Modeling and predicting intra-day price movements in stock markets with autoregressive conditional duration models
(2000) Bulletin of EU and US inflation and macroeconomic analysis — Vol. 65, p. 49-56 (2000)
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Bauwens, Luc 
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Bauwens, L., & Giot, P. (2000). Modeling and predicting intra-day price movements in stock markets with autoregressive conditional duration models. Bulletin of EU and US inflation and macroeconomic analysis, 65, 49-56. https://hdl.handle.net/2078.5/152024 (Original work published 2000)