Local Lead–Lag Relationships and Nonlinear Granger Causality: An Empirical Analysis Håkon Otneim Geir Drage Berentsen Dag Bjarne Tjøstheim Publication details Journal: Entropy, p. 17, Tuesday 8. March 2022 Publisher: MDPI Link: DOI: doi.org/10.3390/e24030378 You are here: Home Publications Scientific article Local Lead–Lag Relationships and Nonlinear Granger Causality: An Empirical Analysis