@article{RobustLeadLag,
author = {Yichi Zhang and Mihai Cucuringu and Alexander Y. Shestopaloff and Stefan Zohren},
title = {Robust Detection of Lead-Lag Relationships in Lagged Multi-Factor Models},
journal = {Applied Mathematical Finance},
volume = {32},
number = {2},
pages = {91--127},
year = {2025},
publisher = {Routledge},
doi = {10.1080/1350486X.2025.2544272},
URL = {https://doi.org/10.1080/1350486X.2025.2544272},
eprint = {https://doi.org/10.1080/1350486X.2025.2544272}
}