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philipperemy/lead-lag

Estimation of the lead-lag parameter from non-synchronous data.

Owner
philipperemy (personal account)
Stars
Stars: 142
Forks
Forks: 56
Language
Jupyter Notebook
License
MIT
Created
2018
Topics
mathematicsstatisticslead-lag
Tier
Prototype (100 to 249 ★) What this tier means
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