An inflated Multivariate Integer Count Hurdle model : an application to bid and ask quote dynamics
Katarzyna Bien; Ingmar Nolte; Winfried Pohlmeier
| Year of publication: |
28 Mar. 2007
|
|---|---|
| Other Persons: | Korycka-Bień, Katarzyna (contributor) ; Nolte, Ingmar (contributor) ; Pohlmeier, Winfried (contributor) |
| Publisher: |
Konstanz : CoFE |
| Subject: | Multivariate Analyse | Multivariate analysis | Qualitative Methode | Qualitative method | Zeitreihenanalyse | Time series analysis | Statistische Verteilung | Statistical distribution | Geld-Brief-Spanne | Bid-ask spread | Theorie | Theory |
freely available
| Extent: | Online-Ressource, 31 S., Text graph. Darst. |
|---|---|
| Series: | CoFE discussion papers. - Konstanz : Univ., ZDB-ID 2172016-2. - Vol. 2007,04 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Systemvoraussetzungen: Acrobat Reader |
| Other identifiers: | hdl:10419/32170 [Handle] |
| Classification: | G10 - General Financial Markets. General ; F30 - International Finance. General ; C30 - Econometric Methods: Multiple/Simultaneous Equation Models. General |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003449949