TY  - JOUR
TI  - Autoregressive Conditional Duration: A New Model for Irregularly Spaced Transaction Data
AU  - Robert F. Engle
AU  - Jeffrey R. Russell
JO  - Econometrica
PY  - 1998
VL  - 66
IS  - 5
DO  - 10.2307/2999632
UR  - https://doi.org/10.2307/2999632
ER  -