Analysis of volatility and dependence between the tourist arrivals from China to Thailand and Singapore : a copula-based GARCH approach
Jianxu Liu and Songsak Sriboonchitta
| Year of publication: |
2013
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|---|---|
| Authors: | Liu, Jianxu ; Songsak Sriboonchitta |
| Published in: |
Uncertainty analysis in econometrics with applications : [This volume contains papers presented at TES 2013 - The Sixth International Conference of the Thailand Econometric Society, which is held in Chiang Mai, Thailand, during January 10th - 11th, 2013 ...]. - Berlin [u.a.] : Springer, ISBN 3-642-35442-4. - 2013, p. 283-294
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| Subject: | Tourismus | Tourism | Chinesen | Chinese (People) | Volatilität | Volatility | Multivariate Verteilung | Multivariate distribution | ARCH-Modell | ARCH model | Schätzung | Estimation | China | Thailand | Singapur | Singapore | 1997-2011 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz im Buch ; Book section |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009711141