@Article{Liesenfeld/Nolte/Pohlmeier2006,
  author={Roman Liesenfeld and Ingmar Nolte and Winfried Pohlmeier},
  title={Modelling financial transaction price movements: a dynamic integer count data model},
  journal={Empirical Economics},
  year=2006,
  volume={30},
  number={4},
  pages={795-825},
  doi = {10.1007/s00181-005-0001-1}
}