Zhang, Yuruixian; Choo, Wei Chong; Wan, Cheong Kin; Ho, … - In: Journal of Risk and Financial Management 15 (2022) 7, pp. 1-47
Malaysian tourist industry. Among them, three primarily volatility models (GARCH, EGARCH, and GJRGARCH) are used in conjunction … GARCH-FFNSs model's evaluation of the persistence influence of news shocks on monthly visitor arrivals in Malaysia. The …