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Exact matches for:
- Author = Jeyasreedharan N
1.
Jeyasreedharan N, Allen DE, Yang JW
Nagaratnam Jeyasreedharan, David E Allen, Joey Wenling Yang:
Yet another ACD model: the autorgressive conditional directional duration (ACDD) model,
Annals of Financial Economics,
9
(2014),
no. 1,
1450004 (20 pages).
| Number of matches: 1 |