An inflated multivariate integer count hurdle model: an application to bid and ask quote dynamics
Year of publication: |
2011
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Authors: | Bien, Katarzyna ; Nolte, Ingmar ; Pohlmeier, Winfried |
Published in: |
Journal of applied econometrics. - Chichester : Wiley-Blackwell, ISSN 0883-7252, ZDB-ID 6339414. - Vol. 26.2011, 4, p. 669-708
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