@article{theeconometricsoffinancialduration,
  title = {The Econometrics of Financial Duration Modeling},
  author = {Giuseppe Cavaliere and Thomas Mikosch and Anders Rahbek and Frederik Vilandt},
  year = {2022},
  eprint = {2208.02098},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2208.02098v3},
}