An inflated multivariate integer count hurdle model : an application to bid and ask quote dynamics
Katarzyna Bien, Ingmar Nolte and Winfried Pohlmeier
| Year of publication: |
2011
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|---|---|
| Authors: | Korycka-Bień, Katarzyna ; Nolte, Ingmar ; Pohlmeier, Winfried |
| Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 633941-4. - Vol. 26.2011, 4, p. 669-707
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| Subject: | Theorie | Theory | Multivariate Analyse | Multivariate analysis | Geld-Brief-Spanne | Bid-ask spread | Zeitreihenanalyse | Time series analysis | Statistische Verteilung | Statistical distribution | Qualitative Methode | Qualitative method |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010218082