@article{robustdetectionofleadlagrelationshipsin,
  title = {Robust Detection of Lead-Lag Relationships in Lagged Multi-Factor Models},
  author = {Yichi Zhang and Mihai Cucuringu and Alexander Y. Shestopaloff and Stefan Zohren},
  year = {2023},
  eprint = {2305.06704},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2305.06704v3},
}