@incollection {Bien/Nolte/Pohlmeier2008, author = {Bien, Katarzyna and Nolte, Ingmar and Pohlmeier, Winfried}, title = {A multivariate integer count hurdle model: theory and application to exchange rate dynamics}, booktitle = {High Frequency Financial Econometrics}, series = {Studies in Empirical Economics}, editor = {Bauwens, Luc and Pohlmeier, Winfried and Veredas, David}, publisher = {Physica-Verlag HD}, pages = {31-48}, doi = {10.1007/978-3-7908-1992-2_3}, year = {2008} }