Modelling thresholds and volatility in US ecological patents

• 1 November 2005
• journal article
• Published by Elsevier in Environmental Modelling & Software
• Vol. 20  (11) , 1369-1378
• https://doi.org/10.1016/j.envsoft.2004.09.017

Abstract

Keywords

• ECOLOGICAL PATENTS
• TRENDS
• VOLATILITY
• REGIME-SWITCHING
• ASYMMETRY
• GARCH
• GJR
• STAR-GARCH
• STAR-GJR