Wavelet-based methods for high-frequency lead-lag analysis^∗

Business & Economics

• Wavelets 100%
• Lag 77%
• Lead-lag Effect 69%
• Discrete-time Model 29%
• Lead-lag Relationship 28%
• Asymptotic Theory 28%
• Brownian Motion 25%
• Stochastic Volatility 23%
• Sampling 22%
• Numerical Experiment 22%
• Financial Assets 21%
• Continuous Time 21%
• Modeling 12%
• Methodology 10%

Mathematics

• Wavelets 75%
• Framework 49%
• Irregular Sampling 32%
• Stochastic Volatility 29%
• Discrete-time Model 26%
• Asymptotic Theory 22%
• Brownian motion 18%
• Continuous Time 18%
• Methodology 15%
• Numerical Experiment 15%
• Modeling 13%
• Relationships 12%
• Demonstrate 12%

Engineering & Materials Science

• Lead 79%
• Brownian movement 26%
• Sampling 15%
• Experiments 7%