@book{0f2ba5539c8642aa9d66bdf068432821,
title = "Tutorial: Tools for Autoregressive Conditional Duration Models (Version 1.0.2)",
abstract = "Manual for the package for Autoregressive Conditional Duration (ACD, Engle and Russell, 1998) mod-els. 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",
}