@article{articleab85e299,
title   = {Autoregressive conditional duration models: an application in the brazilian stock market},
author = {Oliveira, Mauri Aparecido de and Bueno, Ricardo Luiz Pereira and Kotsubo, Laís Sayuri and Bergmann, Daniel Reed},
year = {2016},
doi = {10.12988/ams.2016.510672},
journal   = {Applied Mathematical Sciences}
}