Modelling the asymmetric volatility of electronics patents in the USA

Mathematics and Computers in Simulation

Volumn 64, Issue 1, 2004, Pages 169-184

  Chan, Felix ^a   Marinova, Dora ^b   McAleer, Michael ^a  

^a UNIVERSITY OF WESTERN AUSTRALIA   (Australia)

^b MURDOCH UNIVERSITY   (Australia)

Author keywords

Asymmetry; EGARCH; Electronics patents; GARCH; GJR; Innovation; Patent share; Shocks; Trends; Volatility

Indexed keywords

ECONOMIC AND SOCIAL EFFECTS; ELECTRONIC EQUIPMENT; FUNCTIONS; MATHEMATICAL MODELS; PROBLEM SOLVING;

ELECTRONICS PATENTS;

PATENTS AND INVENTIONS;

EID: 0344464823     PISSN: 03784754     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0378-4754(03)00130-7     Document Type: Conference Paper

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