@article{autoregressiveconditionaldurationmodelli,
  title = {Autoregressive conditional duration modelling of high frequency data},
  author = {Xiufeng Yan},
  year = {2021},
  eprint = {2111.02300},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2111.02300v1},
}