Rolling regressions and conditional correlations of foreign patents in the USA
Patent registrations have often been used as a proxy of innovation as they reflect a country's technological capability. Recently, some studies have found that the Generalised Autoregressive Conditional Heteroscedasticity (GARCH) model and an asymmetric extension, namely Glosten, Jagannathan an...
| Main Authors: | , , |
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| Format: | Journal Article |
| Published: |
Elsevier SCI Ltd
2005
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| Online Access: | http://hdl.handle.net/20.500.11937/21982 |