TY - JOUR
AU - 
TI - Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data
JF - Econometrica
DO - 10.2307/2999632
DA - 1998-09-01
UR - https://www.deepdyve.com/lp/crossref/autoregressive-conditional-duration-a-new-model-for-irregularly-spaced-AXhJJpq0en
SP - 1127
VL - 66
IS - 5
DP - DeepDyve
ER -