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~isPartOf:"Annals of financial economics"
~person:"Jeyasreedharan, Nagaratnam"
~person:"McAleer, Michael"
~subject:"ARCH model"
~subject:"Time series analysis"
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The ultimate trade-off
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Yet another ACD model : the autoregressive conditional directional duration (ACDD) model
Jeyasreedharan, Nagaratnam
;
Allen, David E.
;
Yang, Wenling
- In:
Annals of financial economics
9
(
2014
)
1
,
pp. 1-20
Persistent link: https://www.econbiz.de/10010489145
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