How to Identify Varying Lead−Lag Effects in Time Series Data: Implementation, Validation, and Application of the Generalized Causality Algorithm:
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| Hauptverfasser: | , |
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| Format: | Elektronisch E-Book |
| Sprache: | English |
| Veröffentlicht: |
Erlangen , Nürnberg
Friedrich-Alexander-Universität Erlangen-Nürnberg
2020
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| Schlagworte: | |
| Online-Zugang: | Volltext Volltext Volltext |
| Beschreibung: | 1 Online-Ressource |
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| spelling | Stübinger, Johannes Verfasser aut How to Identify Varying Lead−Lag Effects in Time Series Data: Implementation, Validation, and Application of the Generalized Causality Algorithm Johannes Stübinger, Katharina Adler Erlangen , Nürnberg Friedrich-Alexander-Universität Erlangen-Nürnberg 2020 1 Online-Ressource txt rdacontent c rdamedia cr rdacarrier Archivierung/Langzeitarchivierung gewährleistet DE-101 pdager lead–lag effect structural break generalized causality algorithm optimal causal path simulation study quantitative economics finance Adler, Katharina Verfasser aut Sonderdruck aus Algorithms 13.4 (2020), 95 10.3390/a13040095 https://nbn-resolving.org/urn:nbn:de:bvb:29-opus4-136805 Resolving-System kostenfrei Volltext https://d-nb.info/1209741547/34 Langzeitarchivierung Nationalbibliothek kostenfrei Volltext application/pdf https://open.fau.de/handle/openfau/13680 Verlag kostenfrei Volltext 1\p aep-sg 0,96118 20200509 DE-101 https://d-nb.info/provenance/plan#aep-sg |
| spellingShingle | Stübinger, Johannes Adler, Katharina How to Identify Varying Lead−Lag Effects in Time Series Data: Implementation, Validation, and Application of the Generalized Causality Algorithm |
| title | How to Identify Varying Lead−Lag Effects in Time Series Data: Implementation, Validation, and Application of the Generalized Causality Algorithm |
| title_auth | How to Identify Varying Lead−Lag Effects in Time Series Data: Implementation, Validation, and Application of the Generalized Causality Algorithm |
| title_exact_search | How to Identify Varying Lead−Lag Effects in Time Series Data: Implementation, Validation, and Application of the Generalized Causality Algorithm |
| title_exact_search_txtP | How to Identify Varying Lead−Lag Effects in Time Series Data: Implementation, Validation, and Application of the Generalized Causality Algorithm |
| title_full | How to Identify Varying Lead−Lag Effects in Time Series Data: Implementation, Validation, and Application of the Generalized Causality Algorithm Johannes Stübinger, Katharina Adler |
| title_fullStr | How to Identify Varying Lead−Lag Effects in Time Series Data: Implementation, Validation, and Application of the Generalized Causality Algorithm Johannes Stübinger, Katharina Adler |
| title_full_unstemmed | How to Identify Varying Lead−Lag Effects in Time Series Data: Implementation, Validation, and Application of the Generalized Causality Algorithm Johannes Stübinger, Katharina Adler |
| title_short | How to Identify Varying Lead−Lag Effects in Time Series Data: Implementation, Validation, and Application of the Generalized Causality Algorithm |
| title_sort | how to identify varying lead−lag effects in time series data implementation validation and application of the generalized causality algorithm |
| url | https://nbn-resolving.org/urn:nbn:de:bvb:29-opus4-136805 https://d-nb.info/1209741547/34 https://open.fau.de/handle/openfau/13680 |
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