@article{articlec499b896,
title   = {Parametric quantile autoregressive conditional duration models with application to intraday value‐at‐risk forecasting},
author = {Saulo, Helton and Pal, Suvra and Souza, Rubens and Vila, Roberto and Dasilva, Alan},
year = {2025},
doi = {10.1002/for.3214},
publisher = {Wiley},
journal   = {Journal of Forecasting}
}