Asymmetric Risk Impacts of Chinese Tourists to Taiwan
Year of publication: |
2018
|
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Authors: | Chang, Chia-Lin ; Hsu, Shu-Han ; McAleer, Michael |
Publisher: |
Amsterdam and Rotterdam : Tinbergen Institute |
Subject: | Asymmetric risk | leverage | risk persistence | tourist revenues | conditional volatility models | Heterogeneous AutoRegressive (HAR) models |
Series: | Tinbergen Institute Discussion Paper ; TI 2018-047/III |
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Type of publication: | Book / Working Paper |
Type of publication (narrower categories): | Working Paper |
Language: | English |
Other identifiers: | 1023233274 [GVK] hdl:10419/185566 [Handle] RePEc:tin:wpaper:20180047 [RePEc] |
Classification: | G32 - Financing Policy; Capital and Ownership Structure ; C22 - Time-Series Models ; c58 ; z32 ; z33 |
Source: |
-
Asymmetric risk impacts of Chinese tourists to Taiwan
Chang, Chia-Lin, (2018)
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Asymmetric Risk Impacts of Chinese Tourists to Taiwan
Chang, Chia-Lin, (2018)
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The Correct Regularity Condition and Interpretation of Asymmetry in EGARCH
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An Event Study of Chinese Tourists to Taiwan
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Risk Spillovers in Returns for Chinese and International Tourists to Taiwan
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Asymmetric Risk Impacts of Chinese Tourists to Taiwan
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