effects on conditional volatility of positive and negative effects of equal magnitude, and possibly also leverage, which is …) showed that asymmetry was possible for GJR, but not leverage. McAleer and Hafner showed that leverage was not possible for … is shown that, in practice, EGARCH always displays asymmetry, though not leverage. …

shocks, as well as symmetric, asymmetric and leverage effects. Three different Heterogeneous AutoRegressive (HAR) models, HAR …. Somewhat unusually, leverage effects are observed in EGARCH for Medical-type tourists, which shows a negative correlation … asymmetric impacts on volatility show that negative shocks have larger effects than do positive shocks. The leverage effect in …

effects on conditional volatility of positive and negative effects of equal magnitude, and possibly also leverage, which is …) showed that asymmetry was possible for GJR, but not leverage. McAleer and Hafner showed that leverage was not possible for … is shown that, in practice, EGARCH always displays asymmetry, though not leverage. …

shocks, as well as symmetric, asymmetric and leverage effects. Three different Heterogeneous Auto Regressive (HAR) models …. Somewhat unusually, leverage effects are observed in EGARCH for Medical-type tourists, which shows a negative correlation … asymmetric impacts on volatility show that negative shocks have larger effects than do positive shocks. The leverage effect in …

asymmetric effect. Moreover, there is a leverage effect in the monthly growth rate of Japanese tourists to New Zealand, whereby … the issues related to risk and leverage effects, are also applicable to international tourism flows. …

memory in the conditional mean, and to examine asymmetry and leverage in volatility. The empirical results show that the … $ exchange rate are statistically adequate and have sensible interpretations. Asymmetry (though not leverage) is found for …

asymmetric effect. Moreover, there is a leverage effect in the monthly growth rate of Japanese tourists to New Zealand, whereby … the issues related to risk and leverage effects, are also applicable to international tourism flows. …

memory in the conditional mean, and to examine asymmetry and leverage in volatility. The empirical results show that the … $ exchange rate are statistically adequate and have sensible interpretations. Asymmetry (though not leverage) is found for …

asymmetric effect. Moreover, there is a leverage effect in the monthly growth rate of Japanese tourists to New Zealand, whereby … the issues related to risk and leverage effects, are also applicable to international tourism flows. …

approximate long memory in the conditional mean, examine asymmetry and leverage in volatility, and examine the effects of temporal … and spatial aggregation. Asymmetry (though not leverage) is found for several alternative HAR models. For policy purposes …