隨著資訊電子產業分工深化且競爭激烈,本計畫首先利用跳躍擴散模型估算台 灣資訊電子業遭受專利侵權訴訟時所面臨之個體風險狀態(跳躍風險),且觀察企業 面臨訴訟時的風險強度是否穩定。再進而以Markov-switching模型刻劃公司被控侵 權訴訟源於上游或下游之產業狀態,探討產業鏈間上、下游所引發侵權訴訟之風險 移轉機率。最後,藉由動態條件相關雙變量不對稱GARCH模型模型,探討被控侵 權公司與上下游產業鏈間侵權訴訟之長期均衡狀態與跨公司之整體風險連動效應。
Following the rapid growth of international divisions of the information technology industry, patent infringement litigation not only affected the firm performance, but also is measurement index of competitive advantages for the enterprise. The data of patent infringement litigation is used to examine dynamic risk relationship of patent infringement litigation within the information technology industry by different economic methods in Taiwan. First, we estimate the probability distribution of jump risk by autoregressive jump intensity model when patent infringement litigation event occur. Furthermore, we utilize the Markov-switching model and the multivariate asymmetric GARCH model, to investigate the risk transition probability and dynamic risk transmissions within the upper, middle and lower stream of Taiwanese information technology industry.