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Effects of multiple financial news shocks on tourism demand volatility modelling and forecasting
Zhang, Yuruixian; Choo, Wei Chong; Yuhanis Abdul Aziz; … - In: Journal of risk and financial management : JRFM 15 (2022) 7, pp. 1-47
economics and financial markets, the effects of combining multiple news shocks on the volatility of tourism demand have not yet … GJRGARCH-FFNSs model is the best model for Malaysian tourism demand volatility forecasting accuracy. Furthermore, KLCI and Gold … asymmetry impacts on tourism demand volatility. …
Persistent link: https://www.econbiz.de/10013369139
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Wealth effects of housing and stock markets on outbound tourism
Ging, Lee Chew - In: Tourism analysis : an interdisciplinary tourism & … 26 (2021) 4, pp. 377-382
Persistent link: https://www.econbiz.de/10012745347
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Local demand shocks, excess comovement and return predictability
Broman, Markus S. - In: Journal of banking & finance 119 (2020), pp. 1-16
Persistent link: https://www.econbiz.de/10012521271
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Using conditional asymmetry to predict commodity futures prices
Dias, Fabio S. - In: International Journal of Financial Markets and … 8 (2021) 2, pp. 185-203
Persistent link: https://www.econbiz.de/10012598664
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Dissection of Bitcoin's multiscale bubble history : from January 2012 to February 2018
Gerlach, Jan-Christian; Demos, Guilherme; Sornette, Didier - 2018
We present a detailed bubble analysis of the Bitcoin to US Dollar price dynamics from January 2012 to February 2018. We introduce a robust automatic peak detection method that classifies price time series into periods of uninterrupted market growth (drawups) and regimes of uninterrupted market...
Persistent link: https://www.econbiz.de/10011899669
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A comparative study of static and iterative models of ARIMA and SVR to predict stock indices prices in developed and emerging economies
Beniwal, Mohit; Archana Singh; Kumar, Nand - In: International journal of applied management science : IJAMS 15 (2023) 4, pp. 352-371
Persistent link: https://www.econbiz.de/10014391724
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Predicting DJIA, NASDAQ and NYSE index prices using ARIMA and VAR models
Teymurzade, Sahil; Ślepaczuk, Robert - 2023
Persistent link: https://www.econbiz.de/10014448266
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COVID-19 and tourism sector stock price in Spain : medium-term relationship through dynamic regression models
Carrillo-Hidalgo, Isabel; Pulido-Fernández, Juan Ignacio; … - In: Financial innovation : FIN 9 (2023) 1, pp. 1-24
The global pandemic, coronavirus disease 2019 (COVID-19), has significantly affected tourism, especially in Spain, as …, being able to quantify this relationship allows us to predict the effect of the pandemic on shares in the tourism sector … developed to predict the behavior of shares in the Spanish tourism sector according to the evolution of the COVID-19 pandemic in …
Persistent link: https://www.econbiz.de/10014288905
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Forecasting stock market volatility in central and eastern European countries
Harrison, Barry; Moore, Winston - In: Journal of forecasting 31 (2012) 6, pp. 490-503
Persistent link: https://www.econbiz.de/10009661524
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Explaining the statistical features of the Spanish stock market from the bottom-up
Pascual, José A.; Pajares Gutiérrez, Javier; … - In: Advances in artificial economics : the economy as a …, (pp. 283-294). 2006
Persistent link: https://www.econbiz.de/10003481691