Lead–Lag Relationship Using a Stop-and-Reverse-MinMax Process
نویسندگان
چکیده
منابع مشابه
Lead–Lag Relationship Using a Stop-and-Reverse-MinMax Process
Abstract: The intermarket analysis, in particular the lead–lag relationship, plays an important role within financial markets. Therefore, a mathematical approach to be able to find interrelations between the price development of two different financial instruments is developed in this paper. Computing the differences of the relative positions of relevant local extrema of two charts, i.e., the l...
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ژورنال
عنوان ژورنال: Risks
سال: 2016
ISSN: 2227-9091
DOI: 10.3390/risks4030027