@book{393e9ad76b994c60ab34cc51bba33d47,
title = "Package {\textquoteleft}ACDm{\textquoteright}: Tools for Autoregressive Conditional Duration Models (Version 1.0.2)",
abstract = "Manual for the package for Autoregressive Conditional Duration (ACD, Engle and Russell, 1998) models. Creates trade, price or volume durations from transactions (tic) data, performs diurnal adjustments, fits various ACD models and tests them.",
keywords = "112 Statistics and probability, 113 Computer and information sciences",
author = "Markus Belfrage",
year = "2015",
language = "English",
publisher = "Vienna University of Economics and Business",
address = "Austria",
}