【作者(必填)】NAGARATNAM JEYASREEDHARAN, DAVID E ALLEN, and JOEY WENLING YANG

【文题(必填)】YET ANOTHER ACD MODEL: THE AUTOREGRESSIVE CONDITIONAL DIRECTIONAL DURATION
(ACDD) MODEL

【年份(必填)】Annals of Financial Economics, June 2014, Vol. 09, No. 01（正式版本不要working paper）

【全文链接或数据库名称(选填)】http://www.worldscientific.com/doi/abs/10.1142/S2010495214500043