Aggregation, heterogeneous autoregression and volatility of daily international tourist arrivals and exchange rates
Year of publication: |
2012
|
---|---|
Authors: | Chang, Chia-Lin ; McAleer, Michael |
Published in: |
The Japanese economic review : the journal of the Japanese Economic Association. - Richmond, Vic. : Wiley, ISSN 1352-4739, ZDB-ID 1335724-4. - Vol. 63.2012, 3, p. 397-419
|
Subject: | Urlaub | Annual leave | Taiwan | Internationaler Tourismus | International tourism | Nachfrage | Demand | Währungsrisiko | Exchange rate risk | Finanzkrise | Financial crisis | ARCH-Modell | ARCH model | Zeit | Time | Schätzung | Estimation | Welt | World | 1990-2008 |
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