Narrow search
Showing 1 - 10 of 8,213
Cover Image
Accurately forecasting model for the stochastic volatility data in tourism demand
Huang, Ya-Ling; Lee, Yen-Hsien - In: Modern economy 2 (2011) 5, pp. 823-829
Persistent link: https://www.econbiz.de/10009620634
Cover Image
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
Cover Image
Forecasting and modelling for the inbound tourism demand volatility
Zhang, Yuruixian; Choo, Wei Chong; Yuhanis Abdul Aziz; … - In: International journal of services, economics and management 13 (2022) 3, pp. 282-312
Persistent link: https://www.econbiz.de/10013552602
Cover Image
Forecasting interest rates volatilities by GARCH (1,1) and stochastic volatility models
Boscher, Hans; Fronk, Eva-Maria; Pigeot, Iris - In: Statistical papers 41 (2000) 4, pp. 409-422
Persistent link: https://www.econbiz.de/10001523628
Cover Image
Reviewing demand regimes in open economies with Penn World Table data
Marques, André de Mattos - In: The Manchester School 90 (2022) 6, pp. 730-751
Persistent link: https://www.econbiz.de/10013414312
Cover Image
Determinants of volatility on international tourism demand for South Korea : an empirical note
Park, Sung Y.; Jei, Sang Young - In: Applied economics letters 17 (2010) 1/3, pp. 217-223
Persistent link: https://www.econbiz.de/10003946516
Cover Image
MGARCH modeling of inbound tourism demand volatility in Turkey
Coşkun, İnci Oya; Özer, Mustafa - In: MIBES transactions : international journal 5 (2011) 1, pp. 24-40
Persistent link: https://www.econbiz.de/10009507477
Cover Image
Modelling international tourism demand and volatility in Small Island Tourism Economies
Shareef, Riaz (contributor); McAleer, Michael (contributor) - 2005
Persistent link: https://www.econbiz.de/10003220957
Cover Image
Modeling Turkish Tourism Demand and the Exchange Rate : The Bivariate GARCH Approach
Akar, Cüneyt - 2017
The primary purpose of this study is to investigate the relationship between tourism demand in Turkey and the exchange … correlations. The analysis of tourism demand from the Eurozone and the USA to Turkey indicates that tourism demand and the exchange … rate are positively related. The results also show no clear positive relationship for tourism demand from the UK. In …
Persistent link: https://www.econbiz.de/10012963404
Cover Image
Exchange rate volatility and tourism demand in India: unraveling the asymmetric relationship
Sharma, Chandan; Pal, Debdatta - In: Journal of travel research : a quarterly publication of … 59 (2020) 7, pp. 1282-1297
Persistent link: https://www.econbiz.de/10012268392