Local Lead-Lag Relationships and Nonlinear Granger Causality: An Empirical Analysis.

Otneim H, Berentsen GD, Tjøstheim D

DOI: 10.3390/e24030378
Published: 2022 Mar 8
Container: Entropy (Basel, Switzerland)
Publisher: Not recorded
Open access: yes

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Cite this work

BibTeX

@article{allodium:10.3390/e24030378,
  title = {Local Lead-Lag Relationships and Nonlinear Granger Causality: An Empirical Analysis.},
  author = {Otneim H and Berentsen GD and Tjøstheim D},
  year = {2022},
  journal = {Entropy (Basel, Switzerland)},
  doi = {10.3390/e24030378},
  url = {https://doi.org/10.3390/e24030378}
}

RIS

TY  - JOUR
TI  - Local Lead-Lag Relationships and Nonlinear Granger Causality: An Empirical Analysis.
AU  - Otneim H
AU  - Berentsen GD
AU  - Tjøstheim D
PY  - 2022
JO  - Entropy (Basel, Switzerland)
DO  - 10.3390/e24030378
UR  - https://doi.org/10.3390/e24030378
ER  -

APA

H, O., GD, B., & D, T. (2022). Local Lead-Lag Relationships and Nonlinear Granger Causality: An Empirical Analysis.. Entropy (Basel, Switzerland). https://doi.org/10.3390/e24030378

Source records

pubmed · retrieved 2026-09-26T09:59:03.350Z