By implementing the Copulas method, this work analyses the dependence relationship or structure between the Brazilian consumer observed inflation and the expected inflation, from January 2005 to June 2011. Its results are consistent with some works for the Brazilian case, as the dependence...

This paper sought to find the long-run relationships between international tourist arrivals in India with economic variables such as GDP, transportation costs and the exchange rate for the period from 2002-2006. The cointegration techniques used was based on Panel Cointegration Test as well as...

Structural equation modeling (LISREL 8) was used to test the causal relationships between tourist travel motivations (travel cost satisfaction) and tourist destination (tourism product, tourism product attributes, and tourism product management). A survey containing Likert-type scales was used...

As a result of the increase in both the international tourists’ expenditures and tourist arrivals to Thailand, there is a growing interest in determining the trend of international tourists’ expenditures based on time-series modelling. In our article secondary data were used to...

This common aim provides a general framework for specifying, estimating, and testing time series econometric models using maximum entropy bootstrap (MEB) to test with data in time series from Stock Market of Thailand. The MEB is quantitatively reviewed for the first time to investigate the...

This paper mainly has two purposes. On the one hand, it aims to find the appropriate models for forecasting the Real Estate Sector Stock and Shenzhen Index in People’s Republic of China, respectively. On the other hand, this paper will analyze the dependence measures between these two kinds of...

This paper investigates the relationship between People’s Republic of China’s exchange rates and Thailand’s exchange rates. The selection of several mixed forecasting consisting of linear model, nonlinear models and copulas approach was experimented of People’s Republic of China’s...

The ASEAN Economic Community (AEC) will be shaped developing to be a single market and production base in 2015, moving towards regional Economic Integration, 2009. These developments in international financial markets do lead to some adverse cost for AEC country borrowers. The specific objective...

The present study investigates the long memory property of market pig prices. Simply knowing that these time series have long term dependence could have strong significance when forecasting prices. The presence of long memory is crucial information in making business decisions and creating...

The objectives of this study are to find the fitting model and dependence measures of both Thailand’s exchange rate and Malaysia’s exchange rate during, between, and after the World’s recent financial crises based on linear, nonlinear and empirical copula approaches. The results of the...