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.

Institutions

• Department of Mathematics [110000]
• Mathematics Teaching and Research Area [111920]