An econometric analysis of asymmetric volatility: theory and application to patents (Q280248)

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An econometric analysis of asymmetric volatility: theory and application to patents
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    An econometric analysis of asymmetric volatility: theory and application to patents (English)
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    9 May 2016
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    patents
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    patent shares
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    trends
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    volatility
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    GARCH
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    GJR
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    EGARCH
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    asymmetry
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    regularity conditions
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    asymptotic theory
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    international rankings
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    non-nested tests
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