1. add gen_window_data.pl
2. to do: tune the parameters, thresholds etc.
3. to do: what about relative return time series correlation?
1. add util.R and rename and revise some *.R files.
2. to do: tune the parameters, thresholds etc.
3. to do: what about relative return time series correlation?
ggsave figure files.
1. revise build_graph(), add var + granger model.
2. to do: run this model and to see the leadership index.
2. to do: tune the parameters, thresholds etc.
3. to do: what about relative return time series correlation?