Results for autoregressive conditional multinomial model

Publications & Outputs

1. Modelling financial transaction price movements: a dynamic integer count data model

   Liesenfeld, R., Nolte, I. & Pohlmeier, W., 01/2006, In: Empirical Economics. 30, 4, p. 795-825 31 p.

   Research output: Contribution to Journal/Magazine › Journal article › peer-review