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

Research output: Contribution to journal › Article › peer-review

Original language	English
Pages (from-to)	1450004-1-20
Journal	Annals of Financial Economics
Volume	9
Issue number	1
DOIs	https://doi.org/10.1142/S2010495214500043
Publication status	Published - 2014

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@article{b38bedc5c3f1447cab3238e76e956dbc,

title = "Yet another ACD model: the autoregressive conditional directional duration (ACDD) model",

author = "N. Jeyasreedharan and D.E. Allen and Joey Yang",

year = "2014",

doi = "10.1142/S2010495214500043",

language = "English",

volume = "9",

pages = "1450004--1--20",

journal = "Annals of Financial Economics",

issn = "2010-4952",

publisher = "World Scientific Publishing",

number = "1",

}

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

AU - Jeyasreedharan, N.

AU - Allen, D.E.

AU - Yang, Joey

PY - 2014

Y1 - 2014

U2 - 10.1142/S2010495214500043

DO - 10.1142/S2010495214500043

M3 - Article

SN - 2010-4952

VL - 9

SP - 1450004-1-20

JO - Annals of Financial Economics

JF - Annals of Financial Economics

IS - 1

ER -