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

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

The purpose in registering patents is to protect the intellectual property of the rightful owners. Deterministic and stochastic trends in registered patents can be used to describe a country's technological capabilities and act as a proxy for innovation. This paper presents an econometric analy...

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Bibliographic Details
Main Authors:	Chan, Felix, Mcaleer, M., Marinova, Dora
Format:	Journal Article
Published:	Elsevier 2007
Online Access:	http://hdl.handle.net/20.500.11937/36918

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