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Journal: Entropy, 2022
Volume: 24
Number: 378

Article: Local Lead–Lag Relationships and Nonlinear Granger Causality: An Empirical Analysis
Authors: by Håkon Otneim, Geir Drage Berentsen and Dag Tjøstheim
Link: https://www.mdpi.com/1099-4300/24/3/378

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