Zhang, Yuruixian; Choo, Wei Chong; Yuhanis Abdul Aziz; … - In: Journal of risk and financial management : JRFM 15 (2022) 7, pp. 1-47
Malaysian tourist industry. Among them, three primarily volatility models (GARCH, EGARCH, and GJRGARCH) are used in conjunction … equations, asymmetry effects in EGARCH-FFNSs, and GJRGARCH-FFNSs models in conditional variance equations and 50 NICs, and the …