@article{parametricquantileautoregressive,
  title = {Parametric quantile autoregressive conditional duration models with application to intraday value-at-risk},
  author = {Helton Saulo and Suvra Pal and Rubens Souza and Roberto Vila and Alan Dasilva},
  year = {2023},
  eprint = {2308.15571},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2308.15571v1},
}