YET ANOTHER ACD MODEL: THE AUTOREGRESSIVE CONDITIONAL DIRECTIONAL DURATION (ACDD) MODEL
- 期刊名称Annals of Financial Economics
- 作者JEYASREEDHARAN, NAGARATNAM; ALLEN, DAVID E; YANG, JOEY WENLING
- 卷第9卷
- 期第1期
- 印刷ISSN2010-4952
- 电子ISSN2010-4960
- 文件大小4065.45KB
- 发表时间2014-06
- DOI10.1142/S2010495214500043