APA (7th ed.) Citation

Engle, R. F., & Russell, J. R. (1994). Forecasting transaction rates: The autoregressive conditional duration model.

Chicago Style (17th ed.) Citation

Engle, Robert F., and Jeffrey R. Russell. Forecasting Transaction Rates: The Autoregressive Conditional Duration Model. Cambridge, Mass, 1994.

MLA (9th ed.) Citation

Engle, Robert F., and Jeffrey R. Russell. Forecasting Transaction Rates: The Autoregressive Conditional Duration Model. 1994.