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Globalization and Knowledge Spillover: International Direct Investment, Exports and Patents
Chang, Chia-Lin; McAleer, Michael; Chen, Sung-Po - Facultad de Ciencias Económicas y Empresariales, … - 2012
direct investment (ODI), inward direct investment (IDI), and exports. The number of Triadic patents serves as a proxy for … period 1994 to 2005. The empirical results show that increased exports and outward direct investment are able to stimulate an …
Persistent link: https://www.econbiz.de/10010778712
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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
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Non-trading day effects in asymmetric conditional and stochastic volatility models
Asai, Manabu; McAleer, Michael - In: The econometrics journal 10 (2007) 1, pp. 113-123
Persistent link: https://www.econbiz.de/10003451750
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Multivariate stochastic volatility, leverage and news impact surfaces
Asai, Manabu; McAleer, Michael - In: The econometrics journal 12 (2009) 2, pp. 292-309
Persistent link: https://www.econbiz.de/10003875671
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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
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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
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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
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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
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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
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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