Open AccessA multivariate integer count hurdle model: theory and application to exchange rate dynamics
Author(s) -
Katarzyna BieńBarkowska,
Ingmar Nolte,
Winfried Pohlmeier
Publication year - 2007
Publication title -
kops (university of konstanz)
Language(s) - English
Resource type - Book series
DOI - 10.1007/978-3-7908-1992-2_3
Subject(s) - copula (linguistics) , multivariate statistics , bivariate analysis , econometrics , mathematics , exchange rate , statistics , count data , series (stratigraphy) , integer (computer science) , marginal distribution , computer science , economics , finance , random variable , paleontology , poisson distribution , biology , programming language
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