1 Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations*

DMCA

1 Interdependence of International Tourism Demand and Volatility in Leading ASEAN Destinations* (2009)

Cached

Download Links

by Chia-ling Chang , Thanchanok Khamkaew , Michael Mcaleer , Roengchai Tansuchat

Citations

1909	Autoregressive conditional heteroscedasticity with estimates of the variance of United Kingdom inflation. Econometrica 50 - Engle - 1982
835	Quasi-Maximum Likelihood Estimation and Inference in Dynamic Models with Time-Varying Covariances. Econometric Reviews, - Bollerslev, Wooldridge - 1992
672	Modelling the coherence in short-run nominal exchange rates: a multivariate generalized ARCH model - Bollerslev - 1990
300	Statistical aspects of ARCH and stochastic volatility. In - Shephard - 1996
257	Conditional heteroscedasticity in asset returns: a new approach. - Nelson - 1991
206	Seasonal integration and cointegration.” - Hylleberg, Engle, et al. - 1990
178	Asymptotic theory for a vector ARMA-GARCH model. - Ling, McAleer - 2003
104	Stationarity and the Existence of Moments of a Family of GARCH Processes. - Ling, McAleer - 2002
71	Structure and asymptotic theory for multivariate asymmetric conditional volatility - McAleer, Hoti, et al. - 2009
33	Modelling multivariate international tourism demand and volatility. - Chan, Lim, et al. - 2005
33	2007), An econometric analysis of asymmetric volatility: Theory and application to patents - McAleer, Chan, et al.
27	Modeling and forecasting tourism demand for arrivals with stochastic nonstationary seasonality and intervention. - Goh, Law - 2002
22	A comparison of three different approaches to tourist arrival forecasting. - Cho - 2003
16	Monthly seasonal variations: Asian tourism to Australia. - Lim, McAleer - 2001
15	Forecasting the demand for international business tourism. - Kulendran, Witt - 2003
15	2005): "Modelling International Tourism Demand and Volatility in Small Island Tourism Economies - SHAREEF, MCALEER
15	Modelling the uncertainty in monthly international tourist arrivals to the Maldives. - Shareef, McAleer - 2007
14	A Seasonal analysis of Asian tourist arrivals to Australia. - Lim, McAleer - 2000
13	Modeling Seasonality in Tourism Forecasting. - Kulendran, Wong - 2005
12	Modelling international tourism and country risk spillovers for Cyprus and Malta - Hoti, McAleer, et al. - 2007
12	Leading indicator tourism forecasts. - Kulendran, Witt - 2003
10	Tourism forecasting and its relationship with leading economic indicators. - Cho - 2001
9	Modelling international monthly arrivals using seasonal univariate longmemory processes. - Gil-Alana - 2005
8	On the Relation between the Expected Value and Volatiltiy - Glosten, Jagannathan, et al. - 1992
7	Combining volatility and smoothing forecasts of UK demand for international tourism - Coshall - 2009
7	Modelling income effects on long and short haul international travel from Japan. - Lim, Min, et al. - 2008
6	2003), “Univariate versus multivariate time series forecasting: an application to international tourism demand - Preez, Johann, et al.
6	A seasonal analysis of Malaysian tourist arrivals to - Lim, McAleer - 1999
6	An econometric analysis of SARS and Avian Flu on international tourist arrivals - McAleer, Huang, et al.
5	A selection strategy for modelling UK tourism flows by air to European destinations. - Coshall - 2005
5	2002): "Time Series Forecasts of International Travel Demand for Australia - LIM, MCALEER
4	2009), Modelling and forecasting tourism from East Asia to Thailand under temporal and spatial aggregation - Chang, Sriboonchitta, et al.
3	Modelling sustainable international tourism demand to the Brazilian Amazon, Environmental Modelling and Software - Divino, McAleer - 2009
3	Seasonal fractional integration in the Spanish tourism quarterly time series. - Gil-Alana, Gracia, et al. - 2004
2	2009a), Modelling short and long haul volatility in Japanese tourist arrivals to New Zealand and Taiwan, Working Paper CIRJE-F-647, Faculty of Economics - Chang, McAleer, et al.
2	Slottje (2009b), Modelling international tourist arrivals and volatility: An application to Taiwan - Chang, McAleer, et al.
2	2009b), Modelling and forecasting daily international mass tourism - Divino, McAleer
2	Morzuch (2005), Evaluating time-series models to forecast the demand for tourism in Singapore: Comparing within-sample and post-sample results - Oh, J