An econometric analysis of asymmetric volatility: Theory and application to patents

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School of Economics and Commerce, University of Western Australia, Australia ^{[1
]}

不详 ^{[2
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J Econom | / 2卷 / 259-284期

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[1] An econometric analysis of asymmetric volatility: Theory and application to patents
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MODSIM 2003: INTERNATIONAL CONGRESS ON MODELLING AND SIMULATION, VOLS 1-4: VOL 1: NATURAL SYSTEMS, PT 1; VOL 2: NATURAL SYSTEMS, PT 2; VOL 3: SOCIO-ECONOMIC SYSTEMS; VOL 4: GENERAL SYSTEMS, 2003, : 1166 - 1171

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