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Symmetric Thermal Optimal Path and Time-dependent Lead-lag Relationship: Novel Statistical Tests and Application to UK and US Real-estate and Monetary Policies

Symmetric Thermal Optimal Path and Time-dependent Lead-lag Relationship: Novel Statistical Tests and Application to UK and US Real-estate and Monetary Policies

AuthorD. Sornette, H. Meng, W-Z. Zhou
JournalJournal of Banking and Finance
Date1 jan. 2016
CatégorieAcademic Publications
VolumeNA

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