Lead-Lag Relationship using a Stop-and-Reverse-MinMax process
Maier-Paape, Stanislaus; Platen, Andreas
Aachen : Institut für Mathematik, RWTH Aachen University (2014)
Preprint
In: Report / Institut für Mathematik, RWTH Aachen University 79
Page(s)/Article-Nr.: 22 S.
Identifier
- RWTH PUBLICATIONS: RWTH-CONV-010664