@article{Engle1997,
	title = {Forecasting the frequency of changes in quoted foreign exchange prices
	with the autoregressive conditional duration model},
	author = {Robert F. Engle and Jeffrey R. Russell},
	journal = {Journal of Empirical Finance},
	month = {Jun},
	number = {2-3},
	pages = {187--212},
	url = {http://www.sciencedirect.com/science/article/B6VFG-3SX0D5B-5/1/5568568d004ad76419136a9a38261ac3},
	volume = {4},
	year = {1997},
	biburl = {http://www.bibsonomy.org/bibtex/2097ea5f3b7b4edbcf6cfae3f2b162200/smicha},
	keywords = {imported }
}