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

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

Research output: Contribution to journalArticlepeer-review

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

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