Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates
Year of publication: |
2010-03-02
|
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Authors: | Chang, C-L. ; McAleer, M.J. |
Institutions: | Erasmus University Rotterdam, Econometric Institute |
Subject: | international tourist arrivals | exchange rates | global financial crisis | GARCH | GJR | EGARCH | HAR | approximate long memory | temporal aggregation | spatial aggregation | daily effects | weekly effects | asymmetry | leverage |
Extent: | application/pdf |
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Series: | Econometric Institute Report. - ISSN 1566-7294. |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series RePEc:dgr:eureir Number EI 2010-15 |
Source: |
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Chang, Chia-Lin, (2010)
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Chang, Chia-Lin, (2010)
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Chang, Chia-Lin, (2010)
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