{"created":"2021-03-01T07:02:40.075242+00:00","id":42739,"links":{},"metadata":{"_buckets":{"deposit":"26fddce4-d9d2-400a-a441-f5ae7444f763"},"_deposit":{"id":"42739","owners":[],"pid":{"revision_id":0,"type":"depid","value":"42739"},"status":"published"},"_oai":{"id":"oai:repository.dl.itc.u-tokyo.ac.jp:00042739","sets":["62:7433:7434","9:7435:7436"]},"item_8_biblio_info_7":{"attribute_name":"書誌情報","attribute_value_mlt":[{"bibliographicIssueDates":{"bibliographicIssueDate":"2003-03","bibliographicIssueDateType":"Issued"},"bibliographicVolumeNumber":"2003-CF-208","bibliographic_titles":[{"bibliographic_title":"Discussion paper series. CIRJE-F"}]}]},"item_8_description_13":{"attribute_name":"フォーマット","attribute_value_mlt":[{"subitem_description":"application/pdf","subitem_description_type":"Other"}]},"item_8_description_5":{"attribute_name":"抄録","attribute_value_mlt":[{"subitem_description":"Since the 1970s, electronics and associated electrical equipment (henceforth \"electronics\") has been one of the most dominant industries in the developed countries, with its geographical centre firmly rooted in the USA. The overall presence of electronics patents in the USA is considerable, with the share of electronics reaching 31% of all US patents in 1996 and total electronics patents reaching close to 170,000 in 1997. For the empirical analysis, the time-varying nature of volatility in the electronics patent share, namely the ratio of US electronics patents to total US patents, is examined using monthly data from January 1975 to December 1997. As negative and positive movements in the patent share may have different impacts on innovative activity, and hence on volatility, both symmetric and asymmetric models of volatility are estimated. The estimated models are the symmetric AR(1)-GARCH(1,1), the asymmetric AR(1)-GJR(1,1), and asymmetric AR(1)-EGARCH(1,1). Of these, the asymmetric AR(1)-GJR(1,1) model is found to be suitable for modelling the electronics patent share in the USA.","subitem_description_type":"Abstract"}]},"item_8_description_6":{"attribute_name":"内容記述","attribute_value_mlt":[{"subitem_description":"Mathematics and Computers in Simulation. 掲載予定.","subitem_description_type":"Other"},{"subitem_description":"本文フィルはリンク先を参照のこと","subitem_description_type":"Other"}]},"item_8_publisher_20":{"attribute_name":"出版者","attribute_value_mlt":[{"subitem_publisher":"日本経済国際共同センター"}]},"item_8_relation_25":{"attribute_name":"関係URI","attribute_value_mlt":[{"subitem_relation_type_id":{"subitem_relation_type_id_text":"http://www.cirje.e.u-tokyo.ac.jp/research/dp/2003/2003cf208ab.html","subitem_relation_type_select":"URI"}}]},"item_8_source_id_10":{"attribute_name":"書誌レコードID","attribute_value_mlt":[{"subitem_source_identifier":"AA11450569","subitem_source_identifier_type":"NCID"}]},"item_8_subject_15":{"attribute_name":"日本十進分類法","attribute_value_mlt":[{"subitem_subject":"330","subitem_subject_scheme":"NDC"}]},"item_8_text_21":{"attribute_name":"出版者別名","attribute_value_mlt":[{"subitem_text_value":"Center for International Research on the Japanese Economy"}]},"item_8_text_4":{"attribute_name":"著者所属","attribute_value_mlt":[{"subitem_text_value":"University of Western Australia"},{"subitem_text_value":"Murdoch University"}]},"item_access_right":{"attribute_name":"アクセス権","attribute_value_mlt":[{"subitem_access_right":"metadata only access","subitem_access_right_uri":"http://purl.org/coar/access_right/c_14cb"}]},"item_creator":{"attribute_name":"著者","attribute_type":"creator","attribute_value_mlt":[{"creatorNames":[{"creatorName":"Chan, Felix"}],"nameIdentifiers":[{"nameIdentifier":"98294","nameIdentifierScheme":"WEKO"}]},{"creatorNames":[{"creatorName":"Dora, Marinova"}],"nameIdentifiers":[{"nameIdentifier":"98295","nameIdentifierScheme":"WEKO"}]},{"creatorNames":[{"creatorName":"Michael, McAleer"}],"nameIdentifiers":[{"nameIdentifier":"98296","nameIdentifierScheme":"WEKO"}]}]},"item_keyword":{"attribute_name":"キーワード","attribute_value_mlt":[{"subitem_subject":"Electronics partents","subitem_subject_scheme":"Other"},{"subitem_subject":"patent share","subitem_subject_scheme":"Other"},{"subitem_subject":"innovation","subitem_subject_scheme":"Other"},{"subitem_subject":"GARCH","subitem_subject_scheme":"Other"},{"subitem_subject":"GJR","subitem_subject_scheme":"Other"},{"subitem_subject":"EGARCH","subitem_subject_scheme":"Other"},{"subitem_subject":"asymmetry","subitem_subject_scheme":"Other"}]},"item_language":{"attribute_name":"言語","attribute_value_mlt":[{"subitem_language":"eng"}]},"item_resource_type":{"attribute_name":"資源タイプ","attribute_value_mlt":[{"resourcetype":"technical report","resourceuri":"http://purl.org/coar/resource_type/c_18gh"}]},"item_title":"Modelling the Asymmetric Volatility of Electronics Patents in the USA","item_titles":{"attribute_name":"タイトル","attribute_value_mlt":[{"subitem_title":"Modelling the Asymmetric Volatility of Electronics Patents in the USA"}]},"item_type_id":"8","owner":"1","path":["7436","7434"],"pubdate":{"attribute_name":"公開日","attribute_value":"2017-01-17"},"publish_date":"2017-01-17","publish_status":"0","recid":"42739","relation_version_is_last":true,"title":["Modelling the Asymmetric Volatility of Electronics Patents in the USA"],"weko_creator_id":"1","weko_shared_id":null},"updated":"2022-12-19T04:16:41.369718+00:00"}