@article{econhot_econhot-cited-f834655db452eb81,
  title = {Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data},
  author = {Robert F. Engle and Jeffrey R. Russell},
  journal = {Econometrica},
  year = {1998},
  volume = {66},
  number = {5},
  pages = {1127},
  doi = {10.2307/2999632},
  url = {https://doi.org/10.2307/2999632}
}