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An inflated multivariate integer count hurdle model : an application to bid and ask quote dynamics

An inflated multivariate integer count hurdle model : an application to bid and ask quote dynamics

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BIEN, Katarzyna, Ingmar NOLTE, Winfried POHLMEIER, 2011. An inflated multivariate integer count hurdle model : an application to bid and ask quote dynamics. In: Journal of Applied Econometrics. 26(4), pp. 669-707. ISSN 0883-7252. Available under: doi: 10.1002/jae.1122

@article{Bien2011infla-19100, title={An inflated multivariate integer count hurdle model : an application to bid and ask quote dynamics}, year={2011}, doi={10.1002/jae.1122}, number={4}, volume={26}, issn={0883-7252}, journal={Journal of Applied Econometrics}, pages={669--707}, author={Bien, Katarzyna and Nolte, Ingmar and Pohlmeier, Winfried} }

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