Bennett, S., Cucuringu, M., & Reinert, G. (2022). Lead–lag detection and network clustering for multivariate time series with an application to the US equity market. Springer.
Chicago Style (17th ed.) CitationBennett, S., M. Cucuringu, and G. Reinert. Lead–lag Detection and Network Clustering for Multivariate Time Series with an Application to the US Equity Market. Springer, 2022.
MLA (9th ed.) CitationBennett, S., et al. Lead–lag Detection and Network Clustering for Multivariate Time Series with an Application to the US Equity Market. Springer, 2022.
Warning: These citations may not always be 100% accurate.