Chang, Chia-Lin; Hsu, Hui-Kuang; McAleer, Michael - Tinbergen Instituut - 2013
See the publication in the <I>North American Journal of Economics and Finance</I> (2013). Vol. 26(SI), 519-534.<P> This … Taiwan tourism industry. The analysis is based on two conditional multivariate models, BEKK-AGARCH and VARMA-AGARCH, in the … performance. Specifically, the risk for firm size has different effects from the three leading tourism sources to Taiwan, namely …