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1. Autoregressive conditional durations: An application to the Surinamese dollar versus the US dollar exchange rate. (2023). Ooft, Gavin ; Franses, Philip Hans ; Bhaghoe, Sailesh.
   In: Review of Development Economics.
   RePEc:bla:rdevec:v:27:y:2023:i:4:p:2618-2637.

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2. Bootstrap based probability forecasting in multiplicative error models. (2021). Silvapulle, Mervyn J ; Perera, Indeewara.
   In: Journal of Econometrics.
   RePEc:eee:econom:v:221:y:2021:i:1:p:1-24.

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3. Autoregressive conditional duration modelling of high frequency data. (2021). Yan, Xiufeng.
   In: Papers.
   RePEc:arx:papers:2111.02300.

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4. Birnbaum–Saunders autoregressive conditional duration models applied to high-frequency financial data. (2019). Saulo, Helton ; Leiva, Victor ; Aykroyd, Robert G ; Leo, Jeremias.
   In: Statistical Papers.
   RePEc:spr:stpapr:v:60:y:2019:i:5:d:10.1007_s00362-017-0888-6.

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5. The UHF-GARCH-Type Model in the Analysis of Intraday Volatility and Price Durations – the Bayesian Approach. (2016). Huptas, Roman.
   In: Central European Journal of Economic Modelling and Econometrics.
   RePEc:psc:journl:v:8:y:2016:i:1:p:1-20.

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6. Modelling long-range dependence and trends in duration series: an approach based on EFARIMA and ESEMIFAR models. (2015). Feng, Yuanhua ; Ghosh, Sucharita ; Beran, Jan.
   In: Statistical Papers.
   RePEc:spr:stpapr:v:56:y:2015:i:2:p:431-451.

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7. Bayesian Estimation and Prediction for ACD Models in the Analysis of Trade Durations from the Polish Stock Market. (2014). Huptas, Roman.
   In: Central European Journal of Economic Modelling and Econometrics.
   RePEc:psc:journl:v:6:y:2014:i:4:p:237-273.

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8. The Impact of Trader Behavior on Options Price Volatility. (2014). Tu, Teng-Tsai ; Chou, Ping-Hung ; Wu, Pei-Shan.
   In: Asian Economic and Financial Review.
   RePEc:asi:aeafrj:2014:p:503-516.

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9. Value at risk forecasts by extreme value models in a conditional duration framework. (2013). Herrera, Rodrigo ; Schipp, Bernhard.
   In: Journal of Empirical Finance.
   RePEc:eee:empfin:v:23:y:2013:i:c:p:33-47.

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10. The efficient modelling of high frequency transaction data: A new application of estimating functions in financial economics. (2013). NG, KOK HAUR ; Allen, David ; Peiris, Shelton.
    In: Economics Letters.
    RePEc:eee:ecolet:v:120:y:2013:i:1:p:117-122.

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11. Forecasting spikes in electricity prices. (2012). Hurn, Stan ; Christensen, T. M. ; Lindsay, K. A..
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:28:y:2012:i:2:p:400-411.

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12. Extreme value models in a conditional duration intensity framework. (2011). Herrera, Rodrigo ; Schipp, Bernhard.
    In: SFB 649 Discussion Papers.
    RePEc:zbw:sfb649:sfb649dp2011-022.

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13. Extreme value models in a conditional duration intensity framework. (2011). Herrera, Rodrigo ; Schipp, Bernhard.
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2011-022.

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14. Trading duration, mutual funds behavior and stock market shock. (2011). Zongxin, Zhang ; Xiao, Zhang.
    In: China Finance Review International.
    RePEc:eme:cfripp:v:1:y:2011:i:3:p:220-240.

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15. DYNAMIC ORDER SUBMISSION AND HERDING BEHAVIOR IN ELECTRONIC TRADING. (2010). Ng, Wing Lon.
    In: Journal of Financial Research.
    RePEc:bla:jfnres:v:33:y:2010:i:1:p:27-43.

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16. On the interday homogeneity in the intraday rate of trading. (2009). Bhatti, Chad R..
    In: Mathematics and Computers in Simulation (MATCOM).
    RePEc:eee:matcom:v:79:y:2009:i:7:p:2250-2257.

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17. Analysing liquidity and absorption limits of electronic markets with volume durations. (2008). Ng, Wing Lon.
    In: Quantitative Finance.
    RePEc:taf:quantf:v:8:y:2008:i:4:p:353-361.

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18. AUTOREGRESSIVE CONDITIONAL DURATION MODELS IN FINANCE: A SURVEY OF THE THEORETICAL AND EMPIRICAL LITERATURE. (2008). Pacurar, Maria.
    In: Journal of Economic Surveys.
    RePEc:bla:jecsur:v:22:y:2008:i:4:p:711-751.

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19. Order Aggressiveness and Order Book Dynamics. (2004). Hall, Anthony ; Hautsch, Nikolaus.
    In: FRU Working Papers.
    RePEc:kud:kuiefr:200504.

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20. Mixture Processes for Financial Intradaily Durations. (2004). Gallo, Giampiero ; De Luca, Giovanni.
    In: Studies in Nonlinear Dynamics & Econometrics.
    RePEc:bpj:sndecm:v:8:y:2004:i:2:n:8.

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21. A model for the federal funds rate target.. (2003). Jorda, Oscar ; Hamilton, James D..
    In: Working Papers.
    RePEc:cda:wpaper:99-7.

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22. A family of autoregressive conditional duration models. (2001). Grammig, Joachim ; Fernandes, Marcelo.
    In: LIDAM Discussion Papers CORE.
    RePEc:cor:louvco:2001036.

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