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Aggregation, heterogeneous autoregression and volatility of daily international tourist arrivals and exchange rates
Chang, Chia-Lin; McAleer, Michael - 2010
Persistent link: https://www.econbiz.de/10003987343
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The impact of China on stock return and volatility
Chang, Chia-Lin; Hsu, Hui-Kuang; McAleer, Michael - 2013
Persistent link: https://www.econbiz.de/10010354381
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An event study of Chinese tourists to Taiwan
Chang, Chia-Lin; Hsu, Shu-Han; McAleer, Michael - 2018
Persistent link: https://www.econbiz.de/10011785180
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Daily tourist arrivals, exchange rates and volatility for Korea and Taiwan
Chang, Chia-Lin; McAleer, Michael - 2009
Persistent link: https://www.econbiz.de/10003910516
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Modelling the volatility in short and long haul Japanese tourist arrivals to New Zealand and Taiwan
Chang, Chia-Lin; McAleer, Michael; Lim, Christine - 2011 - Rev.
Persistent link: https://www.econbiz.de/10009619355
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Is small beautiful? : size effects of volatility spillovers for firm performance and exchange rates in tourism
Chang, Chia-Lin; Hsu, Hui-kuang; McAleer, Michael - 2012
Persistent link: https://www.econbiz.de/10010360672