Title of article
Modelling multivariate international tourism demand and volatility
Author/Authors
Felix Chan، نويسنده , , Christine Lim، نويسنده , , Michael McAleer، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2005
Pages
13
From page
459
To page
471
Keywords
Arrival rate , Multivariate GARCH models , symmetries , Constant conditional correlation , Asymmetries , Volatility , Time-varying Conditional variance , international tourism demand
Journal title
Tourism Management
Serial Year
2005
Journal title
Tourism Management
Record number
196125
Link To Document