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subject:"Volatility"
~isPartOf:"The Japanese economic review : the journal of the Japanese Economic Association"
~person:"Chang, Chia-Lin"
~person:"Hafner, Christian M."
~person:"McAleer, Michael"
~subject:"ARCH model"
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Aggregation, heterogeneous autoregression and volatility of daily international tourist arrivals and exchange rates
Chang, Chia-Lin
;
McAleer, Michael
- In:
The Japanese economic review : the journal of the …
63
(
2012
)
3
,
pp. 397-419
Persistent link: https://www.econbiz.de/10009666576
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