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~institution:"Erasmus University Rotterdam, Econometric Institute"
~subject:"HAR"
~subject:"global financial crisis"
~subject:"leverage"
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Bayesian Tail Risk Forecasting...
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HAR
global financial crisis
leverage
GARCH
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risk management
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GJR
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exchange rates
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asymmetry
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Chang, C-L.
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McAleer, M.J.
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Erasmus University Rotterdam, Econometric Institute
International Monetary Fund (IMF)
13
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Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
4
Business School, University of Sydney
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Daily Tourist Arrivals, Exchange Rates and Volatility for Korea and Taiwan
Chang, C-L.
;
McAleer, M.J.
-
Erasmus University Rotterdam, Econometric Institute
-
2009
the
GARCH
(1,1), GJR(1,1) and EGARCH(1,1) models for Korean tourist arrivals to Taiwan and the Korean Won / New Taiwan …
Persistent link: https://www.econbiz.de/10008570643
Saved in:
2
Daily tourist arrivals, exchange rates and volatility for Korea and Taiwan
Chang, C-L.
;
McAleer, M.J.
-
Erasmus University Rotterdam, Econometric Institute
-
2009
the
GARCH
(1,1), GJR(1,1) and EGARCH(1,1) models for Korean tourist arrivals to Taiwan and the Korean Won / New Taiwan …
Persistent link: https://www.econbiz.de/10008584711
Saved in:
3
Aggregation, Heterogeneous Autoregression and Volatility of Daily International Tourist Arrivals and Exchange Rates
Chang, C-L.
;
McAleer, M.J.
-
Erasmus University Rotterdam, Econometric Institute
-
2010
conditional mean specifications. The QMLE for the
GARCH
(1,1), GJR(1,1) and EGARCH(1,1) models for world, US and Japanese tourist …
Persistent link: https://www.econbiz.de/10008584742
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