@article{asymptoticsforthegeneralized,
  title = {Asymptotics for the Generalized Autoregressive Conditional Duration Model},
  author = {Giuseppe Cavaliere and Thomas Mikosch and Anders Rahbek and Frederik Vilandt},
  year = {2023},
  eprint = {2307.01779},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2307.01779v1},
}