@article{leadlagdetectionandnetworkclusteringfor,
  title = {Lead-lag detection and network clustering for multivariate time series with an application to the US equity market},
  author = {Stefanos Bennett and Mihai Cucuringu and Gesine Reinert},
  year = {2022},
  eprint = {2201.08283},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2201.08283v1},
}