Daily tourist arrivals, exchange rates and volatility for Korea and Taiwan
Year of publication: |
2009-11-24
|
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Authors: | Chang, C-L. ; McAleer, M.J. |
Institutions: | Erasmus University Rotterdam, Econometric Institute |
Subject: | Korean tourist arrivals | exchange rates | approximate price effects | global financial crisis | Asian economic and financial crisis | GARCH | GJR | EGARCH | HAR | long memory | asymmetry | leverage |
Extent: | application/pdf |
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Series: | Econometric Institute Report. - ISSN 1566-7294. |
Type of publication: | Book / Working Paper |
Notes: | The text is part of a series RePEc:dgr:eureir Number EI 2009-41 |
Source: |
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Daily tourist arrivals, exchange rates and volatility for Korea and Taiwan
Chang, Chia-Lin, (2009)
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Daily Tourist Arrivals, Exchange Rates and Volatility for Korea and Taiwan
Chang, Chia-Lin, (2009)
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Daily Tourist Arrivals, Exchange Rates and Volatility for Korea and Taiwan
Chang, C-L., (2009)
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