A multivariate integer count hurdle model: theory and application to exchange rate dynamics.

MLA

Bauwens, Luc, et al. “A Multivariate Integer Count Hurdle Model: Theory and Application to Exchange Rate Dynamics.” High Frequency Financial Econometrics, 2008, pp. 31–48. EBSCOhost, https://doi.org/10.1007/978-3-7908-1992-2_3.

APA

Bauwens, L., Pohlmeier, W., Veredas, D., Bien, K., & Nolte, I. (2008). A multivariate integer count hurdle model: theory and application to exchange rate dynamics. In High Frequency Financial Econometrics (pp. 31–48). https://doi.org/10.1007/978-3-7908-1992-2_3

Chicago

Bauwens, Luc, Winfried Pohlmeier, David Veredas, Katarzyna Bien, and Ingmar Nolte. 2008. “A Multivariate Integer Count Hurdle Model: Theory and Application to Exchange Rate Dynamics.” In High Frequency Financial Econometrics, 31–48. doi:10.1007/978-3-7908-1992-2_3.