Supplemental Material for Robust Detection of Lead-Lag Relationships in Lagged Multi-Factor Models
收藏Mendeley Data2026-04-09 收录
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https://data.mendeley.com/datasets/2djzdjvn96/3
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资源简介：
The supplemental material includes the equity, ETF, and futures data sets' performance metrics for the entire grid - rescaled to target volatility.
提供机构：
Yichi Zhang
