Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations
Year of publication: |
2010-05-01
|
---|---|
Authors: | Chang, Chia-Lin ; Khamkaew, Thanchanok ; McAleer, Michael ; Tansuchat, Roengchai |
Institutions: | Department of Economics and Finance, College of Business and Economics |
Subject: | Tourism demand | ASEAN | multivariate GARCH | volatility spillovers | interdependence | economic development | seasonality |
Extent: | application/pdf |
---|---|
Series: | |
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | 44 pages |
Classification: | C22 - Time-Series Models ; C32 - Time-Series Models ; F50 - International Economics. General ; O53 - Asia including Middle East |
Source: |
-
Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations
Chang, Chia-Lin, (2010)
-
Interdependence of international tourism demand and volatility in leading ASEAN destinations
Chang, Chia-Lin, (2009)
-
Interdependence of international tourism demand and volatility in leading ASEAN destinations
Chang, C-L., (2009)
- More ...
-
Modelling Conditional Correlations in the Volatility of Asian Rubber Spot and Futures Returns
Chang, Chia-Lin, (2010)
-
Estimating Price Effects in an Almost Ideal Demand Model of Outbound Thai Tourism to East Asia
Chang, Chia-Lin, (2010)
-
IV Estimation of a Panel Threshold Model of Tourism Specialization and Economic Development
Chang, Chia-Lin, (2010)
- More ...