Modelling tourism receipts and associated risks, using long-range dependence models
Year of publication: |
2020
|
---|---|
Authors: | Pérez Rodríguez, Jorge V. ; Santana-Gallego, María |
Published in: |
Tourism economics : the business and finance of tourism and recreation. - London : Sage Publishing, ISSN 2044-0375, ZDB-ID 2026139-1. - Vol. 26.2020, 1, p. 70-96
|
Subject: | long-range dependence models | tourism receipt growth rates | univariate GARCH | value-at-risk | ARCH-Modell | ARCH model | Schätzung | Estimation | Risikomaß | Risk measure | Volatilität | Volatility | Zeitreihenanalyse | Time series analysis | Internationaler Tourismus | International tourism | Tourismus | Tourism |
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