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Dynamic lead–lag relationship between stock indices and the..:

Ren, Fei ; Ji, Shen-Dan ; Cai, Mei-Ling..
Physica A: Statistical Mechanics and its Applications.  513 (2019)  - p. 709-723 , 2019
Link: https://doi.org/10.1016/j.physa.2018.08.117