Volatility of stock price as predicted by patent data : an MGARCH perspective
William W. Chow; Michael K. Fung
| Year of publication: |
2008
|
|---|---|
| Authors: | Chow, William W. ; Fung, Michael Ka-yiu |
| Published in: |
Journal of empirical finance. - Amsterdam [u.a.] : Elsevier, ISSN 0927-5398, ZDB-ID 1158263-7. - Vol. 15.2008, 1, p. 64-79
|
| Subject: | Multivariate Analyse | Multivariate analysis | ARCH-Modell | ARCH model | Börsenkurs | Share price | Volatilität | Volatility | Patent | Innovation | Risikomaß | Risk measure | Theorie | Theory | USA | United States |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10003692996