Modelling the volatility in short and long haul Japanese tourist arrivals to New Zealand and Taiwan
Year of publication: |
2010-07-29
|
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Authors: | Chang, C-L. ; McAleer, M.J. ; Lim, C. |
Institutions: | Erasmus University Rotterdam, Econometric Institute |
Subject: | tourist arrivals | risk | conditional volatility | asymmetric effect | 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 2010-47 |
Source: |
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Modelling the Volatility in Short and Long Haul Japanese Tourist Arrivals to New Zealand and Taiwan
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