An econometric analysis of asymmetric volatility: theory and application to patents (Q280248)
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scientific article; zbMATH DE number 6578083
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| English | An econometric analysis of asymmetric volatility: theory and application to patents |
scientific article; zbMATH DE number 6578083 |
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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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0.8328744173049927
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0.6715609431266785
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0.6687487959861755
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0.6679010391235352
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