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An explanation for the compass rose pattern

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Author Info
Gleason, Kimberly C.
Lee, Chun I.
Mathur, Ike
Abstract

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File URL: http://www.sciencedirect.com/science/article/B6V84-40D61XH-3/2/fa58d0f6fbf82a529baf5cbb22c8ccd8
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Article provided by Elsevier in its journal Economics Letters.

Volume (Year): 68 (2000)
Issue (Month): 2 (August)
Pages: 127-133
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Handle: RePEc:eee:ecolet:v:68:y:2000:i:2:p:127-133

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  1. Katarzyna Bien & Ingmar Nolte & Winfried Pohlmeier, 2007. "An Inflated Multivariate Integer Count Hurdle Model: An Application to Bid and Ask Quote Dynamics," CoFE Discussion Paper 07-04, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]
  2. Katarzyna Bien & Ingmar Nolte & Winfried Pohlmeier, 2006. "A Multivariate Integer Count Hurdle Model: Theory and Application to Exchange Rate Dynamics," CoFE Discussion Paper 06-06, Center of Finance and Econometrics, University of Konstanz. [Downloadable!]
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