Similar Search Results

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

McAleer, Michael; Chan, Felix; Marinova, Dora - In: Journal of econometrics 139 (2007) 2, pp. 259-284

Persistent link: https://www.econbiz.de/10003485356

The effects of governance changes on bank efficiency in China : a stochastic distance function approach

Jiang, Chunxia; Yao, Shujie; Zhang, Zongyi - In: China economic review : an international journal 20 (2009) 4, pp. 717-731

Persistent link: https://www.econbiz.de/10003937168

Forecasting co-volatilities via factor models with asymmetry and long memory in realized covariance

Asai, Manabu; McAleer, Michael - In: Journal of econometrics 189 (2015) 2, pp. 251-262

Persistent link: https://www.econbiz.de/10011504522

Leverage and feedback effects on multifactor Wishart stochastic volatility for option pricing

Asai, Manabu; McAleer, Michael - In: Journal of econometrics 187 (2015) 2, pp. 436-446

Persistent link: https://www.econbiz.de/10011499703

Volatility analysis with realized GARCH-Itô models

Song, Xinyu; Kim, Donggyu; Yuan, Huiling; Cui, Xiangyu; … - In: Journal of econometrics 222 (2021) 1,2, pp. 393-410

Persistent link: https://www.econbiz.de/10012619433

Unified discrete-time and continuous-time models and statistical inferences for merged low-frequency and high-frequency financial data

Kim, Donggyu; Wang, Yazhen - In: Journal of econometrics 194 (2016) 2, pp. 220-230

Persistent link: https://www.econbiz.de/10011705111

Adaptive thresholding for large volatility matrix estimation based on high-frequency financial data

Kim, Donggyu; Kong, Xin-Bing; Li, Cui-Xia; Wang, Yazhen - In: Journal of econometrics 203 (2018) 1, pp. 69-79

Persistent link: https://www.econbiz.de/10011974617

Patent activity and technical change

Basmann, Robert L.; McAleer, Michael; Slottje, Daniel … - In: Journal of econometrics 139 (2007) 2, pp. 355-375

Persistent link: https://www.econbiz.de/10003485371

Patent activity and technical change in US industries

McAleer, Michael; Slottje, Daniel Jonathan - 2005 - 1. publ.

Persistent link: https://www.econbiz.de/10003023530

Patent activity and technical change in US industries

McAleer, Michael (contributor); … - 2005

intuitively and empirically appealing. This book investigates the impact of U.S.A. patent activity on technical change in 35 … / Pei Syn Wee -- Estimation and empirical results / Pei Syn Wee -- Literature review / Pei Syn Wee. - Description innovation … appealing. This book investigates the impact of U.S.A. patent activity on technical change in 35 industries given in the KLEM …

Persistent link: https://www.econbiz.de/10009633597