An econometric analysis of asymmetric volatility : theory and application to patents
Year of publication: |
2007
|
---|---|
Authors: | McAleer, Michael ; Chan, Felix ; Marinova, Dora |
Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 139.2007, 2, p. 259-284
|
Subject: | Patent | Volatilität | Volatility | Schätzung | Estimation | USA | United States | 1975-1998 |
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