NAPLES;Mining the lead-lag Relationship from Non-synchronous and High-frequency Data
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NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2020-02-17 (Econometrics)
- NEP-ETS-2020-02-17 (Econometric Time Series)
- NEP-MST-2020-02-17 (Market Microstructure)
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