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A Multivariate Integer Count Hurdle Model : theory and Application to Exchange Rate Dynamics

A Multivariate Integer Count Hurdle Model : theory and Application to Exchange Rate Dynamics

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BIEN, Katarzyna, Ingmar NOLTE, Winfried POHLMEIER, 2006. A Multivariate Integer Count Hurdle Model : theory and Application to Exchange Rate Dynamics

@techreport{Bien2006Multi-12155, series={CoFE-Diskussionspapiere / Zentrum für Finanzen und Ökonometrie}, title={A Multivariate Integer Count Hurdle Model : theory and Application to Exchange Rate Dynamics}, year={2006}, number={2006/06}, author={Bien, Katarzyna and Nolte, Ingmar and Pohlmeier, Winfried} }

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