Yet another ACD model: the autoregressive conditional directional duration (ACDD) model

N. Jeyasreedharan, D.E. Allen, Joey Yang

Research output: Contribution to journalArticle

Original languageEnglish
Pages (from-to)1450004-1-20
JournalAnnals of Financial Economics
Volume9
Issue number1
DOIs
Publication statusPublished - 2014

Cite this

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title = "Yet another ACD model: the autoregressive conditional directional duration (ACDD) model",
author = "N. Jeyasreedharan and D.E. Allen and Joey Yang",
year = "2014",
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language = "English",
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pages = "1450004--1--20",
journal = "Annals of Financial Economics",
issn = "2010-4952",
number = "1",

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Yet another ACD model: the autoregressive conditional directional duration (ACDD) model. / Jeyasreedharan, N.; Allen, D.E.; Yang, Joey.

In: Annals of Financial Economics, Vol. 9, No. 1, 2014, p. 1450004-1-20.

Research output: Contribution to journalArticle

TY - JOUR

T1 - Yet another ACD model: the autoregressive conditional directional duration (ACDD) model

AU - Jeyasreedharan, N.

AU - Allen, D.E.

AU - Yang, Joey

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DO - 10.1142/S2010495214500043

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SP - 1450004-1-20

JO - Annals of Financial Economics

JF - Annals of Financial Economics

SN - 2010-4952

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