An inflated multivariate integer count hurdle model: an application to bid and ask quote dynamics
| Year of publication: |
2011
|
|---|---|
| Authors: | Bien, Katarzyna ; Nolte, Ingmar ; Pohlmeier, Winfried |
| Published in: |
Journal of Applied Econometrics. - John Wiley & Sons, Ltd.. - Vol. 26.2011, 4, p. 669-707
|
| Publisher: |
John Wiley & Sons, Ltd. |