menuicon

Research

Follow us_twitter

Publication Search Results

Exact matches for:

  • Author = Yang JW

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).


2. Allen DE, Peiris MS, Yang JW
David Allen, Shelton Peiris and Joey W Yang: An examination of the role of time and its impact on price revision, Australian Journal of Management, 30 (2005), no. 2, 283–301.


Number of matches: 2