An inflated Multivariate Integer Count Hurdle model : an application to bid and ask quote dynamics

Katarzyna Bien; Ingmar Nolte; Winfried Pohlmeier

Year of publication:	28 Mar. 2007
Other Persons:	Korycka-Bień, Katarzyna (contributor) ; Nolte, Ingmar (contributor) ; Pohlmeier, Winfried (contributor)
Publisher:	Konstanz : CoFE
Subject:	Multivariate Analyse \| Multivariate analysis \| Qualitative Methode \| Qualitative method \| Zeitreihenanalyse \| Time series analysis \| Statistische Verteilung \| Statistical distribution \| Geld-Brief-Spanne \| Bid-ask spread \| Theorie \| Theory

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