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. - Elsevier, ISSN 0304-4076. - Vol. 139.2007, 2, p. 259-284
|
| Publisher: |
Elsevier |