Volatility of stock price as predicted by patent data: An MGARCH perspective
| Year of publication: |
2008
|
|---|---|
| Authors: | Chow, William W. ; Fung, Michael K. |
| Published in: |
Journal of Empirical Finance. - Elsevier, ISSN 0927-5398. - Vol. 15.2008, 1, p. 64-79
|
| Publisher: |
Elsevier |