Modelling international tourist arrivals and volatility: An application to Taiwan

Contributions to Economic Analysis

Volumn 288, Issue , 2009, Pages 299-315

  Chang, Chia Lin ^a   McAleer, Michael ^b,c   Slottje, Daniel J ^d  

^a NATIONAL CHUNG HSING UNIVERSITY   (Taiwan)

^b UNIVERSIDAD COMPLUTENSE DE MADRID   (Spain)

^c ERASMUS UNIVERSITY ROTTERDAM   (Netherlands)

^d and Regulatory Enforcement services   (United States)

Author keywords

Asymmetry; Conditional volatility; Heterogeneous autoregressive model (HAR); International tourist arrivals; Leverage; Tourism demand

Indexed keywords

EID: 84897585608     PISSN: 05738555     EISSN: None     Source Type: Book Series    
DOI: 10.1108/S0573-8555(2009)0000288014     Document Type: Article

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