A multivariate integer count hurdle model : theory and application to exchange rate dynamics
Katarzyna Bien; Ingmar Nolte; Winfried Pohlmeier
| Year of publication: |
2008
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|---|---|
| Authors: | Korycka-Bień, Katarzyna ; Nolte, Ingmar ; Pohlmeier, Winfried |
| Published in: |
High frequency financial econometrics : recent developments ; with 64 tables. - Heidelberg [u.a.] : Physica-Verl., ISBN 978-3-7908-1991-5. - 2008, p. 31-48
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| Subject: | Multivariate Analyse | Multivariate analysis | Ökonometrisches Modell | Econometric model | Wechselkurs | Exchange rate | Schätzung | Estimation | Theorie | Theory | EU-Staaten | EU countries | Großbritannien | United Kingdom | USA | United States |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003579355