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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

GJRGARCH-FFNSs model is the best model for Malaysian tourism demand volatility forecasting accuracy. Furthermore, KLCI and Gold … economics and financial markets, the effects of combining multiple news shocks on the volatility of tourism demand have not yet … asymmetry impacts on tourism demand volatility. …

Persistent link: https://www.econbiz.de/10013369139

Political violence and volatility in international tourist arrivals : the case of Sri Lanka

Fernando, Sriyantha; Bandara, Jayatilleke S.; … - In: Tourism analysis : an interdisciplinary tourism & … 18 (2013) 5, pp. 575-586

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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

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Forecasting Volatility : A Google Trends Augmented EGARCH Model

Baldi Lanfranchi, Federico - 2018

Accurately forecasting volatility is key in many financial applications. In this study, I suggest that individuals … counterpart from a forecasting perspective …

Persistent link: https://www.econbiz.de/10012917624

Can internet search queries help to predict stock market volatility?

Dimpfl, Thomas; Jank, Stephan - In: European financial management : the journal of the … 22 (2016) 2, pp. 171-192

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Google search volume sentiment and its impact on REIT market movements

Braun, Nicole - In: Journal of property investment & finance 34 (2016) 3, pp. 249-262

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Forecasting stock market movements using Google Trend searches

Huang, Melody Y.; Rojas, Randall R.; Convery, Patrick D. - In: Empirical economics : a journal of the Institute for … 59 (2020) 6, pp. 2821-2839

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Do we need high frequency data to forecast variances?

Banulescu-Radu, Denisa; Hurlin, Christophe; Candelon, … - In: Annals of economics and statistics 123/124 (2016), pp. 135-174

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A multi-indicator multi-output mixed frequency sampling approach for stock index forecasting

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Smooth and abrupt dynamics in financial volatility : the MS-MEM-MIDAS

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