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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 - 2013

the Taiwan tourism industry. The analysis is based on two conditional multivariate models, BEKK-AGARCH and VARMA … sources to Taiwan, namely USA, Japan, and China. Furthermore, all the return series reveal quite high volatility spillovers …

Persistent link: https://www.econbiz.de/10010326433

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/10008669356

How accurate are government forecasts of economic fundamentals? : the case of Taiwan

Chang, Chia-Lin; Franses, Philip Hans; McAleer, Michael - 2010

Persistent link: https://www.econbiz.de/10008670005

Are forecast updates progressive?

Chang, Chia-Lin; Franses, Philip Hans; McAleer, Michael - 2010

Persistent link: https://www.econbiz.de/10008670046

Daily tourist arrivals, exchange rates and volatility for Korea and Taiwan

Chang, Chia-Lin; McAleer, Michael - In: The Korean economic review 50 (2009) 2, pp. 241-267

Persistent link: https://www.econbiz.de/10003926815

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

Evaluating combined non-replicable forecasts

Chang, Chia-Lin; Franses, Philip Hans; McAleer, Michael - 2010 - Rev.

involves a measurement error. An empirical example to forecast economic fundamentals for Taiwan shows the relevance of the …

Persistent link: https://www.econbiz.de/10008840805

How accurate are government forecasts of economic fundamentals? : the case of Taiwan

Chang, Chia-Lin; Franses, Philip Hans; McAleer, Michael - In: International journal of forecasting 27 (2011) 4, pp. 1066-1075

Persistent link: https://www.econbiz.de/10009316905

Is small beautiful? : size effects of volatility spillovers for firm performance and exchange rates in tourism

Chang, Chia-Lin; Hsu, Hui-kuang; McAleer, Michael - 2013

Persistent link: https://www.econbiz.de/10009701646

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