Open AccessAn Inflated Multivariate Integer Count Hurdle Model: An Application to Bid and Ask Quote Dynamics
Author(s) -
Katarzyna BieńBarkowska,
Ingmar Nolte,
Winfried Pohlmeier
Publication year - 2009
Publication title -
ssrn electronic journal
Language(s) - English
Resource type - Journals
ISSN - 1556-5068
DOI - 10.2139/ssrn.967253
Subject(s) - count data , ask price , multivariate statistics , integer (computer science) , bid price , integer programming , econometrics , statistics , mathematics , computer science , economics , mathematical optimization , finance , poisson distribution , programming language , economy
Accelerating Research
Robert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom
Address
John Eccles HouseRobert Robinson Avenue,
Oxford Science Park, Oxford
OX4 4GP, United Kingdom