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philipperemy / lead-lag

Estimation of the lead-lag parameter from non-synchronous data.
MIT License
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More than two input? #21

Open tvb opened 10 months ago

tvb commented 10 months ago

I am new to this field of math and calculations. So forgive my ignorance. But I got a question, would it be possible to do the lead-lag analysis between more than 2 data inputs?

philipperemy commented 6 months ago

Hey @tvb sorry for the late reply. I guess it's possible but not with this implementation.