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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, 2008. A Multivariate Integer Count Hurdle Model : Theory and Application to Exchange Rate Dynamics. In: BAUWENS, Luc, ed. and others. Recent Developments in High Frequency Financial Econometrics. Heidelberg:Physica-Verl., pp. 31-48. ISBN 978-3-7908-1991-5

@incollection{Bien2008Multi-11870, title={A Multivariate Integer Count Hurdle Model : Theory and Application to Exchange Rate Dynamics}, year={2008}, isbn={978-3-7908-1991-5}, address={Heidelberg}, publisher={Physica-Verl.}, booktitle={Recent Developments in High Frequency Financial Econometrics}, pages={31--48}, editor={Bauwens, Luc}, author={Bien, Katarzyna and Nolte, Ingmar and Pohlmeier, Winfried} }

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