Volatility of stock price as predicted by patent data: An MGARCH perspective

Keyphrases

• Volatility 100%
• Stock Prices 100%
• Multivariate GARCH Models 100%
• Patent Data 100%
• Estimation Method 50%
• Stock Market Volatility 50%
• Extracting Information 50%
• Two-variable 50%
• At-risk 50%
• Model Order 50%
• Innovation Effort 50%
• Risk Prediction 50%
• Price Variation 50%

Economics, Econometrics and Finance

• Volatility 100%
• Stock Price 100%
• Price Volatility 33%
• Generalized Autoregressive Conditional Heteroskedasticity 33%