xhshenxin

Pinned Repositories

lead-lag
Estimation of the lead-lag parameter from non-synchronous data.
Language:Jupyter Notebook0 0 02
Micro_Price
Language:Jupyter Notebook46 4 021

xhshenxin's Repositories

xhshenxin/Micro_Price
Language:Jupyter Notebook46 4 021
xhshenxin/lead-lag
Estimation of the lead-lag parameter from non-synchronous data.
Language:Jupyter Notebook0 0 02