Modelling a Latent Daily Tourism Financial Conditions Index
Year of publication: |
2014-03-20
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Authors: | Chang, Chia-Lin |
Institutions: | Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München |
Subject: | Monetary Conditions Index | Financial Conditions Index | Daily Model-based Tourism Financial Conditions Index | Univariate Conditional Volatility Models | Consistent Estimation |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Classification: | B41 - Economic Methodology ; C51 - Model Construction and Estimation ; c58 ; E44 - Financial Markets and the Macroeconomy ; E47 - Forecasting and Simulation ; G32 - Financing Policy; Capital and Ownership Structure |
Source: |
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Modelling a latent daily Tourism Financial Conditions Index
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