - Departemente::02120 - Dep. Management, Technologie und Ökon. / Dep. of Management, Technology, and Ec.::03738 - Sornette, Didier (emeritus) / Sornette, Didier (emeritus)
ethz.date.deposited
2017-06-12T15:39:17Z
ethz.source
ECIT
ethz.identifier.importid
imp593654d9a6ea288914
ethz.ecitpid
pub:184684
ethz.eth
yes
en_US
ethz.availability
Metadata only
en_US
ethz.rosetta.installDate
2017-07-21T07:07:44Z
ethz.rosetta.lastUpdated
2023-02-06T14:25:20Z
ethz.rosetta.versionExported
true
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Journal Article [133585]